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This paper introduces a Bayesian hierarchical modeling framework within a fully probabilistic setting for crop yield estimation, model selection, and uncertainty forecasting under multiple future greenhouse gas emission scenarios. By…

Applications · Statistics 2025-07-30 Dan Li , Vassili Kitsios , David Newth , Terence John O'Kane

Policy targets evolve faster than the Coupled Model Intercomparison Project cycles, complicating adaptation and mitigation planning that must often contend with outdated projections. Climate model output emulators address this gap by…

Atmospheric and Oceanic Physics · Physics 2026-04-14 Shahine Bouabid , Andre Nogueira Souza , Raffaele Ferrari

This paper addresses estimates of climate risk embedded within a bank credit portfolio. The proposed Climate Extended Risk Model (CERM) adapts well known credit risk models and makes it possible to calculate incremental credit losses on a…

Risk Management · Quantitative Finance 2022-04-12 Josselin Garnier , Jean-Baptiste Gaudemet , Anne Gruz

Continued interest in sustainable investing calls for an axiomatic approach to measures of risk and reward that focus not only on financial returns, but also on measures of environmental and social sustainability, i.e. environmental,…

Mathematical Finance · Quantitative Finance 2026-02-19 Gabriele Torri , Rosella Giacometti , Darinka Dentcheva , Svetlozar T. Rachev , W. Brent Lindquist

To fight climate change and accommodate the increasing population, global crop production has to be strengthened. To achieve the "sustainable intensification" of agriculture, transforming it from carbon emitter to carbon sink is a priority,…

Machine Learning · Computer Science 2022-11-08 Georgios Giannarakis , Vasileios Sitokonstantinou , Roxanne Suzette Lorilla , Charalampos Kontoes

Agricultural production is affected by climate extremes, which are increasing because of global warming. This motivates the need of a proper evaluation of the agricultural production systems resilience to enhance food security, market…

Populations and Evolution · Quantitative Biology 2019-02-08 Matteo Zampieri , Christof Weissteiner , Bruna Grizzetti , Andrea Toreti , Maurits van den Berg M. , Frank Dentener

Sustainability or ESG rating agencies use company disclosures and external data to produce scores or ratings that assess the environmental, social, and governance performance of a company. However, sustainability ratings across agencies for…

Artificial Intelligence · Computer Science 2026-02-20 Xiaoran Cai , Wang Yang , Xiyu Ren , Chekun Law , Rohit Sharma , Peng Qi

Since the beginning of this century, there has been a growing body of research and developments supporting the participation of energy storage systems (ESS) in the emission reduction mandates. However, regardless of these efforts and…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Haotian Yao , Vahid Hakimian , Mostafa Farrokhabadi , Hamidreza Zareipour

Over the past years, topics ranging from climate change to human rights have seen increasing importance for investment decisions. Hence, investors (asset managers and asset owners) who wanted to incorporate these issues started to assess…

Artificial Intelligence · Computer Science 2021-09-22 Tim Krappel , Alex Bogun , Damian Borth

Environmental Social Governance (ESG) is a widely used metric that measures the sustainability of a company practices. Currently, ESG is determined using self-reported corporate filings, which allows companies to portray themselves in an…

Social and Information Networks · Computer Science 2023-09-12 Aarav Patel , Peter Gloor

Economic Complexity (EC) methods have gained increasing popularity across fields and disciplines. In particular, the EC toolbox has proved particularly promising in the study of complex and interrelated phenomena, such as the transition…

General Economics · Economics 2024-03-12 Bernardo Caldarola , Dario Mazzilli , Lorenzo Napolitano , Aurelio Patelli , Angelica Sbardella

In this work we propose a framework to construct Market-Implied Sustainability (MIS) scores for individual firms by exploiting fund-level sustainability classifications and granular portfolio holdings. The central idea is that the relative…

Portfolio Management · Quantitative Finance 2026-03-17 Rosella Giacometti , Gabriele Torri , Marco Bonomelli , Davide Lauria

Climate response metrics are used to quantify the Earth's climate response to anthropogenic changes of atmospheric CO2. Equilibrium Climate Sensitivity (ECS) is one such metric that measures the equilibrium response to CO2 doubling.…

Atmospheric and Oceanic Physics · Physics 2023-01-11 Robbin Bastiaansen , Peter Ashwin , Anna S. von der Heydt

The initial Climate-Extended Risk Model (CERM) addresses the estimate of climate-related financial risk embedded within a bank loan portfolio, through a climatic extension of the Basel II IRB model. It uses a Gaussian copula model…

Risk Management · Quantitative Finance 2022-05-06 Jean-Baptiste Gaudemet , Jules Deschamps , Olivier Vinciguerra

Humanity's progress in combating hunger, poverty, and child mortality is marred by escalating environmental degradation due to rising greenhouse gas emissions and climate change impacts. Despite positive developments, ecosystems are…

This paper presents an integrated modelling assessment that estimated the sensitivities of five endogenous factors in commercial rangelands, i.e. number of active farmers, profits, stocking rate, standing herbage biomass, and soil erosion,…

A high degree of consensus exists in the climate sciences over the role that human interference with the atmosphere is playing in changing the climate. Following the Paris Agreement, a similar consensus exists in the policy community over…

Atmospheric and Oceanic Physics · Physics 2018-07-02 J-F Mercure , H. Pollitt , N. R. Edwards , P. B. Holden , U. Chewpreecha , P. Salas , A. Lam , F. Knobloch , J. Vinuales

Climate change impact studies inform policymakers on the estimated damages of future climate change on economic, health and other outcomes. In most studies, an annual outcome variable is observed, e.g. agricultural yield, along with a…

Methodology · Statistics 2023-04-24 Xiaomeng Cui , Bulat Gafarov , Dalia Ghanem , Todd Kuffner

Environmental, Social and Governance (ESG) rating is a way for investors to prioritise investments in companies with good corporate behaviour. However, ESG ratings are vulnerable to greenwashing in a number of ways. In this paper we study…

Social and Information Networks · Computer Science 2026-03-20 Rudy Arthur , Guillherme Machado

Environmental, social, and governance (ESG) reports are globally recognized as a keystone in sustainable enterprise development. However, current literature has not concluded the development of topics and trends in ESG contexts in the…

Computational Engineering, Finance, and Science · Computer Science 2025-10-28 Ziyuan Xia , Anchen Sun , Xiaodong Cai , Saixing Zeng
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