Lucey, Brian M.; Vigne, Samuel; Wang, Yizhi; Yarovaya, … - 2021
Cryptocurrency Environmental Attention (ICEA) based on news coverage, that captures the extent to which environmental sustainability … concerns are discussed in conjunction with these new assets. We show that the ICEA index, similar to the cryptocurrency price … and policy uncertainty index, reacts to major events in the cryptocurrency space. We believe that ICEA can be used for …