Frequency connectedness among cryptocurrency environmental attention, green and black cryptocurrencies

Shi-Feng Shao

Applied Economics Letters, 2025, vol. 32, issue 18, 2703-2708

Abstract: The development of the cryptocurrency market has been accompanied by public concern about the environmental problems caused by such assets. Based on the novel TVP-VAR frequency-domain connectedness framework, this article explores the connectivity among green/black cryptocurrencies and cryptocurrency environmental attention (ICEA) over different terms. The results show different spillover transmissions between the long-term and short-term. The short-term connectedness is stronger compared with the long-term. Additionally, the pairwise spillovers within the system are different in different durations of time. ICEA is the net recipient of internal spillover. Besides, there is a long-term net spillover from black cryptocurrencies to green cryptos. This study has potential reference value for various market participants and academia.

Date: 2025
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DOI: 10.1080/13504851.2024.2337335

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