Talking about uncertainty

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dc.contributor.advisor Warglien, Massimo it_IT Santagiustina, Carlo Romano Marcello Alessandro <1988> it_IT 2018-05-31 it_IT 2018-12-03T07:13:15Z 2018-09-14 it_IT
dc.description.abstract This empirical research seeks to demonstrate that we can decentralize, crowd source and aggregate signals of uncertainty coming from market agents and organizations, by using the Internet -and more specifically Twitter- as an information archive from which we extract the wisdom of the crowds concerning the state of uncertainty of a specific target system, like a country or a particular uncertainty source, in a given moment in time. We extract and aggregate these signals, constructing a set of specialized uncertainty indexes, by topic and/or by geographic-area. We model the dependence among these uncertainty indexes and other pre-existing uncertainty proxies and highlight differences in their reactiveness to real-world events that occurred in the year 2016, like the EU-referendum vote and the US presidential elections. Finally, we analyze and model the dynamics across time and space of uncertainty signals by geographic-area, to discriminate between, area specific feedback mechanisms, contagion among geographic-areas and international (multi-area) uncertainty shocks. Our results show that crowd-sourced uncertainty signals coming from Twitter may be fruitfully used to improve our understanding of uncertainty contagion and amplification mechanisms across geographic-areas and among market and non-market systems; it_IT
dc.language.iso en it_IT
dc.publisher Università Ca' Foscari Venezia it_IT
dc.rights © Carlo Romano Marcello Alessandro Santagiustina, 2018 it_IT
dc.title Talking about uncertainty it_IT
dc.title.alternative Parlando dell'incertezza it_IT
dc.type Doctoral Thesis it_IT Economia it_IT Dottorato di ricerca it_IT Dipartimento di Economia it_IT
dc.description.academicyear Dottorati-SESSIONE 30° CICLO + 6 MESI E ASSIMILATI it_IT
dc.description.cycle 30 it_IT Pasini, Giacomo <1976> it_IT
dc.location.shelfmark D001866 it_IT
dc.location Venezia, Archivio Università Ca' Foscari, Tesi Dottorato it_IT
dc.rights.accessrights openAccess it_IT
dc.thesis.matricno 811360 it_IT
dc.format.pagenumber XVI, 271 p. it_IT
dc.subject.miur SECS-P/06 ECONOMIA APPLICATA it_IT
dc.subject.miur SECS-P/02 POLITICA ECONOMICA it_IT
dc.description.note it_IT it_IT Bernasconi, Michele it_IT
dc.provenance.upload Carlo Romano Marcello Alessandro Santagiustina (, 2018-05-31 it_IT
dc.provenance.plagiarycheck Massimo Warglien (, 2018-07-03 it_IT

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