Value at Risk with Bootstrap Historical Simulation Approach for Prediction of Cryptocurrency Investment Risk

Trimono, Trimono; Diyasa, I Gede Susrama Mas; Fauzi, Akhmad; Idhom, Mohammad

doi:10.1109/itis53497.2021.9791657

Cited by 3 publications

(1 citation statement)

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“…Equations ( 1), ( 3) and ( 5 Note that our goal is not to forecast actual BTC prices, but to gain a fuller understanding of the expected BTC price trajectory distribution, including tails (see Kachnowski, 2020;Ruiz & Pascual, 2002;Trimono et al, 2021). Based on the sample of biweekly BTC returns during the subperiods beginning 17 March 2017, and 7 July 2022, we bootstrap 5000 × 100 biweekly BTC returns (4-year period).…”

Section: Variablementioning

confidence: 99%

Is bitcoin ESG‐compliant? A sober look

Proelss,

Schweizer,

Sévigny

2023

Euro Fin Management

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Much of the media focus surrounding Bitcoin (BTC) has been on the ‘E’ (environmental) element of the ESG investing approach. Given the amount of electricity consumed by BTC mining, and the resulting large carbon emissions, BTC has faced substantial criticism of its overly negative environmental impact, which is critically reviewed in this article. This one‐sided discussion, however, ignores the ‘S’ (social) and ‘G’ (governance) elements entirely. To remedy that, we explore BTC's positive impact on the ‘S’ (user satisfaction, data protection and privacy, human rights, and criminal activity), and ‘G’ (accounting integrity and transparency, compensation, and principles of good governance) components.

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Section: Variablementioning

confidence: 99%