Solving the chaos model-data paradox in the cryptocurrency market

Pietrych, Łukasz; Sandubete, Julio E.; Mangas, Lorenzo Escot

doi:10.1016/j.cnsns.2021.105901

Cited by 15 publications

(6 citation statements)

References 67 publications

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“…Meanwhile, a higher degree of cryptocurrency compatibility e-retailers' businesses also encourages its adoption. As argued by Pietrych et al [103], cryptocurrency is a market-driven phenomenon. Aside from the TAM-based attributes, the significant role of cryptocurrency's functional transparency in defining technostress among e-retailers highlighted that the technology's fundamental characteristics of digital currencies still trigger ambiguity (including price volatility) [48] and trust-related issues [99] among potential e-retailors.…”

Section: Discussionmentioning

confidence: 96%

Investigating e-Retailers’ Intentions to Adopt Cryptocurrency Considering the Mediation of Technostress and Technology Involvement

Ishfaq

Hussain

et al. 2022

Sustainability

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Cryptocurrencies have transgressed ever-changing economic trends in the global economy, owing to their conveyance, security, trust, and the ability to make transactions without the aid of formal institutions and governing bodies. However, the adoption of cryptocurrency remains low among stakeholders, including e-retailers. Thus, the current work explores the intentions of e-retailers in the Asia and Pacific region to adopt cryptocurrencies. This study considers the TAM-based SOR, with a combination of non-cognitive attributes (compatibility and convenience) proposed as stimuli for e-retailers to adopt the examined cryptocurrencies. The findings indicate that the proposed non-cognitive attributes are critical in determining e-retailers’ technostress (emotional state). Moreover, it was found that technostress among e-retailers profoundly impacts their intentions to adopt cryptocurrency in business settings. Meanwhile, regulatory support communication can be used to help regulatory bodies and governing institutions control the future economy worldwide. The proposed study offers significant theoretical and practical contributions through its investigation of e-retailers’ intentions to adopt cryptocurrency for the first time in the particular context of technostress and regulatory support.

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Section: Discussionmentioning

confidence: 96%

Investigating e-Retailers’ Intentions to Adopt Cryptocurrency Considering the Mediation of Technostress and Technology Involvement

Ishfaq

Hussain

et al. 2022

Sustainability

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“…Chaos widely exists in many areas, such as astronomy, quantum mechanics, economy and finance, weather, climate, network science, thermodynamics, chemistry, probabilistic mathematics, fluid mechanics and so on [1][2][3][4][5][6][7]. The study indicates that chaos has a very important application value in power system protection, flow dynamics, biomedicine, computer technique, information science, cryptology, communication engineering and so on [8].…”

Section: Introductionmentioning

confidence: 96%

Chaos Suppression of a Fractional-Order Modificatory Hybrid Optical Model via Two Different Control Techniques

Gao

et al. 2022

Fractal Fract

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In this current manuscript, we study a fractional-order modificatory hybrid optical model (FOMHO model). Experiments manifest that under appropriate parameter conditions, the fractional-order modificatory hybrid optical model will generate chaotic behavior. In order to eliminate the chaotic phenomenon of the (FOMHO model), we devise two different control techniques. First of all, a suitable delayed feedback controller is designed to control chaos in the (FOMHO model). A sufficient condition ensuring the stability and the occurrence of Hopf bifurcation of the fractional-order controlled modificatory hybrid optical model is set up. Next, a suitable delayed mixed controller which includes state feedback and parameter perturbation is designed to suppress chaos in the (FOMHO model). A sufficient criterion guaranteeing the stability and the onset of Hopf bifurcation of the fractional-order controlled modificatory hybrid optical model is derived. In the end, software simulations are implemented to verify the accuracy of the devised controllers. The acquired results of this manuscript are completely new and have extremely vital significance in suppressing chaos in physics. Furthermore, the exploration idea can also be utilized to control chaos in many other differential chaotic dynamical models.

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“…In addition, since risk can be faced by holding either long (downside risk) or short (upside risk), whether upside risk spillovers and downside risk spillovers may have different dynamic behaviours requires more detailed investigation, which is rare in the literature. Last and perhaps more importantly, despite a general interests in nonlinear financial dynamics of return, volatility and order flow series (see [ 24 , 37 , 40 , 47 , 56 , 58 ] amongst others), there is little investigation into inter-market dynamics, like the risk spillover series. In this study, we attempt to address these issues.…”

Section: Introductionmentioning

confidence: 99%

Assessing stock market contagion and complex dynamic risk spillovers during COVID-19 pandemic

Xiao²,

Zheng³

2023

Nonlinear Dyn

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A very important area where COVID-19 has seriously disrupted is the global financial markets, where stock markets have experienced great turmoil. To shed light on the nature of this turmoil and to characterize nonlinear dynamics in inter-market risk transmission, we formally test the existence of inter-stock market contagion, identify the main channel once the presence of contagion has been established, and assess the upside and downside risk spillovers dynamically focusing on complexity during pre-COVID-19 and post-COVID-19 periods. Applying multiple measures including time-varying conditional value-at-risk based on copula theory, and sample entropy methods, considering a sample covering seven countries (USA, UK, France, Germany, Japan, Brazil, China) during the period from 4 January 2019 to 30 December 2020, we show that contagion is widely present among analysed stock markets with only a few exceptions and that “portfolio rebalancing” as opposed to “wealth constraint” occurs more as the main channel of transmission. All market pairings exhibit significant bilateral upside and downside spillovers after the outbreak of COVID-19. A significant shift in complexity of risk spillover dynamics is evident for most recipient countries following the shock of COVID-19, among which all but China display a downward shift. The findings of this paper could help regulators, politicians, and portfolio risk managers amid the uncertainty created by the COVID-19 pandemic.

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Solving the chaos model-data paradox in the cryptocurrency market

Cited by 15 publications

References 67 publications

Investigating e-Retailers’ Intentions to Adopt Cryptocurrency Considering the Mediation of Technostress and Technology Involvement

Investigating e-Retailers’ Intentions to Adopt Cryptocurrency Considering the Mediation of Technostress and Technology Involvement

Chaos Suppression of a Fractional-Order Modificatory Hybrid Optical Model via Two Different Control Techniques

Assessing stock market contagion and complex dynamic risk spillovers during COVID-19 pandemic

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