Data for: Energy prices, costs of energy and rational bubbles in the renewable energy sector
Description
The dataset comprises the following series: 01_RI_data_series: Return index series for the 27 companies included in the NASDAQ OMX Renewable Energy Gen (GRNREG) index (source: Datastream). 02_DY_data_series: Dividend yield series for the 27 companies included in the NASDAQ OMX Renewable Energy Gen (GRNREG) index (source: Datastream). 03_MV_data_series: Market value series for the 27 companies included in the NASDAQ OMX Renewable Energy Gen (GRNREG) index (source: Datastream). 04_Exchange_rates: Exchange rates (source: OECD). 05_LCOE: Average Levelized cost of energy for the United States and Europe (source: IRENA (2022)). 06_PriceLCOE_ratio: Energy prices relative to the levelized cost of energy, where energy prices are pool prices compiled from the Nord Pool power market. 07_Risk_free_and_ERP: (i) 10-year German bond yield and 20-year U.S. bond yield, and (ii) equity risk premium for Europe and U.S. (source: Bloomberg). 08_Unlevered_Betas: Unlevered betas for 23 European firms and 11 North-American firms whose activity is focused on the renewable energy sector (source: S&P Capital IQ). REFERENCES: IRENA, 2022. Renewable Energy Statistics 2022, available at: https://www.irena.org/-/media/Files/IRENA/Agency/Publication/2022/Jul/IRENA_Renewable_energy_statistics_2022.pdf (accessed 12 May 2024).