Knowledge Dynamics in Cryptocurrency Volatility Forecasting:  Methods, Trends and Collaborations (2018-2025)

Prashant  Subhash Chougule; Syed Hasan  Jafar

doi:10.21844/16202118209

Prashant Subhash Chougule Assistant Professor, School of Business, Woxsen University, Hyderabad, Telangana
Syed Hasan Jafar Associate Professor & Vice-Dean, School of Business, Woxsen University, Hyderabad, Telangana

DOI: https://doi.org/10.21844/16202118209

Keywords: Cryptocurrencies, Volatility Forecasting, Forecasting Models, Quantitative Literature Analysis, Performance Analysis, Network Analysis, SCOPUS

Abstract

The surge in cryptocurrency markets has amplified scholarly interest in volatility forecasting, a linchpin for risk mitigation and strategic financial planning. This state-of-the-art landscape review maps the intellectual landscape of cryptocurrency volatility forecasting between 2018-2025 by analysing 132 SCOPUS-indexed publications. It integrates performance analysis, science mapping and network analysis to uncover dominant themes, evolving methodologies and collaborative structures. The field exhibits clear methodological progression from classical GARCH-type models to AI-driven and hybrid approaches, notably LSTM and hybrid neural architectures. Thematic evolution highlights growing sophistication, but critical voids persist in consideration of multiple assets (like Ethereum, Litecoin, etc.) and novel variables (like blockchain metrics, etc.), ESG integration, regional market representation and regulatory foresight. This review identifies underexplored areas that present strategic opportunities for inclusive, ethical and resilient research and offers a forward-looking agenda tailored to the evolving demands of researchers, institutions, practitioners and policymakers.