MCCC
The data is made available for academic research. By downloading the data you agree to the following rules.
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You must cite the above reference in working papers and published papers that use any of these data.
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You must place the following url in a footnote to help others find the data: https://sentometrics-research.com.
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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.