IDEAS home Printed from https://ideas.repec.org/a/prg/jnlaip/v2021y2021i3id169p349-369.html
   My bibliography  Save this article

Towards Re-Decentralized Future of the Web: Privacy, Security and Technology Development

Author

Listed:
  • Stanislav Vojíř
  • Jan Kučera

Abstract

The World Wide Web (the Web) has become part of people's daily lives. Although the Web, like the Internet itself, was designed as a decentralized network, hand in hand with the increase in its interactivity Web users gradually concentrated on a limited number of platforms. As a result, providers of these large international platforms have become centres of power that can easily influence users' behaviour and what information they can access. This paper is based on an integrative literature review and its aim is to describe the development of the Web from its beginnings to the present. This development is viewed from the perspective of centralization of the Web and the reactions that this centralization has provoked, especially the current trends towards the so-called re-decentralized Web. More specifically, the paper focuses on the privacy imperative that might act as a driving force for the re-decentralized Web, and on the technological innovations enabling development of truly decentralized platforms and applications. This paper contributes to the discussion of implications that a wider adoption of the re-decentralized Web could bring in the near future.

Suggested Citation

  • Stanislav Vojíř & Jan Kučera, 2021. "Towards Re-Decentralized Future of the Web: Privacy, Security and Technology Development," Acta Informatica Pragensia, Prague University of Economics and Business, vol. 2021(3), pages 349-369.
  • Handle: RePEc:prg:jnlaip:v:2021:y:2021:i:3:id:169:p:349-369
    DOI: 10.18267/j.aip.169
    as

    Download full text from publisher

    File URL: http://aip.vse.cz/doi/10.18267/j.aip.169.html
    Download Restriction: free of charge

    File URL: http://aip.vse.cz/doi/10.18267/j.aip.169.pdf
    Download Restriction: free of charge

    File URL: https://libkey.io/10.18267/j.aip.169?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Justin Tan & Anna Tan, 2012. "Business Under Threat, Technology Under Attack, Ethics Under Fire: The Experience of Google in China," Journal of Business Ethics, Springer, vol. 110(4), pages 469-479, November.
    2. Lahmiri, Salim & Bekiros, Stelios, 2020. "The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets," Chaos, Solitons & Fractals, Elsevier, vol. 138(C).
    3. Rajagopal, 2015. "Chaos in Markets," Palgrave Macmillan Books, in: The Butterfly Effect in Competitive Markets, chapter 1, pages 3-29, Palgrave Macmillan.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Nuruddeen Usman & Kodili Nwanneka & Nduka, 2023. "Announcement Effect of COVID-19 on Cryptocurrencies," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 3(3), pages 1-4.
    2. Jiang, Yonghong & Wu, Lanxin & Tian, Gengyu & Nie, He, 2021. "Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    3. Serena Sordi & Marwil J. Dávila-Fernández, 2020. "Investment behaviour and “bull & bear” dynamics: modelling real and stock market interactions," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 867-897, October.
    4. F. Cavalli & A. Naimzada & N. Pecora, 2022. "A stylized macro-model with interacting real, monetary and stock markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 225-257, January.
    5. Zhang, Pengcheng & Xu, Kunpeng & Qi, Jiayin, 2023. "The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 222-246.
    6. Pisani, Niccolò & Kourula, Arno & Kolk, Ans & Meijer, Renske, 2017. "How global is international CSR research? Insights and recommendations from a systematic review," Journal of World Business, Elsevier, vol. 52(5), pages 591-614.
    7. Assaf, Ata & Mokni, Khaled & Youssef, Manel, 2023. "COVID-19 and information flow between cryptocurrencies, and conventional financial assets," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 73-81.
    8. Bao, B.C. & Wu, P.Y. & Bao, H. & Xu, Q. & Chen, M., 2018. "Numerical and experimental confirmations of quasi-periodic behavior and chaotic bursting in third-order autonomous memristive oscillator," Chaos, Solitons & Fractals, Elsevier, vol. 106(C), pages 161-170.
    9. Espinosa-Paredes, G. & Rodriguez, E. & Alvarez-Ramirez, J., 2022. "A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
    10. Vidal-Tomás, David, 2021. "Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis," Finance Research Letters, Elsevier, vol. 43(C).
    11. Dmitry V. Boguslavsky & Natalia P. Sharova & Konstantin S. Sharov, 2021. "Cryptocurrency as Epidemiologically Safe Means of Transactions: Diminishing Risk of SARS-CoV-2 Spread," Mathematics, MDPI, vol. 9(24), pages 1-19, December.
    12. Kamal, Javed Bin & Hassan, M. Kabir, 2022. "Asymmetric connectedness between cryptocurrency environment attention index and green assets," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
    13. Aal, P.K. & Sousa, K.R. de A. & Salles, L.S.A. de Campos & Koehler, M., 2021. "Liquidity externality in a market of buying adjustable agents," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
    14. Văn, Lê & Bảo, Nguyễn Khắc Quốc, 2022. "The relationship between global stock and precious metals under Covid-19 and happiness perspectives," Resources Policy, Elsevier, vol. 77(C).
    15. An Pham Ngoc Nguyen & Thomas Conlon & Martin Crane & Marija Bezbradica, 2024. "Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs," Papers 2407.08069, arXiv.org.
    16. Melki, Abir & Nefzi, Nourhaine, 2022. "Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach," Finance Research Letters, Elsevier, vol. 46(PA).
    17. Alves, P.R.L., 2022. "Quantifying chaos in stock markets before and during COVID-19 pandemic from the phase space reconstruction," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 202(C), pages 480-499.
    18. Nick James & Max Menzies, 2021. "Efficiency of communities and financial markets during the 2020 pandemic," Papers 2104.02318, arXiv.org, revised Jul 2021.
    19. Barbu Teodora Cristina & Boitan Iustina Alina & Cepoi Cosmin-Octavian, 2022. "Are cryptocurrencies safe havens during the COVID-19 pandemic? A threshold regression perspective with pandemic-related benchmarks," Economics and Business Review, Sciendo, vol. 8(2), pages 29-49, July.
    20. Ngo Thai Hung, 2022. "The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis," Economics Bulletin, AccessEcon, vol. 42(1), pages 109-123.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:prg:jnlaip:v:2021:y:2021:i:3:id:169:p:349-369. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Stanislav Vojir (email available below). General contact details of provider: https://edirc.repec.org/data/uevsecz.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.