【Author】 Mahmoud, Mahmoud N.

【Source】NATURE ENERGY

【影响因子】67.439

【主题类别】

区块链应用-实体经济-能源领域

【Abstract】Blockchains offer a lot of opportunities for efficiency and decentralized management in energy systems. Researchers now show the electricity dispatch is a useful problem uniquely suited to serve as proof of work in a new consensus mechanism for decentralized grid management.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】

【发表时间】

【收录时间】2022-07-16

【文献类型】 理论性文章

【DOI】 10.1038/s41560-022-01034-5

【Author】 Chen, Sijie Mi, Hanning Ping, Jian Yan, Zheng Shen, Zeyu Liu, Xuezhi Zhang, Ning Xia, Qing Kang, Chongqing

【Source】NATURE ENERGY

【影响因子】67.439

【主题类别】

区块链技术-核心技术-共识机制

【Abstract】Blockchains utilize different consensus mechanisms, among which Proof of Work is one of the more energy and computationally intensive. Chen et al. propose a new mechanism that solves the electricity dispatch problem in grids to establish consensus and demonstrate the effectiveness of the solution in distributed energy system management. Traditional centralized optimization and management schemes may be incompatible with a changing energy system whose structure is becoming increasingly distributed. This challenge can hopefully be addressed by blockchain. However, existing blockchains have not been well prepared to integrate mathematical optimization, which plays a key role in many energy system applications. Here we propose a blockchain consensus mechanism tailored to support mathematical optimization problems, called Proof of Solution (PoSo). PoSo mimics Proof of Work (PoW) by replacing the meaningless mathematical puzzle in PoW with a meaningful optimization problem. This is inspired by the fact that both the solutions to the puzzle and to an optimization problem are hard to find but easy to verify. We show the security and necessity of PoSo by using PoSo to enable energy dispatch and trading for two integrated energy systems. The results show that compared with existing optimization schemes, PoSo ensures that only the optimal solution is accepted and executed by participants. Further, compared with existing blockchains, PoSo can seamlessly incorporate mathematical optimization and minimize the workload associated with searching and verifying the optimum.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】

【发表时间】

【收录时间】2022-07-16

【文献类型】 实证性文章

【DOI】 10.1038/s41560-022-01027-4

【Author】 Bejaoui, Azza Mgadmi, Nidhal Moussa, Wajdi

【Source】RESOURCES POLICY

【影响因子】8.222

【主题类别】

区块链治理-市场治理-数字货币

【Abstract】This article tries to investigate the connectedness between Bitcoin and Crude Oil, S & P500 and Natural Gas with the health crisis. That is why one might apply fractional cointegration analysis on daily data over the period 01/09/2019-30/04/2020. Our results indicate the presence of fractional integration in residual series, implying the existence of a fractional cointegration relationship. A short-run joint dynamics between Bitcoin and some other assets (Crude Oil, S & P500 and Natural Gas) is nevertheless well-pronounced. Such analysis of the long and short-term dependencies between different assets could be interesting from a portfolio perspective.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】

