Final Project: Data Preparation

Author

Olga Zubareva

Final Project: Data Preparation

The overview of the green bond market

The main purpose of the project is to identify key priorities in financing sustainable projects. The data used for this project is IMF’s dataset on overal issuance of green bonds by countries from 1985 to 2021.

Source: Green Bonds | Green Bonds | Climate Change Indicators Dashboard (imf.org)

As for most countries in the data set information is available since 2017, I am going to use 2017-2021 time interval.

Data cleaning

  1. Download the data set to R

    > gb1 <- read.csv("C:\\Users\\Olga Z\\Documents\\00_data_raw\\Green_Bonds.csv")
    
      ObjectId                Country ISO2 ISO3
    1         1              Argentina   AR  ARG
    2         2              Australia   AU  AUS
    3         3                Austria   AT  AUT
    4         4             Bangladesh   BD  BGD
    5         5                Belgium   BE  BEL
    6         6                Belgium   BE  BEL
    7         7                Bermuda   BM  BMU
    8         8                 Brazil   BR  BRA
    9         9 British Virgin Islands   VG  VGB
    10       10                 Canada   CA  CAN
    11       11         Cayman Islands   KY  CYM
    12       12                  Chile   CL  CHL
    13       13                  Chile   CL  CHL
    14       14 China, P.R.: Hong Kong   HK  HKG
    15       15 China, P.R.: Hong Kong   HK  HKG
    16       16     China, P.R.: Macao   MO  MAC
    17       17  China, P.R.: Mainland   CN  CHN
    18       18               Colombia   CO  COL
    19       19               Colombia   CO  COL
    20       20             Costa Rica   CR  CRI
    21       21             Czech Rep.   CZ  CZE
    22       22                Denmark   DK  DNK
    23       23    Egypt, Arab Rep. of   EG  EGY
    24       24    Egypt, Arab Rep. of   EG  EGY
                             Indicator       Unit
    [ reached 'max' / getOption("max.print") -- omitted 189 rows ]   
  2. Delete columns “ObjectId”, “Source”, “CTS_Full_Descriptor”, “F1985”-“F2016”

    > gb1 |>
    + select("Country", "ISO3", "Indicator", "Use_of_Proceed", "F2017", "F2018", "F2019", "F2020", "F2021")
    
