Data for the article: Can a boost in oil prices suspend the evolution of the green transportation market? Factors driving the dynamic conditional correlation between green indices and Brent oil prices
Description
Files: BG_commodity_price_factor.xlsx, BH2_demand_shocks.xlsx, BH2_supply_shocks.xlsx, GECON_indicator.xlsx, BLS_state_levelECI.xlsx were downloaded from: https://sites.google.com/site/cjsbaumeister/research?authuser=0; File: Global_Policy_Uncertainty_data.xlsx was downloaded from: https://www.policyuncertainty.com/, File: "Commodity Price Forecast Crude Oil Brent Spot Average United States.xlsx" was obtained from U.S. Energy Information Administration (EIA) website S&PElectricVehicles.xlsx: SPBIO.xlsx: EODHist_20180101-20220926_GRNBIO.xlsx: https://indexes.nasdaqomx.com/Index/Overview/GRNBIO EODHist_20180101-20220926_GRNfueL.xlsx: https://indexes.nasdaqomx.com/Index/Overview/GRNFUEL EODHist_20180101-20220926_GRNTRN.xlsx 2https://indexes.nasdaqomx.com/Index/Overview/GRNTRN CL.xlsx - Brent oil data from the nasdaq.com database (BZ:NMX). Files: Brent_NetMoneyManagers.rds Brent_Speculation_indices.rds are R datasets with speculation indices. Brent_NetMoneyManagers reflects net position of Money Managers (long-short) for Brent contract - based on the ICE Futures Europe Commitments of Traders Reports (www.ice.com/marketdata/reports/122). Brent_Speculation_indices is calculated according to Working(1960) methodology (see eq.1 in the article).