Note(s): This table reports the correlation coefficients between the variables. NEX is the natural logarithm of the WilderHill New Energy Global Innovation Index. WTI is the natural logarithm of the West Texas Intermediate crude oil futures contract. SPGCE is the natural logarithm of the S&P Global Clean Energy Index. NCOVID19 is the natural logarithm of the global new cases of COVID-19. INT is the natural logarithm of the three-month treasury yield

Source(s): Table by authors