Dataset for: "Asymmetric effects of EU carbon pricing on Vietnam’s steel exports under the Carbon Border Adjustment Mechanism transition"

This dataset contains the processed monthly time-series data used to analyze the asymmetric effects of EU carbon pricing on Vietnam’s steel exports during the transition phase of the Carbon Border Adjustment Mechanism (CBAM). The dataset covers the period from January 2013 to December 2025.

The dataset includes key variables such as Vietnam’s steel exports to the European Union, EU ETS carbon allowance prices, EU Industrial Production Index, global Hot Rolled Coil (HRC) prices, and the VND/EUR exchange rate. In addition, structural dummy variables are constructed to capture the effects of the EU–Vietnam Free Trade Agreement (EVFTA) and the CBAM policy announcement.

All variables are seasonally adjusted where appropriate and transformed into natural logarithms for econometric analysis. The dataset is specifically prepared for use in Vector Error Correction Model (VECM) and Nonlinear Autoregressive Distributed Lag (NARDL) models to examine both dynamic transmission mechanisms and asymmetric responses to carbon pricing shocks.

The data are compiled from publicly available sources, including UN Comtrade, Eurostat, the European Central Bank (ECB), and other international databases. This dataset enables replication of the empirical results presented in the associated research and supports further analysis on climate-related trade policies and carbon-adjusted competitiveness.