Data · dataset · 2026
Replication _ Green Bond Performance Under ESG Uncertainty: Nonlinear Time–Frequency Quantile Analysis
Listed in Teesside University Research Data Repository
This replication package provides all data, code, and instructions required to reproduce the empirical results of the above-mentioned research paper.
Description
The study employs a wavelet-based quantile-on-quantile (QQ) regression framework to analyze the multi-scale, asymmetric, and time-varying relationship between ESG-based sustainability uncertainty and global green bond market returns. This package is designed to ensure transparency and facilitate independent verification of the statistical findings.This replication package provides all data, code, and instructions required to reproduce the empirical results of the above-mentioned research paper.
The study employs a wavelet-based quantile-on-quantile (QQ) regression framework to analyze the multi-scale, asymmetric, and time-varying relationship between ESG-based sustainability uncertainty and global green bond market returns. This package is designed to ensure transparency and facilitate independent verification of the statistical findings.
Links
Where it is published
- DOI doi.org/10.17632/4wcmck7nz6.2 ↗
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
- From keywords
- Earth & Environmental Science · Economics & Finance · Finance
Provenance · 1 source records, 8 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Teesside University Research Data Repository | oai:data.mendeley.com/4wcmck7nz6.2 | 8 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].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 | |
| 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 |