Data for: Are the purchase prices of solar energy projects under development consistent with cost of capital forecasts?

Published: 01-02-2021| Version 2 | DOI: 10.17632/2zfwxw2z2f.2
Contributors:
Miguel Vázquez-Vázquez,

Description

We compile return data for all stocks listed on the Madrid Stock Exchange (MSE) and the London Stock Exchange (LSE) from the Datastream database, for the period from January 1989 to December 2018. Specifically, we compile the following data series: (i) total return index (RI series), (ii) market value (MV series), and (iii) dividend yield (DY series). Accordingly, our data series comprise 398 and 4,385 stocks for Spain and UK, respectively. Using these data, we determine the value-weighted market return and the value-weighted dividend yield for the period under consideration. Additionally, we compile one-year Treasury Bill rates data for Spain and UK, respectively, as provided by the OECD Statistics section. Therefore, the dataset comprises the following series: 1 Spain_returns_DY_M.txt: Monthly returns for the value-weighted market portfolio of the MSE and the utility firms Endesa, S.A. and Iberdrola, S.A. These data series also include the value-weighted dividend yield for the MSE. (Raw data source: Datastream database) 2 UK_returns_DY_M.txt: Monthly returns for the value-weighted market portfolio of the LSE and solar funds Foresight Solar Fund Ltd. and Bluefield Solar Income Fund Ltd. These data series also include the value-weighted dividend yield for the LSE. (Raw data source: Datastream database) 3 Spain_UK_RF_Y.txt: One-year Treasury Bill rates for Spain and UK. (Raw data source: OECD)

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