【发表时间】2022

【收录时间】2022-07-16

【文献类型】 理论性文章

【DOI】 10.1016/j.resourpol.2022.102682

【Author】 Fratric, Peter Sileno, Giovanni Klous, Sander van Engers, Tom

【Source】FINANCIAL INNOVATION

【影响因子】6.793

【主题类别】

区块链治理-市场治理-欺诈犯罪

【Abstract】Fraudulent actions of a trader or a group of traders can cause substantial disturbance to the market, both directly influencing the price of an asset or indirectly by misinforming other market participants. Such behavior can be a source of systemic risk and increasing distrust for the market participants, consequences that call for viable countermeasures. Building on the foundations provided by the extant literature, this study aims to design an agent-based market model capable of reproducing the behavior of the Bitcoin market during the time of an alleged Bitcoin price manipulation that occurred between 2017 and early 2018. The model includes the mechanisms of a limit order book market and several agents associated with different trading strategies, including a fraudulent agent, initialized from empirical data and who performs market manipulation. The model is validated with respect to the Bitcoin price as well as the amount of Bitcoins obtained by the fraudulent agent and the traded volume. Simulation results provide a satisfactory fit to historical data. Several price dips and volume anomalies are explained by the actions of the fraudulent trader, completing the known body of evidence extracted from blockchain activity. The model suggests that the presence of the fraudulent agent was essential to obtain Bitcoin price development in the given time period; without this agent, it would have been very unlikely that the price had reached the heights as it did in late 2017. The insights gained from the model, especially the connection between liquidity and manipulation efficiency, unfold a discussion on how to prevent illicit behavior.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Agent-based modelling; Cryptocurrency; Market manipulation; Liquidity; Bitcoin

【发表时间】2022

【收录时间】2022-07-16

【文献类型】 实证性文章

【DOI】 10.1186/s40854-022-00364-3

【Author】 Zhao, Junqiang Lu, Yi Zhou, Fujun Mao, Ruping Fei, Fangqin

【Source】FRONTIERS IN PUBLIC HEALTH

【影响因子】6.461

【主题类别】

区块链治理-元分析-医疗领域

【Abstract】Background: With the emergence of the metaverse, virtual reality, as a digital technology, must be getting hotter. High quality virtual reality related nursing knowledge scene learning is gradually replacing traditional education and intervention skills. Objective: This systematic study aimed to gain insights into the overall application of virtual reality technology in the study of nursing. Methods: Citations downloaded from the Web of Science Core Collection database for use in VR in nursing publications published from January 1, 2012, to December 31, 2021, were considered in the research. Information retrieval was analyzed using https:// bibliometric.com/app, CiteSpace.5.8. R3, and VOS viewer. Results: A total of 408 institutions from 95 areas contributed to relevant publications, of which the United States is the most influential country in this research field. The clustering labels of cited documents were obtained from the citing documents. Virtual simulation, virtual learning, clinical skills, and dementia are the clustering labels of co-cited documents. The burst keywords represented the research frontiers in 2020-2021, which were knowledge and simulation. Conclusion: Virtual nursing has had an impact on both nurses and clients. With the emergence of the concept of the metaverse, the research and application of virtual reality technology in nursing will gradually increase.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】nursing; virtual reality; bibliometric; CiteSpace; VOS viewer

【发表时间】2022

【收录时间】2022-07-16

【文献类型】 理论性文章

【DOI】 10.3389/fpubh.2022.906715

【Author】 Singh, Arshdeep Kumar, Gulshan Saha, Rahul Conti, Mauro Alazab, Mamoun Thomas, Reji

【Source】JOURNAL OF SYSTEMS ARCHITECTURE

【影响因子】5.836

【主题类别】

区块链技术-核心技术-共识机制

【Abstract】Blockchain is an emerging decentralized and distributed technology. Along with the beneficial features of decentralization, transparency, and security the consensus algorithms of blockchains form key building blocks for this technology. Consensus protocol/algorithm helps to provide a decentralized decision making process. An efficient consensus algorithm is inclusive that engages all the participants to make their decision based on the conflicts of the blockchain networks. These consensus decisions lead to better quality outcomes of the blockchains and help to obtain the finality. Rigorous research is in process to upgrade or optimize the existing consensus protocols. The optimized or enhanced consensus protocols objectify to be suitable for Internet-of Thing (IoT) as the current versions of the protocols are not suitable for the resource-constrained environments due their complexity, hard configurations, mining techniques, high resource consumption, and explicit security loophole. In this paper, we present a survey of consensus protocols with a purpose to identify and discuss the existence of various consensus protocols available in literature. We emphasize on the genesis of the consensus protocols, particularly for Proof-of-X, byzantine fault tolerance, Paxos, and RAFT; we also include Directed Acyclic Graph (DAG) orientation of some contemporary algorithms. We discuss the variants of these genesis protocols. Our survey analyzes the advantages, disadvantages, and their applicability in IoTs. We enlist the categorical use of consensus algorithms in blockchains and other applications. Finally, we present several research trends and open issues emphasizing for consensus protocols emphasizing on IoTs. Compared to the other surveys in the field, our present survey objectifies to provide a more thorough summary of the most relevant protocols and application issues; this survey helps the researchers and the application developers to obtain an insight on the current status of the consensus protocols' suitability to deliver the desired functionalities in IoTs. The notified disadvantages of each of the protocol provide future scope for the industries and academia. To the best of our knowledge, such a comprehensive and summarized survey of consensus protocols including DAG-based protocols is unavailable in the literature and thus, our contribution claims are significant.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Consensus; Blockchain; Bitcoin; Protocol; Decentralization

