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Open datasets · Zenodo

Air Quality and Corporate Bond Spreads in China: Identification and Forecasting

Published 2025-10-23

Deposited on Zenodo doi:10.5281/zenodo.17420948 licence cc-by-4.0 1 file, 62.6 MB

About this dataset

This repository contains the replication package for the paper “Air Quality and Corporate Bond Spreads in China: Identification and Forecasting.” The dataset includes processed monthly panels of Chinese corporate bond yields, air quality indices (AQI), precipitation, and industrial electricity consumption for the period 2014–2024. All variables have been cleaned and merged to facilitate replication of the econometric and machine learning analyses presented in the paper. The accompanying Python scripts reproduce the main empirical results, including OLS, 2SLS, and difference-i …

Use it in a run

Download the files into your project's data/ folder and start a template. The data stay on your machine; the published research records the DOI, so the authors are credited.

e2er run "<your research question>"

Automatic download by DOI is planned.

Cite

@dataset{liu2025,
  title     = {Air Quality and Corporate Bond Spreads in China: Identification and Forecasting},
  author    = {Liu, Jiaxi},
  year      = {2025},
  publisher = {Zenodo},
  doi       = {10.5281/zenodo.17420948},
  url       = {https://doi.org/10.5281/zenodo.17420948}
}

Research that uses it

No published research on E2ER uses this dataset yet.

Description

Data model
Discipline
EconomicsFinance
Method family
Empirical (quantitative)
Design
not specified
Research stage
Data acquisition
Contributors
Jiaxi Liu (Data curation)
Usage
not used in published research yet
Source
Zenodo
Record
dataset:zenodo/17420948 · JSON

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