Studi Visualisasi Dan Bibliometrik Pada Volatilitas Pasar Kripto
Keywords:
Cryptocurrency, Bibliometric analysis, VolatilityAbstract
Cryptocurrency market volatility has been an interesting topic of research in recent years. Previous studies have shown that crypto market volatility affects investment risk levels and crypto asset price movements. In this study, the author used visualization and bibliometric analysis to further understand cryptocurrency market volatility. The bibliometric analysis results showed that research on crypto market volatility continues to grow and is widely conducted by researchers from the range of 2017 to 2023. The most common research themes related to financial markets, cases, volatility spillovers, and cryptocurrency volatility.
From the research results, it can be concluded that cryptocurrency market volatility is a topic of interest to many researchers. Factors that influence crypto market volatility, such as political events, regulations, and blockchain technology adoption, are the main focus of research in this field.
References
Asafo-Adjei, E., Adam, A. M., & Darkwa, P. (2021). Can crude oil price returns drive stock returns of oil producing countries in Africa? Evidence from bivariate and multiple wavelet. Macroeconomics and Finance in Emerging Market Economies, 1–19. https://doi.org/10.1080/17520843.2021.1953864
Baur, D. G., & Dimpfl, T. (2018). Asymmetric volatility in cryptocurrencies. Economics Letters, 173, 148-151.
Bouri, E., Das, M., Gupta, R., & Roubaud, D. (2018). Spillovers between Bitcoin and other assets during bear and bull markets. Applied Economics, 50(55), 5935-5949.
Caporale GM, Plastun A (2017) The day of the week effect in the cryptocurrency market, Discussion Papers of DIW Berlin: 1694.
Caporale, G. M., Gil-Alana, L., & Plastun, A. (2018). Persistence in the cryptocurrency market. Research in International Business and Finance, 46, 141-148.
Casado, et, al, 2018. How blockchain improves the supply chain: Case study alimentary supply chain. In: Procedia Computer Science.
Cheah, E. T., & Fry, J. (2015). Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin. Economics letters, 130, 32-36.
Ciaian, P., & Rajcaniova, M. (2018). Virtual relationships: Short-and long-run evidence from BitCoin and altcoin markets. Journal of International Financial Markets, Institutions and Money, 52, 173-195.
Corbet S, Meegan A, Larkin C, Lucey B, Yarovaya L (2018) Exploring the dynamic relationships between cryptocurrencies and other financial assets. Econ Lett 165:28–34
Dave, D., et al. 2019. A survey on blockchain technology & its proposed solutions. In: Procedia Computer Science European Banking Authority, EBA Opinion on virtual currencies, 2014, https://eba.europa.eu/documents/10180/657547/EBA-Op-2014-08+Opinion+on+Virtual+Currencies.pdf.
Fry, J., & Cheah, E. T. (2016). Negative bubbles and shocks in cryptocurrency markets. International Review of Financial Analysis, 47, 343–352. https://doi.org/10.1016/j.irfa.2016.02.008
Gandal, N., Hamrick, J. T., Moore, T., & Oberman, T. (2018). Price manipulation in the Bitcoin ecosystem. Journal of Monetary Economics, 95, 86-96.
Katsiampa, P. (2017). Volatility estimation for Bitcoin: A comparison of GARCH models. Economics letters, 158, 3-6.
Kristoufek, L. (2013). BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era. Scientific reports, 3(1), 3415
Lansky J, Possible state approaches to cryptocurrencies, Journal of Systems Integration, 2018, 9(1): 19–31.
Nakamoto, S., 2008. Bitcoin: A Peer-to-Peer Electronic Cash SyNakamoto, S. (2008). Bitcoin: A Peer-to-Peer Electronic Cash System. Consulted, 1-9.
Owusu Junior, P., Adam, A. M., Tweneboah, G., & McMillan, D. (2020). Connectedness of cryptocurrencies and gold returns: Evidence from frequency-dependent quantile regressions. Cogent Economics & Finance, 8(1), 1804037. https://doi.org/10.1080/23322039.2020.1804037
Perayunda, I. G. A. D., & Mahyuni, L. P. (2022). Faktor-faktor yang mempengaruhi keputusan investasi cryptocurrency pada kaum milenial. EKUITAS (Jurnal Ekonomi dan Keuangan), 6(3), 351-372.
Salman, T., Zolanvari, M., Erbad, A., Jain, R. & Samaka, M., 2019. Security services using blockchains: A state of the art survey. IEEE Communications Surveys & Tutorials. https://doi.org/10.1109/COMST.2018.2863956
Saputra, E. (2018, September). Dampak Cryptocurrency Terhadap Perekonomian Indonesia. In Seminar Nasional Royal (SENAR) (Vol. 1, No. 1, pp. 491-496).
Weber, B. (2016). Bitcoin and the legitimacy crisis of money. Cambridge Journal of Economics, 40(1), 17-41.
Yadav, V.S., Singh, A.R., Raut, R.D. & Govindarajan, U.H., 2019. Blockchain technology adoption barriers in the Indian agricultural supply chain: an integrated approach. Resources, Conservation & Recycling, 161, p.104877.
Zheng, Z., Xie, S., Dai, H., Chen, X. & Wang, H., 2017. An Overview of Blockchain Technology: Architecture, Consensus, & Future Trends. In: Proceedings - 2017 IEEE 6th International Congress on Big Data, BigData Congress 2017.
