This file contains the data used in the publication "Do Investors in Dirty and Clean Cryptocurrencies Care about Energy Efficiency in the Same Way? "(Będowska-Sójka B, Kliber A).
"dirtycoins.csv" includes the log-returns of Bitcoin (BTC), Ethereum (ETH), Bitcoin Cash (BCH), Ethereum Classic (ETC) and Litecoin (LTC). "cleancoins.csv" includes the log-returns of Cardano (ADA), Ripple (XRP), IOTA (IOT), Stellar (XLM) and Nano (XNO). The data comes from the website coinmarketcap.com.
The file "Brent_and_CELS.csv" contains the series (log-returns) of Brent oil prices and CELS index. Brent oil future prices and NASDAQ CELS are from the nasdaq.com database.
The file "_ICEA Weekly Data_Until 2022 Q4.csv" contains the values of ICEA index. The values of ICEA were obtained from the dataset listed in: Wang, Y., Lucey, B., Vigne, S., and Yarovaya, L. (2022). "An index of cryptocurrency environmental attention (ICEA)". China Finance Review International, 12(3):378–414.
"US_Policy_Uncertainty_Data.csv" are the data for EPU, downloaded from the Economic Policy Uncertainty website (https://www.policyuncertainty.com); source: 'Measuring Economic Policy Uncertainty' Scott Baker, Nicholas Bloom and Steven J. Davis.
Only a subset of data: from January 15, 2019 to September 15, 2022 was used in the study.