Connectedness of Dynamic Volatility Over Green Cryptos, the ESG Indices, and Gold: TVP-VAR Approach

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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Bibliographic Details
Main Author: Nevi Danila
Format: Article
Language:English
Published: SAGE Publishing 2025-07-01
Series:SAGE Open
Online Access:https://doi.org/10.1177/21582440251343375
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