The aim of this study is to investigate the volatility spillover connectedness between NFTs attention and financial markets. This paper firstly proposes a new direct proxy for the public's attention in the NFT market: the non-fungible tokens attention index (NFTsAI), based on 590m news stories...

We propose an aggregate climate change concern index based on several indices from individual sources. In this paper, we define concern as attention to the risk of climate change and the negative consequences associated with that risk. Our results indicate that the aggregate climate change...