                             Country ISO3
    1                       Argentina  ARG
    2                       Australia  AUS
    3                         Austria  AUT
    4                      Bangladesh  BGD
    5                         Belgium  BEL
    6                         Belgium  BEL
    7                         Bermuda  BMU
    8                          Brazil  BRA
    9          British Virgin Islands  VGB
    10                         Canada  CAN
    11                 Cayman Islands  CYM
    12                          Chile  CHL
    13                          Chile  CHL
    14         China, P.R.: Hong Kong  HKG
    15         China, P.R.: Hong Kong  HKG
    16             China, P.R.: Macao  MAC
    17          China, P.R.: Mainland  CHN
    18                       Colombia  COL
    19                       Colombia  COL
    20                     Costa Rica  CRI
    21                     Czech Rep.  CZE
    22                        Denmark  DNK
    23            Egypt, Arab Rep. of  EGY
    24            Egypt, Arab Rep. of  EGY
    25               Estonia, Rep. of  EST
    26                  Fiji, Rep. of  FJI
    27                  Fiji, Rep. of  FJI
    28                        Finland  FIN
    29                         France  FRA
    30                         France  FRA
    31                        Georgia  GEO
    32                        Germany  DEU
    33                        Germany  DEU
    34                         Greece  GRC
    35                       Guernsey  GGY
    36                        Hungary  HUN
    37                        Hungary  HUN
    38                        Iceland  ISL
    39                          India  IND
    40                      Indonesia  IDN
    41                        Ireland  IRL
    42                        Ireland  IRL
    43                         Israel  ISR
    44                          Italy  ITA
    45                          Italy  ITA
    46                          Japan  JPN
    47                         Jersey  JEY
    48                 Korea, Rep. of  KOR
    49                 Korea, Rep. of  KOR
    50                         Latvia  LVA
    51                  Liechtenstein  LIE
    52                      Lithuania  LTU
    53                      Lithuania  LTU
    54                     Luxembourg  LUX
    55                       Malaysia  MYS
    56  Marshall Islands, Rep. of the  MHL
    57                      Mauritius  MUS
    58                         Mexico  MEX
    59                        Morocco  MAR
    60                        Namibia  NAM
    61               Netherlands, The  NLD
    62               Netherlands, The  NLD
    63                    New Zealand  NZL
    64                        Nigeria  NGA
    65                        Nigeria  NGA
    66                         Norway  NOR
    67                       Pakistan  PAK
    68                         Panama  PAN
    69                           Peru  PER
    70                    Philippines  PHL
    71                Poland, Rep. of  POL
    72                Poland, Rep. of  POL
    73                       Portugal  PRT
    74                        Romania  ROU
    75             Russian Federation  RUS
    76                Serbia, Rep. of  SRB
    77                Serbia, Rep. of  SRB
    78                     Seychelles  SYC
    79                     Seychelles  SYC
    80                      Singapore  SGP
    81                    Slovak Rep.  SVK
    82              Slovenia, Rep. of  SVN
    83                   South Africa  ZAF
    84                          Spain  ESP
    85                          Spain  ESP
    86                         Sweden  SWE
    87                         Sweden  SWE
    88                    Switzerland  CHE
    89       Taiwan Province of China  TWN
    90                       Thailand  THA
    91                         Turkey  TUR
    92                        Ukraine  UKR
    93           United Arab Emirates  ARE
    94                 United Kingdom  GBR
    95                 United Kingdom  GBR
    96                  United States  USA
    97                        Vietnam  VNM
    98                          World  WLD
    99                          World  WLD
    100                         World  WLD
    101                         World  WLD
    102                         World  WLD
    103                         World  WLD
    104                         World  WLD
    105                         World  WLD
    106                         World  WLD
    107                         World  WLD
    108                         World  WLD
    109                         World  WLD
    110                         World  WLD
    111                         World  WLD
                                                  Indicator Use_of_Proceed  F2017
    1                       Green Bond Issuances by Country            All   0.97
    2                       Green Bond Issuances by Country            All   2.67
    3                       Green Bond Issuances by Country            All   0.54
    4                       Green Bond Issuances by Country            All     NA
    5                       Green Bond Issuances by Country            All     NA
    6                        Sovereign Green Bond Issuances            All     NA
    7                       Green Bond Issuances by Country            All   0.13
    8                       Green Bond Issuances by Country            All   2.09
    9                       Green Bond Issuances by Country            All     NA
    10                      Green Bond Issuances by Country            All   2.89
    11                      Green Bond Issuances by Country            All   1.82
    12                      Green Bond Issuances by Country            All   1.00
    13                       Sovereign Green Bond Issuances            All     NA
    14                      Green Bond Issuances by Country            All   1.00
    15                       Sovereign Green Bond Issuances            All     NA
