Climate value at risk and expected shortfall for Bitcoin market
The economic risk of the carbon footprint of the Bitcoin network remains unexplored. We develop the real-time artificial price for the carbon footprint of the Bitcoin network and thereby extend the climate value at risk (VaR) into the climate expected shortfall (ES) by employing both parametric and...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2021-01-01
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| Series: | Climate Risk Management |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2212096321000395 |