Data for: Carbon Tail Risk
This data set provides the rankings of industries in the sample used in Ilhan, Sautner, and Vilkov (2020). The sample consists of all firms in the S&P 500 that disclosed their Scope 1 emissions to CDP in a given year. The sample periods are the years 2009 to 2016 (years in which emissions were generated). The rankings are based on disclosed Scope 1 and Scope 2 emissions each year. For more details on the content of the data, please see the "Description and Notes" sheet. If you use these data for your research, please cite our paper: Ilhan, Emirhan, Zacharias Sautner, and Grigory Vilkov, 2020, Carbon Tail Risk, Review of Financial Studies, forthcoming.