Forecasting of cryptocurrencies: Mapping trends, influential sources, and research themes

IF 3.4 3区经济学 Q1 ECONOMICS Journal of Forecasting Pub Date : 2024-03-05 DOI:10.1002/for.3114

Tomas Pečiulis, Nisar Ahmad, Angeliki N. Menegaki, Aqsa Bibi

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Abstract

This systematic literature review examines cryptocurrency forecasting trends, influential sources, and research themes. Following PRISMA guidelines, 168 articles from Q1 or A-tier journals in the Scopus database were analyzed using bibliometric techniques. The findings reveal a significant increase in cryptocurrency forecasting research output since 2017, particularly in 2021. “Finance Research Letters” emerges as the most productive journal, whereas “Economics Letters” receives the highest number of citations. Elie Bouri is identified as the most prolific author, and China is the top contributor country. Key research themes include bitcoin, cryptocurrency, volatility, forecasting, machine learning, investments, and blockchain. Future research directions involve utilizing internet search-based measures, time-varying mixture models, economic policy uncertainty, expert predictions, machine learning algorithms, and analyzing cryptocurrency risk. This review contributes unique insights into the field's growth, influential sources, and collaborative structures and offers a foundation for advancing methodology and enhancing cryptocurrency forecasting models.

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预测加密货币：绘制趋势、有影响力的来源和研究主题图

本系统性文献综述研究了加密货币预测趋势、有影响力的来源和研究主题。按照 PRISMA 准则，采用文献计量学技术分析了 Scopus 数据库中来自 Q1 或 A 级期刊的 168 篇文章。研究结果显示，自 2017 年以来，加密货币预测研究成果大幅增加，尤其是在 2021 年。"金融研究通讯》成为最有成果的期刊，而《经济学通讯》则获得了最高的引用次数。Elie Bouri 被认为是最多产的作者，而中国则是贡献最多的国家。主要研究主题包括比特币、加密货币、波动性、预测、机器学习、投资和区块链。未来的研究方向包括利用基于互联网搜索的措施、时变混合物模型、经济政策不确定性、专家预测、机器学习算法以及分析加密货币风险。这篇综述对该领域的发展、有影响力的来源和合作结构提出了独特见解，并为推进方法论和增强加密货币预测模型奠定了基础。

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来源期刊

Journal of Forecasting Multiple-

CiteScore

5.40

自引率

5.90%

发文量

期刊介绍： The Journal of Forecasting is an international journal that publishes refereed papers on forecasting. It is multidisciplinary, welcoming papers dealing with any aspect of forecasting: theoretical, practical, computational and methodological. A broad interpretation of the topic is taken with approaches from various subject areas, such as statistics, economics, psychology, systems engineering and social sciences, all encouraged. Furthermore, the Journal welcomes a wide diversity of applications in such fields as business, government, technology and the environment. Of particular interest are papers dealing with modelling issues and the relationship of forecasting systems to decision-making processes.