【发表时间】2022

【收录时间】2022-07-16

【文献类型】 综述

【DOI】 10.1016/j.sysarc.2022.102503

【Author】 Abdel-Basset, Mohamed Mohamed, Reda ELkomy, Osama M.

【Source】AD HOC NETWORKS CCF-C

【影响因子】4.816

【主题类别】

区块链技术-核心技术-加密算法

【Abstract】The integration of the Internet of Things (IoT) and blockchain demand the use of public-key cryptography systems to secure network communications. In this study, one of those public-key algorithms, known as Merkle-Hellman Knapsack Cryptosystem (MHKC), is employed to cryptographically analyze its utilization for blockchain technology using a metaheuristic algorithm. To do so, eight well-known metaheuristic algorithms are employed to determine the trustworthiness of MHKC against cryptoanalysis attacks using various knapsack lengths, ranging from 8 to 32 bits. The experimental findings showed that pathfinder algorithm (PFA) and slime mold optimizer (SMA) could exploit MHKC under 8-bit ASCII code, and their performance gradually deteriorates with higher bit representations, while the performance of manta ray foraging optimization (MRFO) could be superior for the knapsack lengths higher than 8-bit. Additionally, MRFO would not attack MHKC under 32-bit; thus, some genetic operators have been integrated to manipulate the binary solutions obtained by this algorithm to promote its exploration capability in a variant, namely HMRFO. The experimental findings revealed that HMRFO is a better alternative to the existing ones for attacking the MHKC with knapsack lengths higher than 8 bit to appear their fragility points, while both SMA and PFA are competitive for 8-bit ASCII code and superior to the other algorithms.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Metaheuristic algorithms; Knapsack cipher; Blockchain; IoT; Merkle-Hellman cryptosystem; Cryptanalysis; Internet of Things (IoT)

【发表时间】2022

【收录时间】2022-07-16

【文献类型】 理论性文章

【DOI】 10.1016/j.adhoc.2022.102798

【Author】 Luong, Duc Anh Park, Jong Hwan

【Source】IEEE ACCESS

【影响因子】3.476

【主题类别】

区块链应用-实体经济-医疗领域

【Abstract】Privacy is playing a crucial role in the smart health industry, where health service providers and their customers use the internet of things (IoT) to provide and consume health services. Preserving privacy for legitimate users and preventing illegitimate users from accessing services are difficult to implement simultaneously. In this study, we addressed this issue by proposing a new healthcare system for IoT based on the blockchain and zero-knowledge succinct noninteractive argument of knowledge (zk-SNARK). We employ the anonymity property of the public blockchain to protect users' privacy. The zk-SNARK scheme works as an anonymous authenticator to prevent unauthorized users from using services. We also analyze the security of the proposed system by showing that it can resist various types of attacks, such as impersonation, collusion, and man-in-the-middle attacks. Finally, we evaluate the performance of the zk-SNARK scheme with respect to computational costs and the interactions with the Ethereum blockchain smart contract with respect to transaction fees.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Medical services; Blockchains; Internet of Things; Authentication; Privacy; Peer-to-peer computing; Cryptography; Blockchain; healthcare; IoT; privacy; zk-SNARK; anonymous authentication

