A dataset for Attention to Climate change

The dataset includes three groups of time series. First, data for 16 Google topics related to attention to climate change. Second, data series for a set of control variables. Third, data series for five environmentally friendly financial assets that include MAC global solar energy index (SONX), S&P global clean energy index (CLNX), Dow Jones sustainability world index (SUSX), S&P global 1200 carbon efficient index (LCEX), and S&P green bond index (GBDX). The sample period is from January 03, 2014 to March 08, 2024.