Template-Type: ReDIF-Article 1.0 
Author-Name: Inzamam Ul Haq
Author-Email:  inzamam.uh894@gmail.com
Author-Workplace-Name:  Knowledge Unit of Business Economics Accountancy and Commerce, University of Management and Technology,  Pakistan
Title: Cryptocurrency Environmental Attention, Green Financial Assets, and Information Transmission - Evidence From the COVID-19 Pandemic
Abstract:  This paper explores the connectedness between the cryptocurrency environmental attention index and four major green financial assets using time-varying parameter vector autoregression model from January 2014 to December 2021. Findings reveal that connectedness follows a heterogeneous trajectory over time. Results show evidence of higher volatility transmission during the COVID-19 period relative to the entire sample period. The high volatility transmission is a source of concern to policymakers, green stakeholders, and investors, due to limited diversification options.
Classification-JEL:  C22 ,D81 ,G15
Keywords:  Cryptocurrency Environmental Attention Index, Sustainability Australia Index,TVP-VAR
Journal:  Energy RESEARCH LETTERS
Pages: 1-7
Volume: 4
Issue: 4
Year:  2024
DOI:  2024/07/09
File-URL:  https://erl.scholasticahq.com/api/v1/articles/36577-cryptocurrency-environmental-attention-green-financial-assets-and-information-transmission-evidence-from-the-covid-19-pandemic.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnerl:91