Dataset on crude oil prices and sustainability indices of the USA and India

Data series employed in this study include 2197 daily observations of crude oil price, sustainability benchmark indices of the United States, and India for the period 2011-2019 daily. The crude oil prices (Brent crude in US dollars per barrel) are collected from the website of the U.S. Energy Information Administration (www.eia.gov). The Indian sustainability benchmark index is S&P BSE-Carbonex, and the Dow Jones Sustainability Index (DJSI), the US benchmark index for sustainability. The closing values of India and the US's sustainability indices are collected from the Bombay Stock Exchange (BSE) and S&P Global websites. The S&P BSE Carbonex index is intended to provide equity investors an opportunity to mitigate the climate change-related risks connected to their investments in the long run. It is based on S&P BSE 100 weights compared to the companies' carbon performance (level of greenhouse gas emissions). DJSI-US, the United States' sustainability index, has 126 constituents and ensures the investment option in U.S securities that applies sustainability practices (BSE, 2014; S&P Global, 2021).本研究采用的数据集序列包含2011至2019年间的2197条每日观测数据，涵盖原油价格、美国及印度的可持续发展基准指数。其中，布伦特原油价格（以美元/桶计价）取自美国能源信息署（U.S. Energy Information Administration，EIA）官方网站（www.eia.gov）。印度可持续发展基准指数为标普BSE碳指数（S&P BSE-Carbonex），美国可持续发展基准指数为道琼斯可持续发展指数（Dow Jones Sustainability Index，DJSI）。印度与美国可持续发展指数的收盘价分别取自孟买证券交易所（Bombay Stock Exchange，BSE）与标普全球（S&P Global）官方网站。标普BSE碳指数旨在为股票投资者提供长期对冲投资关联气候变化风险的渠道，该指数以标普BSE 100指数的权重为基础，同时结合企业碳表现（即温室气体排放水平）进行编制。美国可持续发展指数DJSI-US共包含126只成分股，为投资者提供配置践行可持续发展实践的美国证券的选择（孟买证券交易所，2014；标普全球，2021）。