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Is Bitcoin a Commodity? On Price Jumps, Demand Shocks, and Certainty of Supply

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dc.contributor.authorGronwald, Marc
dc.contributor.institutionUniversity of Aberdeen.Centre for Energy Transitionen
dc.contributor.institutionUniversity of Aberdeen.Economicsen
dc.date.accessioned2021-01-05T00:14:09Z
dc.date.available2021-01-05T00:14:09Z
dc.date.embargoedUntil2021-01-05
dc.date.issued2019-10
dc.descriptionThe author gratefully acknowledges useful comments by Beat Hintermann and Stefan Trueck as well as seminar and conference participants at the Society for Computational Economics Annual Conference 2016, the CESifo Area Conference for Macro, Money and International Finance, University of Dundee, University of East Anglia, University College Dublin, and Macquarie University Sydney. Furthermore, the author is indebted to Sandrine Ngo for motivating me to study the economics of Bitcoins.en
dc.description.statusPeer revieweden
dc.format.extent7
dc.format.extent694358
dc.identifier145392489
dc.identifierc855a876-d35a-4a14-b95d-9b50576ee9a8
dc.identifier000476619100006
dc.identifier85068588714
dc.identifier.citationGronwald, M 2019, 'Is Bitcoin a Commodity? On Price Jumps, Demand Shocks, and Certainty of Supply', Journal of International Money and Finance, vol. 97, pp. 86-92. https://doi.org/10.1016/j.jimonfin.2019.06.006en
dc.identifier.doi10.1016/j.jimonfin.2019.06.006
dc.identifier.issn0261-5606
dc.identifier.otherMendeley: 0ce67ca1-b6b4-368c-881e-d91e60abe7c4
dc.identifier.urihttps://hdl.handle.net/2164/15583
dc.identifier.urlhttp://www.mendeley.com/research/bitcoin-commodity-price-jumps-demand-shocks-certainty-supplyen
dc.identifier.vol97en
dc.language.isoeng
dc.relation.ispartofJournal of International Money and Financeen
dc.subjectBitcoinsen
dc.subjectGARCHen
dc.subjectJump modelsen
dc.subjectBitcoin demand shocksen
dc.subjectPrice jumpsen
dc.subjectSecurity of supplyen
dc.subjectMARKETen
dc.subjectINEFFICIENCYen
dc.subjectRETURNSen
dc.subjectDYNAMICSen
dc.subjectEXCHANGEen
dc.subjectVOLATILITYen
dc.subjectHB Economic Theoryen
dc.subjectHG Financeen
dc.subject.lccHBen
dc.subject.lccHGen
dc.titleIs Bitcoin a Commodity? On Price Jumps, Demand Shocks, and Certainty of Supplyen
dc.typeJournal articleen

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