<p>Understanding the interplay between emerging digital assets and sustainable investment strategies has become a priority in a financial landscape increasingly shaped by climate imperatives, heightened market volatility, and rapid technological disruption. This study examines the dynamic interconnectedness between Bitcoin (BTC), clean energy indices, financial stability metrics, and environmental awareness indicators to understand the behavior of these markets in the context of the global transition to a green economy. The analysis employs a hybrid empirical framework that combines the R² decomposed connectedness approach with twenty advanced machine learning models to capture nonlinear risk spillovers and evolving systemic risks. The findings reveal that Bitcoin is a dominant risk transmitter, particularly after 2021, when increased institutional adoption, regulatory scrutiny, and environmental concerns amplified its influence on financial and green investment markets. In contrast, clean energy indices, including solar, wind, and geothermal sectors, exhibit more stable risk profiles, positioning them as potential safe-haven assets during periods of heightened market stress. The study also highlights the growing impact of environmental attention on cryptocurrency market dynamics, signaling the importance of integrating sustainability considerations into digital asset risk management. These insights provide practical implications for portfolio diversification, regulatory oversight, and sustainable finance strategies. By clarifying the systemic role of Bitcoin and the resilience of clean energy investments, the research supports the development of balanced policies that promote financial innovation while safeguarding environmental and economic stability.</p>