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