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. 2023 Jun 1:1–17. Online ahead of print. doi: 10.1007/s11356-023-27870-w

Table 12.

Results of the MCS test in Solactive Green Bond Index forecasting given by weekly TP VAR

No predictor 0.00 0.81 0.00 0.00 1
  GB 0.00 0.77 0.00 0.00 1
  RE 0.00 0.77 0.00 0.00 1
  OVX 0.00 0.71 0.00 0.00 1
  SOE 0.00 0.80 0.00 0.00 1
  Green 0.00 0.81 0.00 0.00 1
  CVI 0.00 0.00 0.00 0.00 0