Related papers: Joint Liability Model with Adaptation to Climate C…
This paper proposes an algorithmic trading framework integrating Environmental, Social, and Governance (ESG) ratings with a pairs trading strategy. It addresses the demand for socially responsible investment solutions by developing a unique…
While environmental, social, and governance (ESG) trading activity has been a distinctive feature of financial markets, the debate if ESG scores can also convey information regarding a company's riskiness remains open. Regulatory…
We systematically investigate the links between price returns and Environment, Social and Governance (ESG) scores in the European equity market. Using interpretable machine learning, we examine whether ESG scores can explain the part of…
The growth of machine learning (ML) models and associated datasets triggers a consequent dramatic increase in energy costs for the use and training of these models. In the current context of environmental awareness and global sustainability…
In the Sahel region the population depends largely on rain-fed agriculture. In West Africa in particular, climate models turn to be unable to capture some basic features of present-day climate variability. This study proposes a contribution…
A comprehensive geoscientific downscaling model strategy is presented outlining an approach that has evolved over the last 20 years, together with an explanation for its development, its technical aspects, and evaluation scheme. This effort…
Expected Shortfall (ES), also known as superquantile or Conditional Value-at-Risk, has been recognized as an important measure in risk analysis and stochastic optimization, and is also finding applications beyond these areas. In finance, it…
To analyze climate change mitigation strategies, economists rely on simplified climate models - climate emulators. We propose a generic and transparent calibration and evaluation strategy for these climate emulators that is based on Coupled…
Research on environmental risk modeling relies on numerous indicators to quantify the magnitude and frequency of extreme climate events, their ecological, economic, and social impacts, and the coping mechanisms that can reduce or mitigate…
Understanding the earth's climate system and how it might be changing is a preeminent scientific challenge. Global climate models are used to simulate past, present, and future climates, and experiments are executed continuously on an array…
Agricultural price volatility, driven by market dynamics and meteorological factors such as temperature and precipitation, poses challenges for sustainable finance, planning, and policy. This study analyzes the impact of climate on crop…
The availability of weather data from remotely sensed Earth observation (EO) data has reduced the cost of including weather variables in econometric models. Weather variables are common instrumental variables used to predict economic…
Motivated by the climate crisis that is currently ravaging the planet, we propose and analyze a novel framework for the evolution of anthropogenic climate impact in which the evolution of human environmental behavior and environmental…
This study focuses on the novel municipal-scale rural integrated energy system (RIES), which encompasses energy supply and application. By constructing a seven-dimensional evaluation system including energy efficiency, energy supply,…
The rich history of observing system simulation experiments (OSSEs) does not yet include a well-established framework for using climate models. The need for a climate OSSE is triggered by the need to quantify the value of a particular…
A number of labeling systems based on text have been proposed to help monitor work on the United Nations (UN) Sustainable Development Goals (SDGs). Here, we present a systematic comparison of systems using a variety of text sources and show…
Climate change poses significant challenges to the agricultural and financial sectors, affecting crop productivity and overall financial stability. This study evaluates the robustness of the Actuaries Climate Index$^{TM}$ (ACI), a newer…
We introduce a framework for developing efficient and interpretable climate emulators (CEs) for economic models of climate change. The paper makes two main contributions. First, we propose a general framework for constructing carbon-cycle…
Sustainability reports are key for evaluating companies' environmental, social and governance, ESG performance, but their content is increasingly obscured by greenwashing - sustainability claims that are misleading, exaggerated, and…
Given the increasing pressures exerted by climate change on small-scale agriculture, the importance of participatory modelling methodologies that can consider both the human and environmental components of these systems has become more and…