    16                      Green Bond Issuances by Country            All     NA
    17                      Green Bond Issuances by Country            All  31.26
    18                      Green Bond Issuances by Country            All   0.05
    19                       Sovereign Green Bond Issuances            All     NA
    20                      Green Bond Issuances by Country            All     NA
    21                      Green Bond Issuances by Country            All     NA
    22                      Green Bond Issuances by Country            All   1.98
    23                      Green Bond Issuances by Country            All     NA
    24                       Sovereign Green Bond Issuances            All     NA
    25                      Green Bond Issuances by Country            All     NA
    26                      Green Bond Issuances by Country            All   0.05
    27                       Sovereign Green Bond Issuances            All   0.05
    28                      Green Bond Issuances by Country            All   1.28
    29                      Green Bond Issuances by Country            All  25.44
    30                       Sovereign Green Bond Issuances            All  12.41
    31                      Green Bond Issuances by Country            All     NA
    32                      Green Bond Issuances by Country            All   8.46
    33                       Sovereign Green Bond Issuances            All     NA
    34                      Green Bond Issuances by Country            All     NA
    35                      Green Bond Issuances by Country            All     NA
    36                      Green Bond Issuances by Country            All     NA
    37                       Sovereign Green Bond Issuances            All     NA
    38                      Green Bond Issuances by Country            All     NA
    39                      Green Bond Issuances by Country            All   2.01
    40                      Green Bond Issuances by Country            All     NA
    41                      Green Bond Issuances by Country            All     NA
    42                       Sovereign Green Bond Issuances            All     NA
    43                      Green Bond Issuances by Country            All     NA
    44                      Green Bond Issuances by Country            All   1.92
    45                       Sovereign Green Bond Issuances            All     NA
    46                      Green Bond Issuances by Country            All   1.48
    47                      Green Bond Issuances by Country            All     NA
    48                      Green Bond Issuances by Country            All   0.39
    49                       Sovereign Green Bond Issuances            All     NA
    50                      Green Bond Issuances by Country            All   0.02
    51                      Green Bond Issuances by Country            All     NA
    52                      Green Bond Issuances by Country            All   0.34
    53                       Sovereign Green Bond Issuances            All     NA
    54                      Green Bond Issuances by Country            All   3.10
    55                      Green Bond Issuances by Country            All   0.47
    56                      Green Bond Issuances by Country            All     NA
    57                      Green Bond Issuances by Country            All   1.95
    58                      Green Bond Issuances by Country            All   8.76
    59                      Green Bond Issuances by Country            All   0.01
    60                      Green Bond Issuances by Country            All     NA
    61                      Green Bond Issuances by Country            All  11.40
    62                       Sovereign Green Bond Issuances            All     NA
    63                      Green Bond Issuances by Country            All   0.17
    64                      Green Bond Issuances by Country            All   0.03
    65                       Sovereign Green Bond Issuances            All   0.03
    66                      Green Bond Issuances by Country            All   0.69
    67                      Green Bond Issuances by Country            All     NA
    68                      Green Bond Issuances by Country            All     NA
    69                      Green Bond Issuances by Country            All     NA
    70                      Green Bond Issuances by Country            All     NA
    71                      Green Bond Issuances by Country            All     NA
    72                       Sovereign Green Bond Issuances            All     NA
    73                      Green Bond Issuances by Country            All     NA
    74                      Green Bond Issuances by Country            All     NA
    75                      Green Bond Issuances by Country            All     NA
    76                      Green Bond Issuances by Country            All     NA
    77                       Sovereign Green Bond Issuances            All     NA
    78                      Green Bond Issuances by Country            All     NA
    79                       Sovereign Green Bond Issuances            All     NA
    80                      Green Bond Issuances by Country            All   1.07
    81                      Green Bond Issuances by Country            All     NA
    82                      Green Bond Issuances by Country            All     NA
    83                      Green Bond Issuances by Country            All   0.07
    84                      Green Bond Issuances by Country            All   3.15
    85                       Sovereign Green Bond Issuances            All     NA
    86                      Green Bond Issuances by Country            All   4.70
    87                       Sovereign Green Bond Issuances            All     NA
    88                      Green Bond Issuances by Country            All   0.75
    89                      Green Bond Issuances by Country            All   0.58
    90                      Green Bond Issuances by Country            All     NA
