Connectedness of Dynamic Volatility Over Green Cryptos, the ESG Indices, and Gold: TVP-VAR Approach
This study investigates the dynamic volatility transmission among green cryptocurrencies, ESG indices, and gold from 2018 to 2023, offering insights valuable to portfolio managers for risk management. We selected four green cryptocurrencies, three ESG indices, and gold as examples. We utilize the ti...
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2025-07-01
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| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/21582440251343375 |
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