Data for energy security elements and the riskiness of clean energy stock: a volatility analysis

This data is made up of daily stock prices and commodities' futures of a range of variables including NASDAQ clean focused price index, ARCA technology price index, Brent oil futures, Henry hub natural gas futures, Newcastle coal futures, carbon emission futures and green information technology stock price. The dataset supports empirical analysis which examines the volatility of clean energy stock returns (CERs) given the aggregate influence of energy security elements (ESEs) internal to CERs and the individuals influences of a range of exogenous variables including oil futures, natural gas futures, coal futures, carbon emission futures and green information technology stock price.本数据集由一系列变量的每日股票价格与商品期货构成，涵盖纳斯达克清洁聚焦价格指数 (NASDAQ clean focused price index)、ARCA科技价格指数 (ARCA technology price index)、布伦特原油期货 (Brent oil futures)、亨利枢纽天然气期货 (Henry hub natural gas futures)、纽卡斯尔煤炭期货 (Newcastle coal futures)、碳排放期货 (carbon emission futures) 与绿色信息技术股票价格 (green information technology stock price)。本数据集可支撑实证分析，用于检验在清洁能源股票收益率 (clean energy stock returns, CERs) 内生的能源安全要素 (energy security elements, ESEs) 整体影响，以及包括原油期货、天然气期货、煤炭期货、碳排放期货与绿色信息技术股票价格在内的一系列外生变量的个体影响下，清洁能源股票收益率的波动情况。