Table 1

Data description

DescriptionSampleFrequency
Clean energy assets
GlobalWilder Hill new energy global (NEX)7/9/2012 - 7/11/2022Daily
EuropeNQ OMX clean energy Europe11/29/2010 - 7/11/2022Daily
USNQ OMX clean energy US11/29/2010 - 7/11/2022Daily
AsiaNQ OMX clean energy Asia11/29/2010 - 7/11/2022Daily
SolarNASDAQ OMX solar (GRNSOLAR)10/15/2010 - 7/11/2022Daily
WindISE global wind energy TR (GWETR)2/7/2017 - 7/11/2022Daily
Oil risks
WTIWest Texas intermediate oil price realised volatility10/15/2010 - 7/11/2022Daily
BrentBrent crude oil price realized volatility10/15/2010 - 7/11/2022Daily
Climate risks
CPUClimate policy uncertainty (Gavriilidis, 2021)10/1/2010 - 12/1/2021Monthly
EEREnergy and environmental regulation (Baker et al., 2020)10/1/2010 - 12/1/2021Monthly

Source(s): Table by authors

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