Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations and nonlinear Granger causality
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DOI: 10.1016/j.physa.2024.130085
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More about this item
Keywords
(Green) cryptocurrencies; Sustainable investments (ESG investments); Multifractal multiscale analysis (MMA); Multifractal detrended cross-correlation analysis (MF-DCCA); Nonlinear Granger causality test;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- Q5 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics
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