Energy Economics

These data are the valuation results obtained from running the models detailed in the related Energy Economics article.

Dataset used as input and obtained as output, Matlab codes

Hourly data of electricity demand and (nodal) prices in Ontario, provided openly by IESO, the Independent Electricity System Operator of the province. This is unprocessed raw data used in my study.

Data description for Ryu, Kim and Kim (2021) Energy Economics 95, 105090

The bundled file consists of codes used in the analysis that was performed in R. Before using, please read readme.txt and upload the data file first.

The data consists of daily data on 15 firms in the U.S., Oil & Gas Exploration & Production sub-sector. The data consists of a list of 19 items that correspond to 15 firms and 4 additional indices. The names of the firms are in 'ticker' format. The additional 4 indices correspond to data on: Crude oil, S&P 500 Mini, MSCI World stock market index, Natural Gas. For each item, the relevant daily data are: 1) Dates 2) RV - realized volatility 3) OPEN - opening price 4) CLOSE - closing price 5) LOW - lowest price 6) HIGH - highest price All data were calculated from high-frequency data which are however not available for free.

The data contain all the available years overlapped between EPS index and EU KLEMS database, including 22 OECD countries: Australia, Austria, Belgium, Czech Republic, Denmark, Finland, France, Germany, Greece, Hungary, Ireland, Italy, Japan, Korea, Netherlands, Poland, Portugal, Slovak Republic, Spain, Sweden, United Kingdom and United States.

Survey data from a survey of British Gas gas pre-payment customers.

EE Dataset & Codes.

time series data on emissions and electricity output