GREEN BOND INDEX PRICE FORECASTING: COMPARATIVE ANALYSIS OF MACHINE LEARNING MODELS DOI Open Access
Seda İşgüzar, Eda FENDOĞLU, Ahmed İhsan Şimşek

et al.

Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi, Journal Year: 2024, Volume and Issue: unknown

Published: Aug. 22, 2024

Today, green financial products have garnered recognition and are consequently regarded as alternative assets. Green bonds exclusively allocate their funds to environmentally sustainable initiatives. facilitate companies in enhancing both environmental performance by promoting innovations stemming from initiatives long-term investments. This study focused on predicting the price of bond index Japan. The input factors for prediction Japan include Nikkei225, USD/JPY, crude oil assets, which seen investment options Japanese investors. utilized a dataset spanning 693 days, 06.05.2021 02.05.2024. acquired data is partitioned into two distinct sets: one training testing. 80% was allocated purposes, while remaining 20% designated various approaches including RF, MLP, GBR, XGBoost, LSTM, SVR, Catboost, Linear Regression. these models compared using evaluation metrics such MSE, RMSE, MAE, MAPE, R2 values. research revealed that GBR model exhibited highest set, whereas XGBoost RF yielded superior results test set.

Language: Английский

Niche Markets for Sustainable Agri-food Systems: A Systematic Review DOI Creative Commons
Kehinde Oluseyi Olagunju, Simone Angioloni, Maurizio Canavari

et al.

Heliyon, Journal Year: 2025, Volume and Issue: unknown, P. e42346 - e42346

Published: Jan. 1, 2025

The agri-food systems face many global and local challenges, including climate change, environmental degradation, loss of biodiversity. As the population continues to rise, demand for food other ecosystem services also increases, escalating pressure on systems. There is an urgent need transition systems' goals from production efficiency sustainability address these challenges. Within systems, niche marketing has gained prominence in achieving sustainability. Using PRISMA framework, this study performs a systematic literature review up November 2024 gather existing evidence how markets can promote sustainable while identifying challenges policy options. To end, two databases were employed: Web Sciences Scopus. Findings selected (58 articles) indicate that developing deliver agriculture subject various related risk exposure, entry barriers, changing consumer preferences, institutional context. In general, three main ways through which support identified. Firstly, provide financial incentives encourage farmers adopt environmentally friendly practices by increasing price premiums limiting competitors' market access. Secondly, facilitate partnerships networks enable sharing know-how best practices, reducing high cost transitioning Thirdly, radical innovations technologies increased economic performance. terms implications, public initiatives fostering expansion should increase support, access credit, legal recognition certifications products. Other measures include knowledge transfer networking between consumers.

Language: Английский

Citations

1

Niche Markets for Sustainable Agri-Food Systems: A Systematic Review DOI
Kehinde Oluseyi Olagunju, Simone Angioloni, Maurizio Canavari

et al.

Published: Jan. 1, 2024

Language: Английский

Citations

0

GREEN BOND INDEX PRICE FORECASTING: COMPARATIVE ANALYSIS OF MACHINE LEARNING MODELS DOI Open Access
Seda İşgüzar, Eda FENDOĞLU, Ahmed İhsan Şimşek

et al.

Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi, Journal Year: 2024, Volume and Issue: unknown

Published: Aug. 22, 2024

Today, green financial products have garnered recognition and are consequently regarded as alternative assets. Green bonds exclusively allocate their funds to environmentally sustainable initiatives. facilitate companies in enhancing both environmental performance by promoting innovations stemming from initiatives long-term investments. This study focused on predicting the price of bond index Japan. The input factors for prediction Japan include Nikkei225, USD/JPY, crude oil assets, which seen investment options Japanese investors. utilized a dataset spanning 693 days, 06.05.2021 02.05.2024. acquired data is partitioned into two distinct sets: one training testing. 80% was allocated purposes, while remaining 20% designated various approaches including RF, MLP, GBR, XGBoost, LSTM, SVR, Catboost, Linear Regression. these models compared using evaluation metrics such MSE, RMSE, MAE, MAPE, R2 values. research revealed that GBR model exhibited highest set, whereas XGBoost RF yielded superior results test set.

Language: Английский

Citations

0