【发表时间】2022

【收录时间】2022-07-16

【文献类型】 实证性文章

【DOI】 10.1109/ACCESS.2022.3177211

【Author】 Sahoo, Saumyaranjan Kumar, Satish Sivarajah, Uthayasankar Lim, Weng Marc Westland, J. Christopher Kumar, Ashwani

【Source】ELECTRONIC COMMERCE RESEARCH

【影响因子】3.462

【主题类别】

区块链应用-实体经济-供应链

【Abstract】Blockchain operates on a highly secured framework, and its decentralized consensus has benefits for supply chain sustainability. Scholars have recognized the growing importance of sustainability in supply chains and studied the potential of blockchain for sustainable supply chain management. However, no study has taken stock of high-quality research in this area. To address this gap, this paper aims to provide a state-of-the-art overview of high-quality research on blockchain for sustainable supply chain management. To do so, this paper conducts a systematic literature review using a bibliometric analysis of 146 high-quality articles on blockchain for sustainable supply chain management that have been published in journals ranked "A*", "A", and "B" by the Australian Business Deans Council and retrieved from the Scopus database. In doing so, this paper unpacks the most prominent journals, authors, institutions, and countries that have contributed to three major themes in the field, namely blockchain for sustainable business activities, decision support systems using blockchain, and blockchain for intelligent transportation system. This paper also reveals the use of blockchain for sustainable supply chain management across four major sectors, namely food, healthcare, manufacturing, and infrastructure, and concludes with suggestions for future research in each sector.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Bibliometric analysis; Blockchain; Supply chain; Sustainability; Systematic literature review

【发表时间】

【收录时间】2022-07-16

【文献类型】 综述

【DOI】 10.1007/s10660-022-09569-1

【Author】 Shahzad, Khuram Zhang, Qingyu Khan, Muhammad Kaleem Ashfaq, Muhammad Hafeez, Muhammad

【Source】INTERNATIONAL JOURNAL OF EMERGING MARKETS

【影响因子】3.422

【主题类别】

区块链应用-实体经济-供应链

【Abstract】Purpose This study pinpoints the critical factors influencing the acceptance of blockchain technology in supply chain management in the light of the extended unified theory of acceptance and use of technology (UTAUT2) with additional factors personal innovativeness in technology and user's self-efficacy. Design/methodology/approach The questionnaire-based data was obtained from SC professionals in China (Beijing). The essential factors influencing it are evaluated through structural equation modeling (SEM), using AMOS software. Findings The empirical findings specify that performance expectancy, facilitating conditions, price value, hedonic motivation, user self-efficacy, and personal innovativeness are positively influencing user satisfaction. User satisfaction has a substantial progressive effect on habit. Furthermore, facilitating conditions, price value, habit, user self-efficacy, personal innovativeness, and user satisfaction have a progressive impact on continued intention to use blockchain technology in supply chain management. Originality/value Although numerous studies investigated the influencing factors of blockchain technology adoption in supply chain management, no study examined the determinants of UTAUT2. However, this study not only empirically studied the UTAUT2 model but also extended it with the most influencing elements such as personal innovativeness in technology and user's self-efficacy. Furthermore, this study contributes to the BT-enabled SCM literature by studying the continued use and acceptance, rather than testing behavioral intention and initial adoption which is common in previous studies of BT-enabled SCM. Finally, this study discusses the limitations, future directions, and managerial implications of the results so that supply chain professionals can deliver what supply chain stakeholders require.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Supply chain management (SCM); Blockchain technology; User self-efficacy; Personal innovativeness; UTAUT2; China

