1. The necessary data.p file can be requested from [email protected].
2. Run the greenbonds_notebook.ipynb notebook for data preparation and the financial part of the analysis (yield curves etc.).
3. 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