Data used in the article Do Investors in Dirty and Clean Cryptocurrencies Care about Energy Efficiency in the Same Way?

This file contains the data used in the publication "Do Investors in Dirty and Clean Cryptocurrencies Care about Energy Efficiency in the Same Way? "(Będowska-Sójka B, Kliber A). "dirtycoins.csv" includes the log-returns of Bitcoin (BTC), Ethereum (ETH), Bitcoin Cash (BCH), Ethereum Classic (ETC) and Litecoin (LTC). "cleancoins.csv" includes the log-returns of Cardano (ADA), Ripple (XRP), IOTA (IOT), Stellar (XLM) and Nano (XNO). The data comes from the website coinmarketcap.com.The file "Brent_and_CELS.csv" contains the series (log-returns) of Brent oil prices and CELS index. Brent oil future prices and NASDAQ CELS are from the nasdaq.com database.The file "_ICEA Weekly Data_Until 2022 Q4.csv" contains the values of ICEA index. The values of ICEA were obtained from the dataset listed in: Wang, Y., Lucey, B., Vigne, S., and Yarovaya, L. (2022). "An index of cryptocurrency environmental attention (ICEA)". China Finance Review International, 12(3):378–414."US_Policy_Uncertainty_Data.csv" are the data for EPU, downloaded from the Economic Policy Uncertainty website (https://www.policyuncertainty.com); source: 'Measuring Economic Policy Uncertainty' Scott Baker, Nicholas Bloom and Steven J. Davis. Only a subset of data: from January 15, 2019 to September 15, 2022 was used in the study.