2021_VA_Collection1

COLLECTION TITLE:2021_VanciniAurora_Collection1<br>CATEGORY:Financial Economics<br>KEYWORDS:Sustainable finance; Climate change; Sector yield; News index; Sensitive sector; ESG<br>ARTICLE (when using these files, please, cite the following article):Aurora Vancini, Filippo Piccinini, "The impact of climate change news on the performance of the Dow Jones Sector and Industry Indices". 2021.<br>DESCRIPTION OF THE FILES IN THIS COLLECTION:1 - VariablesThis folder contains the spreadsheets with for each regressor in our model separtely downloaded from public websites.2 - Final datasetThis spreadsheet is the complete dataset after having merged the files in the above folder with yields from Investing.com.3 - DJ-panelThis is the R-script containing the model specification and its output.4 - CoefficientsThis spreadsheet contains the results of DeltaMethod for all the coefficients with t-stat, s.e. and significance level.<br>MAIN CONTACTS:Aurora Vancini. Master’s Degree in Economics, University of Bologna, Bologna, Italy. Email: [e-mail]<br>COPYRIGHT: Copyright (C) 2021, Vancini Aurora (UniBo, Italy, [e-mail])All rights reserved, under the:GNU General Public License version 3<br>Redistribution and use of the material, with or without modification, is provided for academic research purpose only. <br>These files are free software; you can redistribute them and/or modify themunder the terms of the GNU General Public License version 3 (or higher)as published by the Free Software Foundation. These files aredistributed WITHOUT ANY WARRANTY; without even the implied warranty ofMERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNUGeneral Public License for more details.