Climate_Risk_Data.xlsx

	A	B	C	D	E	G	H	J	K	M	N	O
1	These data can be used freely with attribution to the authors and website as follows:
2	1) Cite "Bua, G., Kapp, D., Ramella, F., & Rognone, L. (2024). Transition versus physical climate risk pricing in European financial markets: A text-based approach. The European Journal of Finance, 1-35. https://doi.org/10.1080/1351847X.2024.2355103";
3	2) Include the data source URL "https://sites.google.com/view/lavinia-rognone-library". Data are also available at http://www.policyuncertainty.com.
4	The Physical Risk Index (PRI) and Transition Risk Index (TRI) are regularly updated twice a year (end of December and end of June).
5	For any query contact Lavinia Rognone at LROGNONE@ED.AC.UK
6
7	CLIMATE RISK SERIES					PHYSICAL RISK VOCABULARY (PRV)		TRANSITION RISK VOCABULARY (TRV)		Additional notes: some full acronyms for PRV
8	Date (dd/mm/yyyy)	Transition concern	Transition Risk Index (TRI)	Physical concern	Physical Risk Index (PRI)	TFIDF (relevance)	PRV_stemmed	TFIDF (relevance)	TRV_stemmed	StemWord	FullWord	FullAcronym
9	03/01/2005	0.048194832	-0.033169765	0.040708664	-0.035847544	0.003052108	rcp	0.004176448	hfc	rcp	RCP	Representative Concentration Pathway
10	04/01/2005	0.045142843	-0.024421045	0.039721282	-0.026539654	0.002489612	ecosystem	0.002847402	ghg	ipcc	IPCC	Intergovernmental Panel on Climate Change
11	05/01/2005	0.055673814	-0.012628408	0.036307879	-0.029630991	0.001717217	adapt capac	0.002750363	hcfc	slr	SLR	Sea Level Rise
12	06/01/2005	0.055029031	-0.017626605	0.040360112	-0.024465370	0.001711659	speci	0.002129830	ej	cmip	CMIP	Coupled Model Intercomparison Project
13	07/01/2005	0.060620531	-0.011768556	0.054601064	-0.011546181	0.001561496	climat variabl	0.002098785	ipcc	ghg	GHG	GreenHouse Gases
14	10/01/2005	0.075561219	0.000860652	0.062458810	-0.008333566	0.001546567	sea level	0.002047690	ej yr	spm	SPM	Summary for Policymakers
15	11/01/2005	0.060113667	-0.020763252	0.066258825	-0.007096600	0.001521179	anthropogen	0.002035318	ozon	gcms	GCMs	General Circulation Models
16	12/01/2005	0.039002365	-0.035488668	0.036163045	-0.038431874	0.001441768	level rise	0.001945413	ghg emiss	el nino	El Nino	El Nino
17	13/01/2005	0.050677057	-0.015086743	0.053179098	-0.011599142	0.001400714	adapt	0.001929466	pathway	ghg emiss	GHG emissions	Greenhouse gas Emissions
18	14/01/2005	0.059788655	-0.010801363	0.059435965	-0.010892592	0.001290686	permafrost	0.001840683	bioenergi	mm yr	mm/yr	Millimeter per Year
19	17/01/2005	0.048696530	-0.025660146	0.051272391	-0.021097038	0.001262011	sres	0.001834024	refriger	hadcm	HadCM	Hadley Centre Coupled Model
20	18/01/2005	0.083880770	0.014109485	0.092554122	0.022847496	0.001256458	ipcc	0.001765030	hfcs	sst	SST	Sea Surface Temperature
21	19/01/2005	0.071274822	-0.013041329	0.071072319	-0.012099632	0.001149574	precipit	0.001707000	radiat forc	rcp scenario	RCP scenarios	Representative Concentration Pathway scenarios
22	20/01/2005	0.066909399	-0.012195561	0.065944804	-0.010220186	0.001132993	extrem event	0.001522799	gtco	nino	(El) Nino	(El) Nino
23	21/01/2005	0.065823980	-0.011476351	0.074898408	0.000405917	0.001092129	glacier	0.001515721	biomass	gmsl	GMSL	Global Mean Sea Level
24	24/01/2005	0.068015959	-0.008835669	0.099653336	0.022240347	0.001088153	slr	0.001505641	technic potenti	npp	NPP	Net Primary Production
25	25/01/2005	0.081146781	0.003389007	0.089917307	0.004429726	0.001036164	coastal	0.001391152	hcfcs	unfccc	UNFCCC	United Nations Framework Convention on Climate Change
