Data for: Carbon Tail Risk

This data set provides the rankings of industries in the sample used in Ilhan, Sautner, and Vilkov (2020). The sample consists of all firms in the S&P 500 that disclosed their Scope 1 emissions to CDP in a given year. The sample periods are the years 2009 to 2016 (years in which emissions were generated). The rankings are based on disclosed Scope 1 and Scope 2 emissions each year. For more details on the content of the data, please see the "Description and Notes" sheet.

If you use these data for your research, please cite our paper:

Ilhan, Emirhan, Zacharias Sautner, and Grigory Vilkov, 2020, Carbon Tail Risk, Review of Financial Studies, forthcoming.

本数据集提供了Ilhan、Sautner与Vilkov（2020）研究中所用样本的行业排名。该样本涵盖标普500（S&P 500）指数成分股中，在指定年度向碳披露项目（CDP）披露第一类范围排放（Scope 1）的所有企业。样本周期为2009年至2016年（即排放数据产生的年度）。该排名基于各年度披露的第一类范围排放（Scope 1）与第二类范围排放（Scope 2）情况生成。如需了解本数据集的详细内容，请参阅「数据说明与注释」（Description and Notes）工作表。

若您在研究中使用本数据集，请引用以下论文：

Ilhan, Emirhan, Zacharias Sautner, and Grigory Vilkov, 2020, 《碳尾部风险》（Carbon Tail Risk）, 《金融研究评论》（Review of Financial Studies）, 即将刊出。