MCCC

The data is made available for academic research. By downloading the data you agree to the following rules.

  1. You must cite the above reference in working papers and published papers that use any of these data.

  2. You must place the following url in a footnote to help others find the data: https://sentometrics-research.com.

  3. You assume all risk for the use of the data.

Note that two datasets exist.

The first data set is based on a corpus of 8 newspapers. It reflects the initial 2020 NBB research paper version available at: Ardia, D., Bluteau, K., Boudt, K. & Inghelbrecht, K. (2020). Climate change concerns and the performance of green versus brown stocks. National Bank of Belgium, Working Paper Research, October 2020 No 395

The second data set is based on a corpus of 10 newspapers and 2 newswires. It reflects the updated 2022 research paper version available at: Ardia, D., Bluteau, K., Boudt, K. & Inghelbrecht, K. (2022). Climate change concerns and the performance of green versus brown stocks. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3717722. We note that not only the corpus is updated in this version, but also the topics. Moreover, monthly indices are added to the dataset to complement the daily indices.

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