Bitcoin risk modeling with blockchain graphs

Cuneyt Gurcan Akcora, Matthew F. Dixon, Yulia R. Gel and Murat Kantarcioglu

Economics Letters, 2018, vol. 173, issue C, 138-142

Abstract: A key challenge for Bitcoin cryptocurrency holders is managing FX risk. We identify certain sub-graphs (‘chainlets’) which exhibit predictive influence on Bitcoin price and volatility and characterize the types of chainlets that signify extreme losses.

Keywords: Cryptocurrencies; Graph analysis; Forecasting; Financial risk; ICOs (search for similar items in EconPapers)
JEL-codes: C58 C63 G18 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (12)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:173:y:2018:i:c:p:138-142

DOI: 10.1016/j.econlet.2018.07.039

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