2026-10-14T13:03:16Z https://data.mendeley.com/oai

oai:data.mendeley.com/gmwbf74yv9.1 2022-08-03T16:59:32Z

hassan, Aminu Data for: Do clean energy financial markets reflect energy transition risks? evidence from the NASDAQ clean energy stock volatility Mendeley Data This data consist of variable such as NASDAQ clean energy stock returns, ARCA technology stock price index and carbon emission futures price. The data on these variable was analyzed, using E-Views to address the research question: Do clean energy financial markets reflect energy transition risks? More specifically, The study uses autoregressive conditional heteroskedasticity modelling which incorporates exogenous variables to investigate the effect of carbon emission price fluctuations, main caused by energy transition risk, on the returns volatility in the NASDAQ clean energy financial market. Energy Sustainability Energy Finance Carbon Finance Dataset doi:10.17632/gmwbf74yv9.1 oai:data.mendeley.com/gmwbf74yv9.1 Creative Commons Attribution 4.0 International http://creativecommons.org/licenses/by/4.0 https://data.mendeley.com/datasets/gmwbf74yv9 2022-08-03T16:59:32Z 2025-06-30T23:59:59Z