This study analyses the prediction power of uncertainty measures, especially the cryptocurrency uncertainty indices on the long-term volatility of the gold markets. By utilising a mixed data sampling model, GARCH-MIDAS, we show that various uncertainty measures may capture different types of...

The inherent financial interconnections between crude oil prices, carbon emission allowances, and agriculture commodity futures warrant a thorough investigation as fossil energy consumption, carbon emissions, and agriculture plants are three critical components of global environmental...

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...

A concern often expressed in relation to cryptocurrencies is their environmental impact associated with increasing electricity consumption which is currently unregulated. To assist researchers and policy makers, we developed a new Index of Cryptocurrency Environmental Attention (ICEA) based on...