LEADER 02631cam a2200313 n 450 001 TD20020080 005 20201021005044.0 049 $aTDMAGDIG 100 $a20190501d2018 --k--ita-50----ba 101 1 $aen 200 1 $aTalking about uncertainty$bTesi di dottorato 210 1$cUniversitą Ca' Foscari Venezia$d2018-05-31 300 $adiritti: © Carlo Romano Marcello Alessandro Santagiustina, 2018$adiritti: openAccess 328 0$btesi di dottorato$cSECS-P/06 ECONOMIA APPLICATA$eUniversitą Ca' Foscari Venezia 330 $aThis 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; 336 $aXVI, 271 p. 517 1 $cParlando dell'incertezza 689 0 $aSECS-P/06$bECONOMIA APPLICATA$cTDR 689 0 $aSECS-P/02$bPOLITICA ECONOMICA$cTDR 689 0 $aSECS-S/06$bMETODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE$cTDR 700 0$aSantagiustina, Carlo Romano Marcello Alessandro <1988> 702 0$aWarglien, Massimo 801 3$aIT$bIT-FI0098 856 4 $uhttp://memoria.depositolegale.it/*/http://hdl.handle.net/10579/13445$2http://hdl.handle.net/10579/13445 856 4 $uhttp://memoria.depositolegale.it/*/http://dspace.unive.it/bitstream/10579/13445/2/811360-1197549.pdf$2http://dspace.unive.it/bitstream/10579/13445/2/811360-1197549.pdf 977 $a CR 997 $aCF FMT $aTD FOR $aTD