26	26/01/2005	0.124128058	0.040942115	0.097597088	0.015285217	0.001027954	adapt option	0.001362787	ccs	gtco	GtCO2	GtCO2 / Gigatonnes of carbon dioxide
27	27/01/2005	0.069340153	-0.031613886	0.076470828	-0.008346044	0.001018465	cmip	0.001328910	geotherm	enso	ENSO	El Nino Southern Oscillation
28	28/01/2005	0.072225433	-0.006079751	0.066180034	-0.011745849	0.001005276	spatial	0.001127481	eq
29	31/01/2005	0.121996916	0.042498982	0.086542253	0.011973035	0.000934558	chang impact	0.001117890	mtco	Additional notes: some full acronyms for TRV
30	01/02/2005	0.122775814	0.022702771	0.116424843	0.035213851	0.000929880	acidif	0.001100145	halon	StemWord	FullWord	FullAcronym
31	02/02/2005	0.099845653	-0.000549379	0.110448425	0.019490292	0.000901219	freshwat	0.001081369	iea	hfc	HFC	Hydrofluorocarbon
32	03/02/2005	0.083505311	-0.007410587	0.079098274	-0.009910463	0.000871371	cryospher	0.001025619	capac factor	ghg	GHG	Greenhouse gas
33	04/02/2005	0.087750464	0.003589524	0.081019123	0.002236217	0.000866126	latitud	0.001000932	cfc	hcfc	HCFC	Hydrochlorofluorocarbon
34	07/02/2005	0.063514065	-0.022401785	0.047348865	-0.032060586	0.000863525	emiss scenario	0.000983033	technic summari	ej	EJ	Exajoules
35	08/02/2005	0.087222207	0.011325478	0.080773045	0.012346201	0.000851119	tropic	0.000968642	tco	ipcc	IPCC	Intergovernmental Panel on Climate Change
36	09/02/2005	0.076853899	-0.008843574	0.100611625	0.021282440	0.000837228	coral	0.000965236	stratospher	ej yr	EJ/yr	Exajoules per year
37	10/02/2005	0.095503806	0.014092503	0.064688304	-0.021111853	0.000807258	climat model	0.000958312	pv	ghg emiss	GHG emissions	Greenhouse gas emissions
38	11/02/2005	0.090283624	0.001162608	0.061429430	-0.012653214	0.000791080	reef	0.000918043	anthropogen	gtco	GtCO2	Gigatonne of carbon
39	14/02/2005	0.092832601	0.005869564	0.071451639	-0.001568021	0.000782065	ecosystem servic	0.000913088	aerosol	ccs	CCS	Carbon dioxide Capture and Storage
40	15/02/2005	0.140257123	0.052240360	0.075463631	-0.000825086	0.000762987	socioeconom	0.000910474	pfcs	eq	eq	Equivalent
41	16/02/2005	0.086808243	-0.020813413	0.072743724	-0.004853630	0.000746724	sediment	0.000908507	halocarbon	mtco	MtCO2	Megatonne of carbon
42	17/02/2005	0.063239444	-0.022286900	0.073409349	-0.003300822	0.000743431	sea ice	0.000894312	mitig option	cfc	CFC	Chlorofluorocarbon
43	18/02/2005	0.087927912	0.012144709	0.076947333	0.000020000	0.000734923	degrad	0.000880409	primari energi	tco	TCO2	Tonne of carbon
44	21/02/2005	0.059554700	-0.026434505	0.057782030	-0.020299279	0.000734421	hydrolog	0.000855274	sres	pv	PV	Photovoltaics
45	22/02/2005	0.061352112	-0.012907849	0.068548873	-0.003281074	0.000724654	human system	0.000846351	wind energi	pfcs	PCFs	Product Carbon Footprints
46	23/02/2005	0.076449616	0.001446620	0.073359047	-0.001982842	0.000720827	region climat	0.000836665	cfcs	lcoe	LCOE	Levelized cost of electricity
47	24/02/2005	0.084297011	0.003052835	0.068655000	-0.008255878	0.000717575	land degrad	0.000813072	chiller	gj	GJ	Gigajoules
48	25/02/2005	0.116678429	0.032190207	0.086917566	0.011541060	0.000715432	ghg	0.000812357	ocean energi	odss	ODSs	Ozone-depleting substances
49	28/02/2005	0.092087517	-0.005786908	0.078333362	-0.003000050	0.000700337	water resourc	0.000784297	lcoe	teap	TEAP	Technology and Economic Assessment Panel
50	01/03/2005	0.064494648	-0.023214103	0.078697064	0.000163658	0.000698268	habitat	0.000777199	tropospher	unep	UNEP	United Nations Environment Programme