    91                      Green Bond Issuances by Country            All     NA
    92                      Green Bond Issuances by Country            All     NA
    93                      Green Bond Issuances by Country            All   0.59
    94                      Green Bond Issuances by Country            All   2.20
    95                       Sovereign Green Bond Issuances            All     NA
    96                      Green Bond Issuances by Country            All   5.51
    97                      Green Bond Issuances by Country            All     NA
    98                      Cumulative Green Bond Issuances            All 348.58
    99  Cumulative Green Bond Issuances by Type of Currency            All     NA
    100 Cumulative Green Bond Issuances by Type of Currency            All     NA
    101 Cumulative Green Bond Issuances by Type of Currency            All     NA
    102 Cumulative Green Bond Issuances by Type of Currency            All     NA
    103 Cumulative Green Bond Issuances by Type of Currency            All     NA
    104 Cumulative Green Bond Issuances by Type of Currency            All     NA
    105 Cumulative Green Bond Issuances by Type of Currency            All     NA
    106 Cumulative Green Bond Issuances by Type of Currency            All     NA
    107 Cumulative Green Bond Issuances by Type of Currency            All     NA
    108 Cumulative Green Bond Issuances by Type of Currency            All     NA
    109 Cumulative Green Bond Issuances by Type of Currency            All     NA
    110 Cumulative Green Bond Issuances by Type of Currency            All     NA
    111 Cumulative Green Bond Issuances by Type of Currency            All     NA
         F2018  F2019   F2020   F2021
    1       NA     NA    0.18    0.90
    2     2.37   2.10    2.44    5.01
    3     0.57   2.27    1.73    2.86
    4       NA     NA      NA    0.35
    5    12.37     NA    1.49    3.37
    6    11.81     NA      NA      NA
    7     0.96   0.45    2.96    1.95
    8     0.15   1.04    0.58    1.06
    9     2.51   1.46    1.12    4.79
    10    5.89   6.68   10.82   14.47
    11    1.27   3.30    6.28   10.23
    12    0.06   6.14    2.94    5.87
    13      NA   4.53    2.94      NA
    14    3.19   7.73    4.45   16.73
    15      NA   2.00      NA    8.77
    16      NA   1.00    0.47    1.03
    17   31.90  41.36   30.00   72.27
    18    0.17     NA    0.08    0.53
    19      NA     NA      NA    0.38
    20      NA     NA      NA      NA
    21      NA     NA      NA    0.96
    22    0.85  12.36    1.75    7.26
    23      NA     NA    1.50      NA
    24      NA     NA    1.50      NA
    25      NA     NA      NA      NA
    26      NA     NA      NA      NA
    27      NA     NA      NA      NA
    28    0.11   3.04    3.10    4.04
    29   14.92  38.65   37.66   47.52
    30    6.52   7.52    8.58   16.06
    31      NA     NA    0.50    1.00
    32    6.75  22.38   41.40   71.70
    33      NA     NA   13.02   14.15
    34      NA   0.17    0.57    1.61
    35      NA   0.02    0.53    0.02
    36      NA     NA    2.19    0.90
    37      NA     NA    1.87    0.46
    38      NA     NA    0.74    1.02
    39      NA   3.55    0.94    5.04
    40    2.54   1.60    1.88    2.15
    41    7.75   1.36    2.25    5.15
    42    7.75     NA      NA      NA
    43      NA     NA      NA    1.00
    44    2.27   6.63    5.05   23.72
    45      NA     NA      NA   15.28
    46    5.09   8.25    9.30   17.15
    47      NA   1.13    0.12    0.40
    48    3.85   8.15    3.86   26.67
    49      NA   1.00      NA    0.79
    50      NA     NA      NA    0.17
    51      NA   0.11    0.11    0.68
    52    0.42     NA      NA      NA
    53    0.08     NA      NA      NA
    54    1.24   2.14    4.61   10.34
    55    0.22   0.50    0.12    0.15
    56      NA   0.20      NA      NA
    57      NA   2.77    0.65    6.04
    58    0.39   0.12    1.62    0.07
    59      NA     NA      NA      NA
    60    0.00     NA      NA      NA
    61   11.78  24.89   26.02   35.37
    62      NA  12.12      NA      NA
    63    0.27   0.30    0.72    1.40
    64      NA   0.07      NA      NA
    65      NA   0.04      NA      NA
    66    3.32   5.88    6.79   13.80
    67      NA     NA      NA    0.50
    68      NA   0.04    0.54      NA
    69    0.03   1.28    0.20      NA
    70      NA   0.70    0.56    0.10
    71    1.13   2.49      NA    1.13
    72    1.13   2.26      NA      NA
    73      NA   1.26    1.70    2.38
    74      NA     NA      NA    0.48
    75      NA   0.01    1.30    1.06
    76      NA     NA      NA    2.26
    77      NA     NA      NA    2.26
    78    0.02     NA      NA      NA
    79    0.02     NA      NA      NA
    80    0.05   2.70    1.52    5.57
    81      NA     NA      NA    0.45
    82    0.08     NA      NA      NA
    83    0.07   0.18    0.20    0.08
    84    3.61   8.43    9.78   19.38
    85      NA     NA      NA    5.66
    86    7.16  13.38   15.27   18.05
    87      NA     NA    4.26      NA
    88    0.48   2.23    0.96    1.82
    89    0.78   0.94    1.49    0.87
    90    0.10   0.71    0.73    0.89
    91      NA   0.10    0.10    1.90
    92      NA     NA      NA    1.65
    93      NA   0.07    0.10    0.59
    94    8.18   4.06    4.89   40.07
    95      NA     NA      NA   21.74
    96    8.88  24.23   34.43   61.49
    97      NA     NA      NA    0.20
    98  520.08 820.34 1139.41 1759.46
    99      NA     NA      NA    0.00
    100     NA     NA      NA    0.35
    101     NA     NA      NA    0.03
    102     NA     NA      NA    0.00
    103     NA     NA      NA    0.05
    104     NA     NA      NA    0.74
    105     NA     NA      NA    0.37
    106     NA     NA      NA    0.50
    107     NA     NA      NA   12.05
    108     NA     NA      NA    0.01
    109     NA     NA      NA    0.02
    110     NA     NA      NA    0.14
    111     NA     NA      NA   24.62
     [ reached 'max' / getOption("max.print") -- omitted 102 rows ]
  3. Rename columns “F2017”-“F2021” to “2017”-“2021”

