01、数据介绍
参考杜剑(2023)发表于《金融评论》的研究思路,采用年报文本关键词词频法衡量企业气候风险暴露程度。巨潮资讯网全部A股上市公司年度报告,作为文本分析的基础语料库,梳理涉及气候风险的文本信息,结合国家气象科学数据中心披露资料、《中国气象灾害年鉴》以及Li et al.(2020)的研究成果,制定年报”气候风险”关键词词典并扩充词集。借鉴Bengio et al.(2003)、LeCun et al.(2015)及胡楠等(2021)的研究方法,对年报语料进行训练,采用连续词袋模型计算词向量,提取与种子词相似度排名前十的词语以扩充种子词集包括98个词汇。计算扩展词集总词频与年报总词频的比值,以此构建企业气候风险指标。该指标值越大,表明企业面临的气候风险越高。
数据名称:上市公司企业气候风险数据
数据年份:2001-2025年
数据整理:众鲤数据网
数据包含参考文献、最终数据结果和python爬取代码
参考文献:[1]杜剑,徐筱彧,杨杨.气候风险影响权益资本成本吗?——来自中国上市公司年报文本分析的经验证据[J].金融评论,2023,15(03):19-46+125.
02、数据指标
股票代码 年份 年报总词频 气候风险关键词 气候风险
03、数据样本
气候风险结果
| 股票代码 | 年份 | 年报总词频 | 气候风险关键词 | 气候风险 |
| 000001 | 2025 | 257338 | 330 | 0.00128236 |
| 000002 | 2025 | 395244 | 116 | 0.00029349 |
| 000004 | 2025 | 200074 | 109 | 0.000544798 |
| 000006 | 2025 | 160214 | 51 | 0.000318324 |
| 000007 | 2025 | 143838 | 38 | 0.000264186 |
| 000008 | 2025 | 186967 | 61 | 0.000326261 |
| 000009 | 2025 | 237494 | 228 | 0.000960024 |
| 000010 | 2025 | 153386 | 387 | 0.002523046 |
| 000011 | 2025 | 215813 | 111 | 0.000514334 |
| 000012 | 2025 | 176074 | 512 | 0.002907868 |
| 000014 | 2025 | 107892 | 24 | 0.000222445 |
| 000016 | 2025 | 259573 | 107 | 0.000412215 |
| 000017 | 2025 | 165494 | 54 | 0.000326296 |
词频数据
| 股票代码 | 年份 | 年报总词频 | 气候 | 天气 | 潮湿 | 水温 | 降温 | 寒冷 | 气温 | 降雨 | 温度 | 雨水 | 雨季 | 雨情 | 降水 | 阴雨 | 多雨 | 极寒 | 冬季 | 汛期 | 高湿 | 水情 | 水位 | 光照 | 缺水 | 高寒 | 寒潮 | 沉降 | 地下水 | 汛情 | 地表 | 蓄水 | 灾害 | 地震 | 台风 | 海啸 | 旱涝 | 极端 | 恶劣 | 内涝 | 大风 | 沙尘 | 飓风 | 霜冻 | 水灾 | 风暴 | 泥石流 | 滑坡 | 凌冻 | 雪灾 | 旱灾 | 洪涝 | 暴雨 | 龙卷风 | 冰雹 | 洪灾 | 雨雪 | 冰冻 | 暴雪 | 冻害 | 干旱 | 旱情 | 强降雨 | 洪水 | 严寒 | 风沙 | 节能 | 能源 | 清洁 | 生态 | 环境 | 转型 | 太阳能 | 升级 | 循环 | 利用率 | 核电 | 风电 | 天然气 | 增效 | 燃油 | 效率 | 再生 | 减排 | 环保 | 绿色 | 低碳 | 降耗 | 燃料 | 节水 | 光伏 | 高效 | 改造 | 油耗 | 电耗 | 能耗 | 效能 | 集约 |
| 000001 | 2025 | 257338 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 11 | 2 | 26 | 55 | 31 | 0 | 76 | 2 | 1 | 0 | 0 | 0 | 15 | 0 | 31 | 1 | 2 | 1 | 46 | 4 | 0 | 0 | 0 | 0 | 10 | 3 | 0 | 0 | 0 | 6 | 2 |
| 000002 | 2025 | 395244 | 2 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 | 0 | 5 | 19 | 5 | 0 | 12 | 1 | 0 | 0 | 0 | 0 | 10 | 0 | 17 | 4 | 2 | 0 | 13 | 3 | 0 | 0 | 0 | 2 | 5 | 7 | 0 | 0 | 1 | 0 | 0 |
| 000004 | 2025 | 200074 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 13 | 0 | 20 | 20 | 4 | 0 | 14 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 9 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 8 | 11 | 0 | 0 | 0 | 0 | 4 | 0 |
| 000006 | 2025 | 160214 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 7 | 6 | 1 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 3 | 0 | 2 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 4 | 16 | 0 | 0 | 0 | 1 | 0 |
| 000007 | 2025 | 143838 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 10 | 5 | 0 | 3 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 4 | 7 | 0 | 0 | 0 | 0 | 0 | 2 | 4 | 0 | 0 | 0 | 0 | 0 |
| 000008 | 2025 | 186967 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 6 | 0 | 3 | 9 | 6 | 0 | 9 | 2 | 0 | 0 | 0 | 0 | 3 | 0 | 4 | 0 | 0 | 1 | 3 | 2 | 0 | 0 | 0 | 0 | 3 | 4 | 0 | 0 | 0 | 6 | 0 |
| 000009 | 2025 | 237494 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 116 | 0 | 8 | 36 | 5 | 1 | 7 | 11 | 1 | 0 | 0 | 0 | 3 | 0 | 7 | 0 | 0 | 7 | 2 | 1 | 0 | 5 | 0 | 2 | 3 | 6 | 0 | 0 | 0 | 2 | 0 |
| 000010 | 2025 | 153386 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 9 | 0 | 326 | 21 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 12 | 0 | 1 | 1 | 5 | 1 | 1 | 0 | 0 | 0 | 1 | 4 | 0 | 0 | 0 | 0 | 0 |
| 000011 | 2025 | 215813 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3 | 4 | 3 | 20 | 16 | 14 | 0 | 10 | 1 | 0 | 0 | 0 | 1 | 5 | 0 | 4 | 0 | 0 | 4 | 4 | 0 | 0 | 0 | 0 | 0 | 7 | 6 | 0 | 0 | 4 | 3 | 0 |
| 000012 | 2025 | 176074 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 111 | 100 | 1 | 4 | 24 | 11 | 47 | 16 | 1 | 0 | 0 | 0 | 0 | 10 | 0 | 12 | 1 | 3 | 7 | 20 | 1 | 3 | 3 | 0 | 114 | 6 | 6 | 0 | 0 | 9 | 1 | 1 |
| 000014 | 2025 | 107892 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 9 | 5 | 0 | 3 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 2 | 0 |
| 000016 | 2025 | 259573 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 6 | 9 | 1 | 7 | 19 | 4 | 0 | 10 | 2 | 1 | 0 | 0 | 0 | 2 | 0 | 3 | 4 | 0 | 13 | 4 | 0 | 0 | 1 | 0 | 0 | 3 | 6 | 0 | 0 | 0 | 7 | 1 |
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