51	02/03/2005	0.090193821	0.013891728	0.078548466	-0.000103573	0.000697049	terrestri	0.000775453	gj	ipcc special	IPCC special	Intergovernmental Panel on Climate Change special
52	03/03/2005	0.080530635	-0.006395279	0.073121616	-0.005481952	0.000692382	adapt strategi	0.000738162	blow agent	kwh	kWh	Kilowatt hours
53	04/03/2005	0.067163401	-0.015767833	0.083338784	0.006505352	0.000689520	antarct	0.000731063	radiat	usd kw	USD/kWh	United States Dollars/Kilowatt hours
54	07/03/2005	0.071284925	-0.006120408	0.069145331	-0.011020750	0.000677449	adapt measur	0.000723967	odss	twh yr	TWh/yr	Terawatt hours/year
55	08/03/2005	0.093659845	0.014550709	0.058726825	-0.016809618	0.000676835	ocean	0.000702674	mitig pathway	becc	BECCS	Bioenergy with Carbon dioxide Capture and Storage
56	09/03/2005	0.077876856	-0.010481882	0.083464848	0.011326726	0.000675369	biodivers	0.000683082	sustain develop	unfccc	UNFCCC	United Nations Framework Convention on Climate Change
57	10/03/2005	0.060656273	-0.021177911	0.061038000	-0.019169200	0.000675286	adger	0.000677832	consist pathway	lccp	LCCP	Life cycle climate performance
58	11/03/2005	0.081741674	0.007026332	0.066138981	-0.006753003	0.000657029	variabl	0.000673237	teap	mtco eq	MtCO2 eq	Megatonne of carbon equivalent
59	14/03/2005	0.079883694	-0.003548174	0.115174552	0.040618725	0.000645509	spm	0.000669925	ozon deplet	ppmv	ppmv	Parts per million by volume
60	15/03/2005	0.089580952	0.006917158	0.087257923	-0.003292388	0.000637224	wetland	0.000667063	level cost	teap special	TEAP special	Technology and Economic Assessment Panel special
61	16/03/2005	0.083282278	-0.003390280	0.083608436	0.002164005	0.000634518	coral reef	0.000665271	geolog storag	eq yr	eq/yr	Equivalent per year
62	17/03/2005	0.073004937	-0.011063803	0.086017882	0.005763846	0.000632924	ocean acidif	0.000663161	unep	eor	EOR	Enhanced Oil Recovery
63	18/03/2005	0.056285213	-0.023534962	0.075968120	-0.005071832	0.000607283	gcms	0.000657266	ecosystem	gmst	GMST	Global Mean Surface Temperature
64	21/03/2005	0.072691096	-0.000217287	0.088459266	0.010697358	0.000605740	observ chang	0.000655149	dioxid captur	iam	IAMs	Integrated assessment models
65	22/03/2005	0.091969402	0.012278967	0.078654967	-0.003181319	0.000598541	project chang	0.000654002	ipcc special	gwp	GWP	Global Warming Potential or Gross World Product
66	23/03/2005	0.078700836	-0.008959087	0.073658273	-0.004980035	0.000589774	forest	0.000651642	foam	igcc	IGCC	Integrated Gasification Combined Cycle
67	24/03/2005	0.068703429	-0.013471381	0.094820896	0.017812417	0.000581752	futur climat	0.000650376	kwh	mdis	MDIs	Metered Dose Inhalers
68	25/03/2005	0.062335832	-0.015706136	0.054130267	-0.029781063	0.000574530	dryland	0.000639577	reservoir	usd gj	USD/GJ	United States Dollars/Gigajoules
69	28/03/2005	0.064342298	-0.011067359	0.040778280	-0.029860531	0.000571012	irrig	0.000629071	kw	tewi	TEWI	Total Equivalent Warming Impact
70	29/03/2005	0.066278748	-0.009960366	0.057770463	-0.008513181	0.000568596	coastal zone	0.000628148	mitig scenario	weo	WEO	World Energy Outlook
71	30/03/2005	0.085239211	0.008199586	0.100515509	0.028689335	0.000565406	ice sheet	0.000605349	climat system	sdgs	SDGs	Sustainable Development Goals
72	31/03/2005	0.074772423	-0.010105296	0.069944659	-0.015824147	0.000565381	hazard	0.000599350	emiss reduct	ccs system	CCS systems	Carbon dioxide Capture and Storage systems
