Date of Award
Master of Business Administration
The purpose of this research is to examine the relationships between Bitcoin and several financial metrics, such as indices and commodities, in efforts to reveal any influential significance between a specific variable and the price value of Bitcoin. The interested parties pertaining to this research include investors of crypto, university students specializing in business, or current shareholders of Bitcoin. The indices being analyzed for this research consist of the following: Nasdaq 100, S&P 500, Dow Jones Industrial Index, Russell 2000, Nikkei 225, S&P 500 Volatility Index (VIX), and the Shanghai SE Composite Index. The commodities being analyzed for this research consist of the following: Gold and Oil. The final variable included within this thesis will be the Euro Exchange Rate, as studies have shown previously the Euro Exchange Rate may have an influence on the price of Bitcoin. A series of statistical models will test the relationships among this data in order to produce a conclusion to influential factors of Bitcoin value.
Berman, Bianca, "ANALYTICAL MODEL FOR PREDICTING BITCOIN PRICE" (2022). Theses and Dissertations. 423.