Pandas create empty DataFrame with only column names

I have a dynamic DataFrame which works fine, but when there are no data to be added into the DataFrame I get an error. And therefore I need a solution to create an empty DataFrame with only the column names.

For now I have something like this:

df = pd.DataFrame(columns=COLUMN_NAMES) # Note that there are now row data inserted.

PS: It is important that the column names would still appear in a DataFrame.

But when I use it like this I get something like that as a result:

Index([], dtype="object")
Empty DataFrame

The “Empty DataFrame” part is good! But instead of the Index thing I need to still display the columns.

Edit:

An important thing that I found out: I am converting this DataFrame to a PDF using Jinja2, so therefore I’m calling out a method to first output it to HTML like that:

df.to_html()

This is where the columns get lost I think.

Edit2:
In general, I followed this example: http://pbpython.com/pdf-reports.html. The css is also from the link.
That’s what I do to send the dataframe to the PDF:

env = Environment(loader=FileSystemLoader('.'))
template = env.get_template("pdf_report_template.html")
template_vars = {"my_dataframe": df.to_html()}

html_out = template.render(template_vars)
HTML(string=html_out).write_pdf("my_pdf.pdf", stylesheets=["pdf_report_style.css"])

Edit3:

If I print out the dataframe right after creation I get the followin:

[0 rows x 9 columns]
Empty DataFrame
Columns: [column_a, column_b, column_c, column_d, 
column_e, column_f, column_g, 
column_h, column_i]
Index: []

That seems reasonable, but if I print out the template_vars:

'my_dataframe': '<table border="1" class="dataframe">\n  <tbody>\n    <tr>\n      <td>Index([], dtype=\'object\')</td>\n      <td>Empty DataFrame</td>\n    </tr>\n  </tbody>\n</table>'

And it seems that the columns are missing already.

E4:
If I print out the following:

print(df.to_html())

I get the following result already:

<table border="1" class="dataframe">
  <tbody>
    <tr>
      <td>Index([], dtype="object")</td>
      <td>Empty DataFrame</td>
    </tr>
  </tbody>
</table>