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Record W4414947857 · doi:10.3390/jrfm18100570

Bitcoin Supply, Demand, and Price Dynamics

2025· article· en· W4414947857 on OpenAlexvenueno aff
Murray A. Rudd, Dennis Porter

Bibliographic record

VenueJournal of risk and financial management · 2025
Typearticle
Languageen
FieldComputer Science
TopicBlockchain Technology Applications and Security
Canadian institutionsnot available
Fundersnot available
KeywordsProbabilistic logicBaseline (sea)Monte Carlo methodInvestment (military)Sensitivity (control systems)Supply and demandAsset (computer security)Outcome (game theory)

Abstract

fetched live from OpenAlex

We refine a bottom-up, quantity-clearing framework of Bitcoin price formation that couples its fixed 21-million-coin cap with plausible demand growth and execution behavior. This approach relies on first-principles economic supply-and-demand dynamics rather than assumptions about anticipated Bitcoin price appreciation, its price history, or its potential effectiveness in demonetizing other asset classes. We considered five key high-level factors that may affect price determination: level of market demand; intertemporal investment preferences; fiat-denominated withdrawal sensitivity; initial liquid supply; and daily withdrawal levels from liquid supply. With a goal of both increasing understanding of the impacts of price drivers and developing probabilistic forecasts, we show two models: (1) a baseline to assess the impacts of parameter changes, alone and in combination, on Bitcoin price trajectories and liquid supply over time and (2) a Monte Carlo simulation that incorporates uncertainty across a range of uncertain parameterizations and presents probabilistic price and liquid supply forecasts to 2036. Our baseline model highlighted the importance of liquid supply and withdrawal sensitivity in price impacts. The Monte Carlo simulation results suggest a 50% likelihood that Bitcoin price will exceed USD 5.17 M by April 2036. Generally, prices from the low single millions to the low tens of millions per Bitcoin by 2036 emerge under broad parameter sets; hyperbolic paths to higher price levels are relatively rare and concentrate when liquid supply falls near or below BTC 2 M and withdrawal sensitivity is low. Our results help locate where right-tail risk and disorderly market outcomes concentrate and suggest that policy tools are available to help guide trajectories.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.008
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.018
Threshold uncertainty score0.036

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.008
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.001
Scholarly communication0.0030.005
Open science0.0010.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0080.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.002
GPT teacher head0.199
Teacher spread0.196 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2025
Admission routes1
Has abstractyes

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