تأثیر قیمت‌ حامل‌های انرژی، فلزات گرانبها، بازارهای سهام و متغیرهای کلان اقتصادی کشورهای گروه هفت (G7) بر بازار ارزهای دیجیتال

نوع مقاله : استخراج از رساله دکتری

نویسندگان

1 دانشجوی دکتری، گروه اقتصاد، دانشکده اقتصاد و حسابداری، دانشگاه رازی، کرمانشاه، ایران

2 دانشیار، گروه اقتصاد، دانشکده اقتصاد و حسابداری ، دانشگاه رازی، کرمانشاه، ایران

10.22034/jepr.2025.143167.1239

چکیده

امروزه، ارزهای دیجیتال در سیستم مالی جهانی ورود پیدا کرده‌اند و بخشی از سبد سرمایه‌گذاری، موسسات و افراد را در خود جای داده‌اند. از این رو، بررسی روابط و عوامل تأثیرگذار بر روی قیمت‌های این بازار نوظهور می‌تواند در تصمیم‌گیری سرمایه‌گذاران برای انتخاب سبدهای بهینه مؤثر باشد. در این پژوهش به بررسی تأثیر قیمت نفت و گاز به عنوان مهم‌ترین حامل‌های انرژی، طلا و نقره به عنوان برترین فلزات گرانبها، شاخص‎های سهام، تورم و نرخ بهره کشورهای G7به عنوان ثروتمندترین کشورهای جهان بر قیمت بیت‌کوین و اتریوم پرداخته ‌شده است. بدین منظور، در این مطالعه رویکرد ARDL Panel بکار گرفته شده است. داده‌های مورد استفاده شامل مشاهدات ماهیانه از آپریل سال 2020 تا دسامبر سال 2023 است. نتایج نشان دادند که قیمت نفت برنت، گاز طبیعی، طلا، نقره، نرخ تورم، نرخ بهره و شاخص سهام کشورهای صنعتی G7 بسته به نوع رابطه‌ای که با ارزهای دیجیتال دارند، تأثیر معناداری بر قیمت آ‌ن‌ها دارند.

کلیدواژه‌ها

موضوعات

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  • تاریخ دریافت: 29 بهمن 1403
  • تاریخ بازنگری: 23 فروردین 1404
  • تاریخ پذیرش: 23 فروردین 1404
  • تاریخ انتشار: 01 تیر 1404

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