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Ranking of Solactive Green Bond Index forecasts given by weekly RV HAR
| Predictor | ||||
|---|---|---|---|---|
| Forecasting length = 80 | ||||
| No predictor | 7 | 11 | 6 | 8 |
| GB | 5 | 7 | 3 | 3 |
| RE | 4 | 5 | 4 | 3 |
| OVX | 6 | 4 | 11 | 6 |
| SOE | 13 | 13 | 12 | 12 |
| Green | 8 | 8 | 8 | 7 |
| CVI | 11 | 5 | 13 | 13 |
| Forecasting length = 160 | ||||
| No predictor | 7 | 11 | 8 | 8 |
| GB | 5 | 7 | 5 | 3 |
| RE | 4 | 4 | 5 | 6 |
| OVX | 6 | 6 | 6 | 7 |
| SOE | 13 | 14 | 12 | 12 |
| Green | 12 | 8 | 11 | 8 |
| CVI | 7 | 8 | 13 | 13 |
