The hot Neptune WASP-166 b with ESPRESSO III. Constraining the presence of water and clouds

High-resolution spectroscopy is used to detect and characterise the atmospheres of transiting planets, giving us information about their chemical composition, temperature profiles, and the presence of clouds and winds, mainly in hot, giant planets. State-of-the-art instrumentation is pushing the precision of our measurements towards the detection of smaller exoplanets and their atmospheres (Neptune and Earth-sized planets). Of special interest are the few planets located in or close to the "Neptune desert", a lack of Neptune-size planets in close orbits around their host stars. The study of such planets can provide insight to their formation and evolution, and the existence of the desert. In this work, we study the presence of water vapour in the bloated super-Neptune WASP-166 b. This planet orbits an F9-type star in a close orbit of 5.4 days (0.06 AU) and is located in the Neptune desert. The presence of sodium in its atmosphere has recently been confirmed by our team using the same observations as here. Despite its close-in orbit, it preserved its atmosphere, making it a benchmark target for exoplanet atmosphere studies in the desert. We analyse two full transits observed in the visible with the high-resolution spectrograph ESPRESSO. We perform a principal component analysis on the observed spectra to remove telluric features from the Earth atmosphere and the stellar features, and then use the cross-correlation technique to try to isolate the planetary signal. To compute the cross-correlation, we employ a range of water models with different temperatures and cloud deck levels, as well as different line lists, but no model results in a significant detection. We use a Bayesian retrieval tool to simultaneously estimate limits on the abundance of water and the altitude of a cloud layer. This work provides further insight on the Neptune desert planet WASP-166 b, which in addition is scheduled to be observed with JWST.