73	01/04/2005	0.081785773	0.001234934	0.070861439	-0.004935730	0.000563137	mangrov	0.000598529	atmospher	iea ghg	IEA GHG	International Energy Agency Greenhouse gas
74	04/04/2005	0.069120215	-0.014329883	0.071074223	-0.005021982	0.000559902	cyclon	0.000587911	combust	cdr	CDR	Carbon dioxide removal
75	05/04/2005	0.093011489	0.014797226	0.058757119	-0.017408492	0.000559751	rainfal	0.000578464	usd kw	cfcs hcfcs	CFCs HCFCs	Chlorofluorocarbons Hydrochlorofluorocarbon
76	06/04/2005	0.097783233	0.009692519	0.091157655	0.019009652	0.000557091	boreal	0.000574915	twh yr	rcp	RCP	Representative Concentration Pathway
77	07/04/2005	0.079380302	-0.010683009	0.086632235	0.003915786	0.000555135	fisheri	0.000564268	becc	lifecycl ghg	lifecycle GHG	lifecycle Greenhouse gas
78	08/04/2005	0.065776116	-0.016679581	0.058711621	-0.022528722	0.000549302	chang adapt	0.000560719	ipcc teap	afolu	AFOLU	Agriculture, Forestry and Other Land Use
79	11/04/2005	0.057340926	-0.019490915	0.061801874	-0.010331288	0.000549273	groundwat	0.000558525	unfccc	gtco eq	GtCO2 eq	Gigatonne of carbon equivalent
80	12/04/2005	0.107359370	0.034014565	0.083895316	0.010754171	0.000548781	runoff	0.000557170	lccp	tco eq	TCO2 eq	Tonne of carbon equivalent
81	13/04/2005	0.079245788	-0.014776217	0.062081802	-0.018265809	0.000545378	food secur	0.000553622	mtco eq	lca	LCA	Life cycle assessment
82	14/04/2005	0.083117195	0.000717105	0.072958096	-0.000274356	0.000544062	livelihood	0.000546524	ocean storag	pv system	PV systems	Photovoltaic systems
83	15/04/2005	0.082455305	-0.001545191	0.074804012	-0.001976083	0.000529791	adapt respons	0.000545654	ozon layer	ar	AR	Assesment Report
84	18/04/2005	0.084643719	0.000916842	0.070399688	-0.006982511	0.000526318	upwel	0.000543957	human system	kt yr	kt/yr	kiloton per year
85	19/04/2005	0.089827820	0.005196272	0.096892299	0.020946708	0.000515651	el nino	0.000543111	montreal protocol	bau	BAU	Business As Usual
86	20/04/2005	0.118995039	0.032220428	0.090888897	0.006301914	0.000512970	arid	0.000537620	leakag	lhv	LHV	Lower heating value
87	21/04/2005	0.092750946	-0.006081146	0.072578883	-0.010049903	0.000512925	biophys	0.000536342	hydrogen
88	22/04/2005	0.086084568	-0.001898439	0.077831941	0.001175538	0.000510628	temperatur increas	0.000535877	ppmv
89	25/04/2005	0.076416731	-0.008810452	0.076142081	-0.002227771	0.000508689	tropic cyclon	0.000534413	biofuel
90	26/04/2005	0.106762647	0.025532065	0.100254595	0.022435944	0.000507346	salin	0.000532585	invest cost
91	27/04/2005	0.094784983	0.001009658	0.087555832	0.001872131	0.000502907	phenolog	0.000525231	teap special
92	28/04/2005	0.086832744	-0.001991117	0.094502262	0.012960659	0.000499209	nutrient	0.000521682	report safeguard
93	29/04/2005	0.094097391	0.008560919	0.078682656	-0.005124741	0.000495409	ecolog	0.000512943	high agreement
94	02/05/2005	0.104162191	0.015622575	0.070370441	-0.008276898	0.000482250	simul	0.000509216	ghgs
95	03/05/2005	0.114481553	0.021781234	0.090185367	0.014249316	0.000478592	streamflow	0.000505692	hydropow
96	04/05/2005	0.114493137	0.017526882	0.067111939	-0.015287369	0.000469238	marin ecosystem	0.000489742	eq yr
97	05/05/2005	0.057450528	-0.039520516	0.079573932	0.004700743	0.000461294	climat relat	0.000489016	chang mitig
98	06/05/2005	0.078526622	0.005136508	0.060566006	-0.018372051	0.000460907	section	0.000487296	gaseous
99	09/05/2005	0.082590915	0.000488123	0.072179946	-0.000558082	0.000459974	adapt plan	0.000484540	eor
100	10/05/2005	0.089434346	0.005651410	0.106063919	0.029537642	0.000457044	phytoplankton	0.000484089	feedstock