Descriptive statistics
| Mean | Max | Min | Std. dev | Skewness | Kurtosis | Start date | End date | No. Obs | |
|---|---|---|---|---|---|---|---|---|---|
| Quarterly sectoral corporate profits (profit after tax [net profits]) | |||||||||
| Communication | 1089.75 | 3173.94 | −615.14 | 742.28 | 0.89 | 3.46 | Mar-2000 | Dec-2024 | 100 |
| Consumer discretionary | 320.52 | 807.41 | −174.90 | 201.28 | 0.48 | 2.94 | Mar-2000 | Dec-2024 | 100 |
| Consumer staple | 615.13 | 998.39 | 287.32 | 171.96 | 0.13 | 2.46 | Mar-2000 | Dec-2024 | 100 |
| Energy | 669.72 | 2709.34 | −6481.22 | 1059.12 | −3.35 | 22.81 | Mar-2000 | Dec-2024 | 100 |
| Financial | 1317.08 | 4223.57 | −2485.11 | 1182.22 | −0.27 | 3.77 | Mar-2000 | Dec-2024 | 100 |
| Health care | 421.67 | 720.22 | 169.26 | 142.28 | 0.09 | 1.84 | Mar-2000 | Dec-2024 | 100 |
| Industrial | 371.70 | 875.21 | 73.64 | 142.70 | 1.31 | 5.38 | Mar-2000 | Dec-2024 | 100 |
| Information technology | 577.49 | 1597.49 | −7.94 | 345.89 | 0.85 | 3.01 | Mar-2000 | Dec-2024 | 100 |
| Materials | 222.38 | 694.73 | −13.76 | 145.08 | 0.90 | 3.45 | Mar-2000 | Dec-2024 | 100 |
| Real estate | 188.00 | 1090.46 | −8.97 | 216.21 | 2.86 | 10.44 | Mar-2000 | Dec-2024 | 100 |
| Utility | 320.16 | 618.60 | −6.27 | 87.65 | −0.15 | 4.60 | Mar-2000 | Dec-2024 | 100 |
| Daily climate risk index | |||||||||
| Physical climate risk | 0.5359 | 5.3804 | 0.0001 | 0.6220 | 2.3069 | 10.3319 | 1/3/2000 | 12/31/2024 | 7,691 |
| Transition climate risk | 0.6373 | 12.1436 | 0.0001 | 0.8601 | 3.4552 | 23.2404 | 1/3/2000 | 12/31/2024 | 7,691 |
| Quarterly control variable (green innovation index) | |||||||||
| Green innovation | 99.01 | 137.73 | 53.47 | 17.01 | −0.18 | 2.69 | Mar-2000 | Dec-2024 | 100 |
| Mean | Max | Min | Std. dev | Skewness | Kurtosis | Start date | End date | No. Obs | |
|---|---|---|---|---|---|---|---|---|---|
| Communication | 1089.75 | 3173.94 | −615.14 | 742.28 | 0.89 | 3.46 | Mar-2000 | Dec-2024 | 100 |
| Consumer discretionary | 320.52 | 807.41 | −174.90 | 201.28 | 0.48 | 2.94 | Mar-2000 | Dec-2024 | 100 |
| Consumer staple | 615.13 | 998.39 | 287.32 | 171.96 | 0.13 | 2.46 | Mar-2000 | Dec-2024 | 100 |
| Energy | 669.72 | 2709.34 | −6481.22 | 1059.12 | −3.35 | 22.81 | Mar-2000 | Dec-2024 | 100 |
| Financial | 1317.08 | 4223.57 | −2485.11 | 1182.22 | −0.27 | 3.77 | Mar-2000 | Dec-2024 | 100 |
| Health care | 421.67 | 720.22 | 169.26 | 142.28 | 0.09 | 1.84 | Mar-2000 | Dec-2024 | 100 |
| Industrial | 371.70 | 875.21 | 73.64 | 142.70 | 1.31 | 5.38 | Mar-2000 | Dec-2024 | 100 |
| Information technology | 577.49 | 1597.49 | −7.94 | 345.89 | 0.85 | 3.01 | Mar-2000 | Dec-2024 | 100 |
| Materials | 222.38 | 694.73 | −13.76 | 145.08 | 0.90 | 3.45 | Mar-2000 | Dec-2024 | 100 |
| Real estate | 188.00 | 1090.46 | −8.97 | 216.21 | 2.86 | 10.44 | Mar-2000 | Dec-2024 | 100 |
| Utility | 320.16 | 618.60 | −6.27 | 87.65 | −0.15 | 4.60 | Mar-2000 | Dec-2024 | 100 |
| Physical climate risk | 0.5359 | 5.3804 | 0.0001 | 0.6220 | 2.3069 | 10.3319 | 1/3/2000 | 12/31/2024 | 7,691 |
| Transition climate risk | 0.6373 | 12.1436 | 0.0001 | 0.8601 | 3.4552 | 23.2404 | 1/3/2000 | 12/31/2024 | 7,691 |
| Green innovation | 99.01 | 137.73 | 53.47 | 17.01 | −0.18 | 2.69 | Mar-2000 | Dec-2024 | 100 |
Note(s): Max, Min and Std. Dev. means maximum, minimum, and standard deviation, while No. Obs. is number of observations
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