Dataset for: Modelling Food Consumption Responses in European Union Countries to Geopolitical Threats and Energy Market Shocks: Evidence from Panel Quantile Methods

The dataset includes the following variables: Country: country identifier; Year: time identifier; Qfood: household final food consumption expenditure (food and non-alcoholic beverages quantity), in million Euro; GPR: Geopolitical Risk Index; GPRT: geopolitical threats (component of Geopolitical Risk Index); GPRA: geopolitical acts (component of Geopolitical Risk Index); POIL: oil prices; PGAS: gas prices; EUI: Energy-Related Uncertainty Index. The original data sources are: • Energy-Related Uncertainty Indexes (2025): https://www.policyuncertainty.com/energy_uncertainty.html • Geopolitical Risk Index (2025): https://www.policyuncertainty.com/gpr.html • Eurostat (2025), Household final consumption expenditure by purpose: https://ec.europa.eu/eurostat/databrowser/view/NAMA_10_CO3_P3__custom_7654517/default/table?lang=en • FAO (2025), Food Price Index: https://www.fao.org/worldfoodsituation/foodpricesindex/en/ • U.S. Bureau of Labor Statistics (2025), Consumer Price Index: https://www.bls.gov/opub/ted/2022/consumer-prices-for-shelter-up-6-6-percent-for-year-ended-september-2022.htm • World Bank (2025), Food Security Update: https://www.worldbank.org/en/topic/agriculture/brief/food-security-update