【发表时间】

【收录时间】2022-07-16

【文献类型】 实证性文章

【DOI】 10.1108/IJOEM-11-2021-1714

【Author】 Dong, Jingya Song, Chunhe Zhang, Tao Li, Yuanjian Zheng, Hao

【Source】WIRELESS COMMUNICATIONS & MOBILE COMPUTING CCF-C

【影响因子】2.146

【主题类别】

区块链技术-协同技术-边缘计算

【Abstract】Intelligent computing provides efficient, real-time, and secure data analysis services for the Internet of Things (IoT). As the number of IoT devices increases, IoT generates massive, diverse, and multisourcing datasets that can be used to improve IoT services further. Models trained by intelligent computing from a single system or sensor are often not global, and sending all data directly to the computing platform wastes network bandwidth and may cause network congestion and even privacy leakage. To ensure IoT applications' quality of service and privacy, we propose a framework that integrates edge computing and blockchain to provide lightweight data fusion and secure data analysis for IoT. We propose a lightweight data fusion method that can reduce the amount of data at the node level and prevent network congestion and bandwidth waste. Furthermore, we propose a hierarchical fuzzy hashing method to check and locate anomalies of IoT machine learning models to ensure the validity of IoT intelligent computing and the security of sensitive data. Finally, we demonstrate the effectiveness of the method proposed in this paper through experiments.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】

【发表时间】2022

【收录时间】2022-07-16

【文献类型】 实证性文章

【DOI】 10.1155/2022/9233267

【Author】 Zhang, Duo Wang, Shangping Zhang, Yinglong Zhang, Qian Zhang, Yaling

【Source】SECURITY AND COMMUNICATION NETWORKS CCF-C

【影响因子】1.968

【主题类别】

区块链应用-实体经济-医疗领域

【Abstract】Medical data sharing is of great significance in promoting smart medicine. However, the heterogeneity of information systems used by various medical institutions makes sharing difficult. In addition, since medical data involves a great deal of sensitive information, sharing it could easily lead to the leakage of personal privacy. Blockchain, gained popularity as a distributed ledger technology, has great potential to connect heterogeneous systems and provides authenticity and integrity guarantees for medical data sharing. Focusing on the issues of medical data sharing and privacy protection, we propose a medical data sharing scheme based on consortium blockchain. To achieve access control, attribute-based access control technique is implemented, where patients preset attribute-specific access policies for their medical records, and record requesters are described by a set of attributes. For patients, we devise a hybrid storage mode to write access policies of medical records on the consortium blockchain network and store encrypted medical records off-chain. Leveraging blockchain and smart contracts, access privilege control and access history tracking can be realized. To enhance the key management, a tree of medical records is constructed for each patient, and by simply keeping the medical record trees, patients can recover their encryption keys at any time. Furthermore, we carry out an extensive analysis to show the high security and efficiency of our proposed scheme. Finally, we build a Quorum consortium blockchain on the Tencent Cloud and deploy smart contracts on the chain to simulate transactions in our scheme. The experiment results indicate the proposed scheme achieves good feasibility.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】

【发表时间】2022

【收录时间】2022-07-16

【文献类型】 实证性文章

【DOI】 10.1155/2022/2759787

【Author】 Almakki, Riyad AlSuwaidan, Lulwah Khan, Shakir Baig, Abdul Rauf Baseer, Samad Singh, Manmohan

【Source】SECURITY AND COMMUNICATION NETWORKS CCF-C

【影响因子】1.968

【主题类别】

区块链技术-核心技术-共识机制

【Abstract】A new algorithm for practical Byzantine fault tolerance (PBFT), called score-PBFT or S-PBFT, is proposed to solve the problems of high communication overhead and low algorithm efficiency. This algorithm is based on the characteristics of the consortium chain. The scoring mechanism for nodes is added. All the nodes are broken up into consensus nodes, candidate nodes, and early nodes. To make sure the consensus nodes are as reliable as possible, the nodes are changed dynamically based on how each node is behaving. Improved: the election method for the controller node has been changed. The node's score and behaviour are used as the election basis to make the algorithm more stable. In this paper, we want to improve the consensus protocol's execution process, cut down on how many nodes are involved in the consensus process, simplify it, and make it more efficient. Results show that, when compared with the PBFT algorithm, the S-PBFT algorithm has a shorter consensus delay, less communication overhead and throughput, and better consensus node reliability.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】

【发表时间】2022

【收录时间】2022-07-16

【文献类型】 理论性文章

【DOI】 10.1155/2022/1855238

【Author】 Sharma, Vahiny Gupta, Ankur Ul Hasan, Najam Shabaz, Mohammad Ofori, Isaac

