Data · dataset · 2026
Energy Costs and Default Risk in Green Mortgage Securitisations
Listed in Teesside University Research Data Repository
This repository contains the programs to reproduce the dataset construction in SAS Enterprise Guide and to run the Stata regressions used in “Energy Costs and Default Risk in Green Mortgage Securitisations”.
Description
Raw loan-level data are proprietary and cannot be shared. The archive includes: (i) SAS EG project (.egp) to create the analysis dataset; (ii) Stata do-files to estimate the models and produce the main tables; (iii) README with exact software versions, execution order, SHA-256 checksums, license and citation.
Some regressions with interaction fixed effects were executed on the Reading Academic Computing Cluster (RACC) due to memory and time requirements. The results are reproducible with equivalent resources. Software: SAS Enterprise Guide 8.3 Update 3 (8.3.3.181) 64-bit; Stata 9.5; OS: Windows 11.
Links
Where it is published
- DOI doi.org/10.17632/rdy69h4bz7.3 ↗
DOI / persistent id · from researchdata tees ac uk
Catalogue records · 1
- OAI-PMH record data.mendeley.com/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai%3Adata… ↗
metadata API · from researchdata tees ac uk
Topics
Provenance · 1 source records, 11 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Teesside University Research Data Repository | oai:data.mendeley.com/rdy69h4bz7.3 | 18 h ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].anzsrc:field:350202 | mapping · researchdata tees ac uk | vocabulary-mapper@1.0.0 | keywords['Finance'] |
| concepts[field].anzsrc:field:350204 | mapping · researchdata tees ac uk | vocabulary-mapper@1.0.0 | keywords['Banking'] |
| concepts[field].anzsrc:field:350208 | mapping · researchdata tees ac uk | vocabulary-mapper@1.0.0 | keywords['Risk Management'] |
| concepts[field].local:field:earth-environmental | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:energy | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| description | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/description |
| license | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/rights |
| publication_date | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| title | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/title |