Data for: Investigating the Effect of Climate Uncertainty on Global Commodity Market

In the Excel file (Data for Investigating the Effect of Climate Uncertainty on Global Commodity Market.xlsx), the first sheet (Price Data) contains the monthly data for 63 global commodity prices, and the second sheet (PPI) contains the U.S. Producer Price Index, the third sheet (BiENSO_Factor) contains the Bimonthly SOI variable, and its factor extracted from the AR(1) endogenous regime switching in mean model, and the fourth sheet (Price Description) contains the brief description for the global commodity prices loaded in the first sheet.