Data for: Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach
The dataset covers the period from July 01, 2015 to December 02, 2022. It includes daily frequency time series for a set of 27 variables. Description of the variables and sources of data are given in the paper. The command code file includes commands for carrying out the empirical analysis using STATA 17. Some parts of the analysis have been performed using drop-down menus.