Can climate risks affect cryptocurrency volatility? Fresh evidence from a GARCH-MIDAS-X model-Reference-Cited by-同舟云学术

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Can climate risks affect cryptocurrency volatility? Fresh evidence from a GARCH-MIDAS-X model

Published:2023-12 Issue: Volume: Page:1-5
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Xia Yufei¹,Fu Yating²,Zong Ziyi³,Zheng Qiong¹

Affiliation:

1. Business School, Jiangsu Normal University, Xuzhou, Jiangsu, PR China

2. School of Economics and Management, China University of Mining and Technology, Xuzhou, Jiangsu, PR China

3. Sino-Russia Institute, Jiangsu Normal University, Xuzhou, Jiangsu, PR China

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/13504851.2023.2289411

Reference13 articles.

1. Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model

2. Bitcoin investments and climate change: A financial and carbon intensity perspective

3. Stock Market Volatility and Macroeconomic Fundamentals

4. The Model Confidence Set

5. Investors’ Delight? Climate Risk in Stock Valuation during COVID-19 and Beyond

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Frequency connectedness among cryptocurrency environmental attention, green and black cryptocurrencies;Applied Economics Letters;2024-04

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