Dataset for Research on Forecasting China’s New Energy Stock Market Driven by Cross-Country, Cross-Market, and Cross-modal Information Fusion

The dataset for this study consists of three components, covering the period from January 2015 to August 2023, as detailed below:1. Market Index Data​Daily time-series data closely related to the new energy sector and associated fields in both China and the United States were selected. All market data were sourced from the Wind Financial Terminal, comprising a total of 2,112 observations. The main indices include:Chinese New Energy and Related Indices: CSI New Energy Index, SSE New Energy Index, CSI Coal and Consumable Fuels Index, and Shanghai Liquefied Natural Gas (LNG) Price Index.U.S. New Energy and Related Indices: WilderHill Clean Energy Index, West Texas Intermediate (WTI) Crude Oil Futures, and NYMEX Natural Gas Price Index.Cross-Market Representative Indices: Invesco China Technology ETF and Invesco QQQ Trust ETF.2. Investor Sentiment Text Data​To capture investor attitudes toward the new energy sector in both China and the United States, this study collected news and investor comments related to listed new energy companies from Sina Weibo (China) and Twitter (United States). To ensure industry representativeness, 21 typical new energy listed companies were selected as the targets for text collection, including:15 Chinese Companies: Longi Green Energy Technology Co., Ltd., JA Solar Technology Co., Ltd., Gotion High-tech Co., Ltd., Contemporary Amperex Technology Co., Limited, Tianqi Lithium Industries, Inc., Yunnan Energy New Material Co., Ltd., Trina Solar Co., Ltd., Eve Energy Co., Ltd., Goldwind Science & Technology Co., Ltd., Tongwei Co., Ltd., Wuxi Lead Intelligent Equipment Co., Ltd., Guangzhou Tinci Materials Technology Co., Ltd., Zhejiang Huayou Cobalt Co., Ltd., Ganfeng Lithium Co., Ltd., Sungrow Power Supply Co., Ltd.6 U.S. Companies: Advanced Energy, First Solar, Inc., NextEra Energy, Inc., SunPower Corporation, Plug Power Inc., Enphase Energy, Inc.