- The necessary data.p file can be requested from [email protected].
- Run the greenbonds_notebook.ipynb notebook for data preparation and the financial part of the analysis (yield curves etc.).
- Run greenbonds_oaxacablinder.R for the Oaxca-Blinder Decomposition.
Dependencies:
Python 3.5: QuantLib, tqdm, lxml, scipy, multiprocessing, math, patsy, dateutil, datetime, pandas, re, numpy, cv2, json
R: data.table, stargazer, lme4, boot, MASS, zoo, reshape, oaxaca
