dataset_crypto_energy_final_level.xlsx

This study employs monthly data from January 2000 to October 2022. The estimation sample is dictated by the availability of energy-related uncertainty variables. The core variable of the model is a cryptocurrency environmental attention index (ICEA). This index is calculated by Wang et al. (2022).The index of global geopolitical risks (GPR), developed by Caldara and Iacoviello (2022), is another important variable in the model. Furthermore, the financial stress index (FSI), developed by Office of Financial Research, is utilized. Finally, the energy-related uncertainty index (EU), developed by Dang et al. (2023)<br>

本研究采用2000年1月至2022年10月的月度数据。本研究的估计样本选取受制于能源相关不确定性变量的可获得性。模型的核心变量为加密货币环境关注度指数（cryptocurrency environmental attention index，ICEA），该指数由Wang等人（2022）编制。由Caldara与Iacoviello（2022）提出的全球地缘政治风险指数（global geopolitical risks，GPR），是本模型中的另一重要变量。此外，本研究还采用了由美国金融研究办公室（Office of Financial Research）编制的金融压力指数（financial stress index，FSI）。最后，本研究纳入了Dang等人（2023）提出的能源相关不确定性指数（energy-related uncertainty index，EU）。