【Source】SECURITY AND COMMUNICATION NETWORKS CCF-C

【影响因子】1.968

【主题类别】

区块链应用-实体经济-医疗领域

【Abstract】Modern healthcare is a data-intensive domain representing an amalgamation of long-term electronic medical records, real-time patient monitoring data, and more recently sensor data from wearable computing. Blockchain in healthcare can address a multitude of challenges in healthcare, including care coordination, data security, and interoperability concerns, as technology advances. Technical challenges such as processing speed and massive data duplication will be resolved as improved technology. This data needs to be accessed seamlessly by a multitude of players from the general physicians to hospitals, medical service providers to insurance companies. Thus, healthcare-related data needs to be verified, securely stored, and shared while maintaining patient privacy and control over what portion of the data is shared, with whom it is shared, and how it is consumed. Blockchain has emerged as a technology stack of choice for distributed authentication, secure storage, and automated analysis of stored data in diverse domains including healthcare. Its distributed nature is a natural fit to the healthcare ecosystem with multiple participating entities and patients in different geographic locations. In this paper, we review the technology of blockchain to the healthcare domain analyzing and classifying work done in the field. Open challenges are identified and future directions for research are also presented.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】

【发表时间】2022

【收录时间】2022-07-16

【文献类型】 综述

【DOI】 10.1155/2022/9697545

【Author】 Yuan, Quan

【Source】SCIENTIFIC PROGRAMMING

【影响因子】1.672

【主题类别】

区块链应用-实体经济-司法领域

【Abstract】This paper constructs and applies the legal model of transaction management in the digital information perspective based on the approach of big data. To solve the problem, it is necessary to integrate various legal tools, construct an idealized legal model of big data transaction management, conduct interprofessional and interdisciplinary research on the big data transaction management problems that are difficult to be regulated by the existing legal norms, and selectively design and arrange the corresponding system, to provide the digital regulatory tools for the operation of the digital economy and promote the scientific and standardized development of the digital economy. Based on the decentralized blockchain platform, sealed bidding is used to achieve information isolation among nonconspiratorial data buyers, and through the big data auction algorithm, the purpose of the conspirators cannot be achieved and anticomplicity is realized. The model is based on smart contracts and combined with auction theory to achieve anticollision in the process of big data auctions. Based on the model, we construct an anticomplicity big data auction mechanism and dissect the big data auction algorithm. The correctness of the model and algorithm is demonstrated through simulation. After the data is hosted, the data will be completely owned by the big data trading center. In the data transaction process, the big data transaction center provides data resource information to data buyers, so that data buyers can select the required data. Second is the construction of a multilevel regulatory system in the administrative supervision of the construction of the central national security leading institutions led by the interregional collaborative regulatory system and in the industry self-regulatory supervision of the implementation of the data trading platform data trading supervision obligations. The balance between the development of the data trading industry and data trading security is comprehensively maintained from multiple perspectives of legislation and law enforcement.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】

【发表时间】2022

【收录时间】2022-07-16

【文献类型】 实证性文章

【DOI】 10.1155/2022/3181145

【Author】 Lotfi, Reza Safavi, Soroush Gharehbaghi, Alireza Zare, Sara Ghaboulian Hazrati, Reza Weber, Gerhard-Wilhelm

【Source】MATHEMATICAL PROBLEMS IN ENGINEERING

【影响因子】1.430

【主题类别】

区块链应用-实体经济-供应链

【Abstract】Nowadays, using Blockchain Technology (BCT) is growing faster in each country. It is essential to apply BCT in Supply Chain Network Design (SCND) and is considered by the designer and manager of SC. This research indicates Viable Supply Chain Network Design (VSCND) by applying BCT. A new form of two-stage robust optimization is suggested. Facility locations and activation BCT for VSCND is the first stage of decisions; finally, we determine flow transshipment between components in the next stage. The GAMS-CPLEX is used for solving the model. The results show that running BCT will decrease 0.99% in costs. There is an economic justification for using BCT when demand is high. A fix-and-optimize and Lagrange relaxation (LR) generate lower and upper bound to estimate large scale in minimum time. The gap between the main model and fix-and-optimize is better than the LR algorithm. Finally, this research suggests equipping VSCND by BCT that becomes more resilient against demand fluctuation, sustainable, and agile.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】

