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Climate value at risk and expected shortfall for Bitcoin market

Yang, L; Xu, HF

Xu, HF (corresponding author), Xiamen Univ, Dept Stat, Sch Econ, Xiamen 361005, Peoples R China.; Xu, HF (corresponding author), Xiamen Univ, Wang Yanan Inst Studies Econ WISE, Xiamen 361005, Peoples R China.

CLIMATE RISK MANAGEMENT, 2021; 32 ():

Abstract

The economic risk of the carbon footprint of the Bitcoin network remains unexplored. We develop the real-time artificial price for the carbon footprin......

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