Table 1 Descriptive statistics results... | Emerald Publishing

Table 1

Descriptive statistics results for the daily return data

	Mean	SD	Skewness	Kurtosis	JB	ERS	KPSS	Zivot–Andrews unit root test
CARBON	0.00067	0.01261	−0.729	4.56	1800.046***	−7.672***	0.1066*	−21.764***
WTI	0.00063	0.01489	1.243	24.865	49047.019***	−11.526***	0.1223*	−24.5516***
NG	0.00024	0.01892	0.741	11.471	10507.032***	−18.186***	0.1543*	−24.183***
COAL	0.00026	0.01518	4.621	182.043	2,609,544***	−16.836***	0.2153*	−20.2828***
GRNWIND	0.00011	0.00795	0.110	3.726	1094.189***	−18.172***	0.0624*	−21.5201***
GRNGEOX	0.00017	0.00946	0.233	9.219	6691.975***	−16.052***	0.0468*	−21.6974***
GRNBIO	−5.038e−05	0.0101	−1.372	11.238	10511.5***	−16.532***	0.049*	−20.7433***
PBW	6.587e−05	0.01138	−0.335	3.053	767.366***	−17.651***	0.2416*	−21.3962***
BTC	0.00066	0.00912	−15.698	299.011	7,099,642***	−15.384***	0.291*	−23.0178***
ETH	0.00153	0.07397	−21.838	669.339	35,337,646***	−15.361***	0.2383*	−22.7091***
GPR	0.00029	0.00999	0.257	1.245	142.514***	−10.213***	0.0591*	−19.2759***

	Mean	SD	Skewness	Kurtosis	JB	ERS	KPSS	Zivot–Andrews unit root test
CARBON	0.00067	0.01261	−0.729	4.56	1800.046***	−7.672***	0.1066*	−21.764***
WTI	0.00063	0.01489	1.243	24.865	49047.019***	−11.526***	0.1223*	−24.5516***
NG	0.00024	0.01892	0.741	11.471	10507.032***	−18.186***	0.1543*	−24.183***
COAL	0.00026	0.01518	4.621	182.043	2,609,544***	−16.836***	0.2153*	−20.2828***
GRNWIND	0.00011	0.00795	0.110	3.726	1094.189***	−18.172***	0.0624*	−21.5201***
GRNGEOX	0.00017	0.00946	0.233	9.219	6691.975***	−16.052***	0.0468*	−21.6974***
GRNBIO	−5.038e−05	0.0101	−1.372	11.238	10511.5***	−16.532***	0.049*	−20.7433***
PBW	6.587e−05	0.01138	−0.335	3.053	767.366***	−17.651***	0.2416*	−21.3962***
BTC	0.00066	0.00912	−15.698	299.011	7,099,642***	−15.384***	0.291*	−23.0178***
ETH	0.00153	0.07397	−21.838	669.339	35,337,646***	−15.361***	0.2383*	−22.7091***
GPR	0.00029	0.00999	0.257	1.245	142.514***	−10.213***	0.0591*	−19.2759***

Source(s): Created by authors