Table 1

Variable definition

CountryGreen stockAcronymStart dateEnd dateData points
Green stock
BrazilMagazine Luiza SAMGLU305.04.201109.12.20222964
ChinaWintime Energy Co. Ltd60015705.17.201209.09.20222692
IndiaTata Power Co. LtdTTPW01.04.200009.12.20225920
IndonesiaAdaro EnergyADRO03.01.201209.12.20222748
RussiaGazprom PAOGAZP01.25.200609.12.20224339
South AfricaExxaro Resources LtdEXXJ11.28.200109.12.20225424
South KoreaSK Innovation9677008.31.201109.08.20222877
TurkeyODAS Electrik Uretim Sariayi Ticaret ASODAS05.23.201309.12.20222428
VietnamGia Lai Electricity JSCGEG03.23.201709.12.20221428
Global variables
 Brent Crude oilBRENT01.05.200009.06.20225915
 West Texas IntermediateWTI01/05/200009.06.20225915
 COVID Induced UncertaintyCIU03.03.202001.27.2022498
 Geo-Political RiskGPR01.03.200009.12.20225921
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