I was hoping you could help me with the methodology of my thesis

There is a sustainability trend in Sweden and environmental news is a large topic in the country, particularly the idea of Sweden becoming totally independent from crude oil consumption in energy use. We are trying to investigate the stock market response to the environmental issues in Sweden (be it positive or negative).
How does the stock market respond to environmentally friendly news announcements?
Examples of environmentally friendly announcements include: organisations divesting from fossil fuels; company’s commitment to sustainability; announcements of new investments in clean energy by the state; announcement related to Swedish oil independency; release of facts related to reduced oil consumption in the country.
Many of these news items are focused on reducing fossil fuel consumption and carbon emissions as well as the promotion of renewable energy.
The assumption being made is that the nature of these news items should have an impact on traded companies that are associated with oil in one way or another (eg. Manufacturers, transport, oil exploration and refining.) hence increasing volatility of their stocks.
The volatile price of oil can interfere with the research thus it