The aim of this thesis is to analyze the interaction between Bitcoin price and crude oil futures price over the past seven years using the Ordinary Least Squares (OLS) method. Bitcoin, as a virtual currency, is characterized by high price volatility, while crude oil futures, as an important commodity, are also affected by a variety of factors. By collecting and analyzing data on the price of Bitcoin and crude oil futures in the past seven years, this research aims to investigate the interaction between Bitcoin price and crude oil futures price and explore their correlation and causation. The results of the study will provide investors and policymakers with important information about the bitcoin and crude oil futures markets in order to better understand market dynamics and formulate relevant strategies. Meanwhile, the time span of the study includes both the New Crown Epidemic period and the Post-Epidemic period, which is generalizable and more conducive to research and analysis under different era conditions.