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題名:疫情下的社群媒體與比特幣交易量及價格波動之分析
書刊名:臺灣銀行季刊
作者:曾穎倫陳志成 引用關係
出版日期:2022
卷期:73:4
頁次:頁153-187
主題關鍵詞:比特幣社群媒體分析COVID-19肺炎VAR模型時間序列
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:38
  • 點閱點閱:2
期刊論文
1.林宜瑩、黃森達、黃耀德(20210300)。影響比特幣價格的因素之研究。當代商管研究,13(1),1-15。new window  延伸查詢new window
2.洪宜琳、許志義、姜琇森(20190900)。以機器學習預測短期比特幣價格之研究。臺灣銀行季刊,70(3),114-139。new window  延伸查詢new window
3.Ali, S.、Murshed, S. M.、Papyrakis, E.(2023)。Oil, export diversification and economic growth in Sudan: evidence from a VAR model。Mineral Economics,36,77-96。  new window
4.Anser, M. K.、Zaigham, G. H. K.、Imran Rasheed, M.、Pitafi, A. H.、Iqbal, J.、Luqman, A.(2020)。Social media usage and individuals' intentions toward adopting Bitcoin: The role of the theory of planned behavior and perceived risk。International journal of communication systems,33(17)。  new window
5.Aysan, A. F.、Khan, A. U. I.、Topuz, H.(2021)。Bitcoin and altcoins price dependency: Resilience and portfolio allocation in COVID-19 outbreak。Risks,9(4)。  new window
6.Béjaoui, A.、Mgadmi, N.、Moussa, W.、Sadraoui, T.(2021)。A short-and long-term analysis of the nexus between Bitcoin, social media and Covid-19 outbreak。Heliyon,7(7)。  new window
7.Zhang, H.、Hong, H.、Guo, Y.、Yang, C.(2022)。Information spillover effects from media coverage to the crude oil, gold, and Bitcoin markets during the COVID-19 pandemic: Evidence from the time and frequency domains。International Review of Economics & Finance,78,267-285。  new window
8.Spinthiropoulos, K.、Garefalakis, A.、Charamis, D.、Gerakis, G.、Konstantinidis, A.(2018)。An analysis of key sectors of economic growth in Greece: A VAR testing approach。Journal of governance & regulation,7(4),7-12。  new window
9.Urquhart, A.(2018)。What causes the attention of Bitcoin?。Economics Letters,166,40-44。  new window
10.Voko, Z.、Pitter, J. G.(2020)。The effect of social distance measures on COVID-19 epidemics in Europe: an interrupted time series analysis。GeroScience,42(4),1075-1082。  new window
11.Wong, A.、Ho, S.、Olusanya, O.、Antonini, M. V.、Lyness, D.(2021)。The use of social media and online communications in times of pandemic COVID-19。Journal of the Intensive Care Society,22(3),255-260。  new window
12.Benis, A.、Seidmann, A.、Ashkenazi, S.(2021)。Reasons for Taking the COVID-19 Vaccine by US Social Media Users。Vaccines,9(4)。  new window
13.Blau, B. M.、Griffith, T. G.、Whitby, R. J.(2021)。Inflation and Bitcoin: A descriptive time-series analysis。Economics Letters,203。  new window
14.Burnie, A.、Yilmaz, E.(2019)。Social media and bitcoin metrics: which words matter。Royal Society open science,6(10)。  new window
15.Corbet, S.、Hou, Y. G.、Hu, Y.、Larkin, C.、Oxley, L.(2020)。Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic。Economics Letters,194。  new window
16.French, J. J.(2021)。#Bitcoin, #COVID-19: Twitter-Based Uncertainty and Bitcoin Before and during the Pandemic。International Journal of Financial Studies,9(2)。  new window
17.Guégan, D.、Renault, T.(2021)。Does investor sentiment on social media provide robust information for Bitcoin returns predictability?。Finance Research Letters,38。  new window
18.Hou, J.、Liu, J.、Jie, Y.(2021)。Examining the Psychological State Analysis Relationship Between Bitcoin Prices and COVID-19。Frontiers in Psychology,12。  new window
