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Software . 2026
License: CC BY
Data sources: Datacite
ZENODO
Software . 2026
License: CC BY
Data sources: Datacite
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Determinants of the Greenium: Python-Code for Econometric Causal Analysis

Authors: Sperling, Christoph; Happach, Roland Maximilian; Möst, Dominik; Perlwitz, Holger;

Determinants of the Greenium: Python-Code for Econometric Causal Analysis

Abstract

This Python script was created as part of the publication (in progress) "Determinants of the Greenium" by Sperling, Happach, Perlwitz, Möst. It describes the process of the econometric causal analysis consisting of a matching procedure and a regression analysis. The script is subject to our copyright. Use is permitted only with attribution. Besides, the following Ecel files with matching and regression results are provided. final sample_pairwise descriptive statistics_base case.xlsx = list of all matched bond pairs, in this file for the base case and with additional pairwise descriptive analyses regression_results_all_hypotheses_all_cases.xlsx = list of all regression results of the paper Due to licensing restrictions, it is not possible to publish the input data. Disclaimer: The data and documents provided have been carefully compiled. However, no liability is accepted for their completeness, accuracy, or timeliness.

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Keywords

FOS: Economics and business, ESG, Econometrics, Sustainable Bonds, Causal Analysis, Sustainable Finance

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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