【发表时间】2021

【收录时间】2022-07-16

【文献类型】 理论性文章

【DOI】 10.1155/2021/7347389

【Author】 McCarthy, Jonathan

【Source】CAPITAL MARKETS LAW JOURNAL

【影响因子】0.000

【主题类别】

区块链治理-法律治理-区块链监管制度

【Abstract】

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】

【发表时间】

【收录时间】2022-07-16

【文献类型】 理论性文章

【DOI】 10.1093/cmlj/kmac009

【Author】 Keramiyan, Matin Gokmenoglu, Korhan K.

【Source】STUDIES IN ECONOMICS AND FINANCE

【影响因子】0.000

【主题类别】

区块链治理-市场治理-数字货币

【Abstract】Purpose This paper aims to examine the predictive power of the volume of Economic Uncertainty Related Queries and the Macroeconomic Uncertainty Index on the Bitcoin returns. Design/methodology/approach Data consists of 118 monthly observations from September 2010 to June 2020. Due to the departure of series from Gaussian distribution and the existence of outliers, the authors use the quantile analysis framework to investigate the persistency of the shocks, the long-run relationships and Granger causality among the variables. Findings This research provides several important findings. First, the substantial differences between conventional and quantile test results stress the importance of the method selection. Second, throughout the conditional distribution of the series, stochastic properties of the variables, long-run and the causal relationships between the variables might be significantly different. Third, rich information provided by the quantile framework might help the investors design better investment strategies. Originality/value This study differs from the previous research in terms of variable selection and econometric methodology. Therefore, it presents a more comprehensive framework that suggests implications for empirical researchers and Bitcoin investors.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Bitcoin; Macroeconomic uncertainty; Internet search volumes; Economic uncertainty related queries; Quantile estimation; G12; G15; C01; C21; C58

【发表时间】

【收录时间】2022-07-16

【文献类型】 实证性文章

【DOI】 10.1108/SEF-12-2021-0536

【Author】 Dubey, Priti

【Source】REVIEW OF BEHAVIORAL FINANCE

【影响因子】0.000

【主题类别】

区块链治理-市场治理-数字货币

【Abstract】Purpose Bitcoin has emerged as a phenomenal asset earning abnormal profits. However, the factors with predictability power over its price are not widely studied. Therefore, this study aims to explore the factors that determine bitcoin prices. The analysis explores the determinants belonging to four categories - macro economic, financial, technical and fundamental factors. Design/methodology/approach The study employs random effects regression on the panel data of five countries. Then Granger causality test is applied on the time series of all the variables. Lastly, diagnostic tests are conducted to confirm the findings to be robust and reliable. Findings The findings suggest that oil price, bitcoin supply, trading volume and market capitalization significantly impact the price of bitcoin in the long run. In short run, bitcoin returns are only caused by oil price and market capitalization. Interestingly, bitcoin returns influence its attractiveness to investors, market capitalization, S&P 500 returns and trading volume, in the short run. Practical implications The technical analysis is found to be redundant in the short run. In the long run, technical as well as fundamental analysis are useful. The bitcoin is found to be a good diversification tool as it has no linkages with the stock markets and gold market. It is also an inflationary hedger owing its limited supply. Originality/value The studies on cryptocurrency market have not conducted the analysis across countries. This study captures the cross-sectional effects along with time effects. The study also includes 17 variables belonging to four categories.

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【Keywords】Bitcoin; Cryptocurrencies; Financial markets; Pricing theory; Panel analysis; G12; G15; G23; O16

【发表时间】

【收录时间】2022-07-16

【文献类型】 实证性文章

【DOI】 10.1108/RBF-02-2022-0040