19.Ibrahim, A.、Kashef, R.、Corrigan, L.(2021)。Predicting market movement direction for bitcoin: A comparison of time series modeling methods。Computers & Electrical Engineering,89。  new window
20.Kaya, T.(2020)。The changes in the effects of social media use of Cypriots due to COVID-19 pandemic。Technology in society,63。  new window
21.Kim, M.(2021)。A psychological approach to Bitcoin usage behavior in the era of COVID-19: Focusing on the role of attitudes toward money。Journal of Retailing and Consumer Services,62。  new window
22.Li, H.、Xu, X. L.、Dai, D. W.、Huang, Z. Y.、Ma, Z.、Guan, Y. J.(2020)。Air pollution and temperature are associated with increased COVID-19 incidence: A time series study。International Journal of Infectious Diseases,97,278-282。  new window
23.Liu, H.、Liu, Y.、Wang, Y.(2021)。Exploring the influence of economic policy uncertainty on the relationship between tourism and economic growth with an MF-VAR model。Tourism Economics,27(5),1081-1100。  new window
24.Mahmood, Q. K.、Jafree, S. R.、Mukhtar, S.、Fischer, F.(2021)。Social media use, self-efficacy, perceived threat, and preventive behavior in times of COVID-19: results of a cross-sectional study in Pakistan。Frontiers in Psychology,12。  new window
25.Maleki, M.、Mahmoudi, M. R.、Wraith, D.、Pho, K.(2020)。Time series modelling to forecast the confirmed and recovered cases of COVID-19。Travel medicine and infectious disease,37。  new window
26.Mason, A. N.、Narcum, J.、Mason, K.(2021)。Social media marketing gains importance after Covid-19。Cogent Business & Management,8(1),(1870797)1-(1870797)17。  new window
27.Park, B. J.(2022)。The COVID-19 pandemic, volatility, and trading behavior in the bitcoin futures market。Res Int Bus Finance,59。  new window
28.Shen, D.、Urquhart, A.、Wang, P.(2019)。Does twitter predict Bitcoin?。Economics Letters,174,118-122。  new window
會議論文
1.Tiwari, R. G.、Agarwal, A. K.、Kaushal, R. K.、Kumar, N.(2021)。Prophetic analysis of bitcoin price using machine learning approaches。2021 6th International Conference on Signal Processing, Computing and Control (ISPCC)。  new window
2.Roy, S.、Nanjiba, S.、Chakrabarty, A.(2018)。Bitcoin price forecasting using time series analysis。2018 21st International Conference of Computer and Information Technology (ICCIT)。  new window
研究報告
1.Schorfheide, F.、Song, D.(2021)。Real-time forecasting with a (standard) mixed-frequency VAR during a pandemic。  new window
圖書
1.陳旭昇(20130000)。時間序列分析:總體經濟與財務金融之應用。臺北:臺灣東華。new window  延伸查詢new window
其他
1.(20220810)。COVID-19大事記:從全球到台灣,疫情如何發展?,https://www.twreporter.org/a/2019-ncov-epidemic。  延伸查詢new window
2.(2022)。2021加密貨幣市場回顧和2022預測,https://www.binance.com/zh-TC/blog/futures/幣安合約2021-加密貨幣市場回顧和-2022-預測-421499824684903360。  延伸查詢new window
3.德勤商務法律事務所(2014)。虛擬貨幣比特幣的歷史與未來發展,https://www2.deloitte.com/tw/tc/pages/legal/articles/newsletter-06-6.html。  延伸查詢new window
4.Gopinath, G.(20200414)。The great lockdown: Worst economic downturn since the great depression,https://www.imf.org/en/Blogs/Articles/2020/04/14/blog-weo-the-great-lockdown-worst-economic-downturn-since-the-great-depression。  new window
 
 
 
 
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