Table 4 Non-linear Granger causality...

Table 4

Non-linear Granger causality

Variables	CPU	Bit	ETH	XRP	Dogecoin	Tether
CPU		0.659	0.204	0.476	0.09	0.086
Bit	0.068		0.249	0.726	0.664	0.246
ETH	0.012	0.708		0.2208	0.545	0.423
XRP	0.015	0.424	0.398		0.638	0.199
Dogecoin	0.019	0.425	0.482	0.299		0.17
Tether	0.293	0.92	0.086	0.45	0.502

Variables	CPU	Bit	ETH	XRP	Dogecoin	Tether
CPU		0.659	0.204	0.476	0.09	0.086
Bit	0.068		0.249	0.726	0.664	0.246
ETH	0.012	0.708		0.2208	0.545	0.423
XRP	0.015	0.424	0.398		0.638	0.199
Dogecoin	0.019	0.425	0.482	0.299		0.17
Tether	0.293	0.92	0.086	0.45	0.502

Note(s): CPU = Climate policy uncertainty Index, Bit = Bitcoin, ETH = Ethereum, XRP = Ripple

Source(s): Authors’ own work

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