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Does Climate Policy Uncertainty Cause Risk Spillovers? A Multiscale Nonlinear Examination of High-Carbon and Environmental Protection Industries

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Figshare2025-10-05 更新2026-04-28 收录
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The daily China Climate Policy Uncertainty (CCPU) index and the closing prices of all 31 Shenwan first-tier sector indices are retrieved for the unified trading-window 4 March 2019 – 29 December 2023. Sector indices series are downloaded from the Choice financial terminal; the CCPU series is supplied directly by Ma et al. (2023).

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2025-10-05
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