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

Table 14.

Ranking of Solactive Green Bond Index forecasts given by ARFIMAX

Forecasting length = 80
  No predictor 6 12 7 7
  GB 5 7 4 7
  RE 4 4 4 5
  OVX 5 3 11 7
  SOE 13 13 12 12
  Green 11 11 6 6
  CVI 7 7 13 13
Forecasting length = 160
  No predictor 6 8 7 6
  GB 5 7 4 3
  RE 4 7 5 5
  OVX 6 4 11 11
  SOE 13 13 12 12
  Green 12 12 8 8
  CVI 11 6 13 13