    > gb1 |>
    + rename("2017" = "F2017", "2018" = "F2018", "2019" = "F2019", "2020" = "F2020" , "2021" = "F2021")
    
    Use_of_Proceed   2017   2018   2019    2020    2021
  4. Pivot years and values to the long format

    > gb2 <- gb1 |>
    + pivot_longer(cols = matches("\\d{4}"),
    + names_to = "year",
    + names_transform = as.integer)
    > gb2
    # A tibble: 1,065 × 6
       Country   ISO3  Indicator                       Use_of_Proceed  year value
       <chr>     <chr> <chr>                           <chr>          <int> <dbl>
     1 Argentina ARG   Green Bond Issuances by Country All               2017  0.97
     2 Argentina ARG   Green Bond Issuances by Country All               2018 NA   
     3 Argentina ARG   Green Bond Issuances by Country All               2019 NA   
     4 Argentina ARG   Green Bond Issuances by Country All               2020  0.18
     5 Argentina ARG   Green Bond Issuances by Country All               2021  0.9 
     6 Australia AUS   Green Bond Issuances by Country All               2017  2.67
     7 Australia AUS   Green Bond Issuances by Country All               2018  2.37
     8 Australia AUS   Green Bond Issuances by Country All               2019  2.1 
     9 Australia AUS   Green Bond Issuances by Country All               2020  2.44
    10 Australia AUS   Green Bond Issuances by Country All               2021  5.01
    # … with 1,055 more rows
    # ℹ Use `print(n = ...)` to see more rows