Conditional Forecasting of Bitcoin Prices Using Exogenous Variables

Bitcoin is known for its high volatility, which makes it challenging to accurately predict future prices. In this study, we aim to forecast Bitcoin prices for a month by incorporating exogenous variables, specifically the interest rate and recession probability. Our primary objective is to explore w...

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Bibliographic Details
Main Authors: Adel Mahfooz, Joshua L. Phillips
Format: Article
Language:English
Published: IEEE 2024-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/10478465/