Can climate risks affect cryptocurrency volatility? : Fresh evidence from a GARCH-MIDAS-X model
Yufei Xia, Yating Fu, Ziyi Zong and Qiong Zheng
| Year of publication: |
2025
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|---|---|
| Authors: | Xia, Yufei ; Fu, Yating ; Zong, Ziyi ; Zheng, Qiong |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 32.2025, 6, p. 803-807
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| Subject: | Climate risks | cryptocurrency | GARCH-MIDAS | GARCH-MIDAS-X | volatility | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Klimawandel | Climate change | Risiko | Risk | Welt | World | ARCH-Modell | ARCH model | Klimaschutz | Climate protection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2023.2289411 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015329821