Environmetrics最新文献

The assessment of corporate sustainability performance is extremely relevant in facilitating the transition to a green and low-carbon intensity economy. However, companies located in different areas may be subject to different sustainability and environmental risks and policies. Henceforth, the main objective of this paper is to investigate the spatial and temporal pattern of the sustainability evaluations of European firms. We leverage a large dataset containing information about companies' sustainability performances, measured by MSCI ESG ratings, and geographical coordinates of firms in Western Europe between 2013 and 2023. By means of a modified version of the Chavent et al. (2018) hierarchical algorithm, we conduct a spatial clustering analysis, combining sustainability and spatial information, and a spatiotemporal clustering analysis, which combines the time dynamics of multiple sustainability features and spatial dissimilarities, to detect groups of firms with homogeneous sustainability performance. We are able to build cross-national and cross-industry clusters with remarkable differences in terms of sustainability scores. Among other results, in the spatio-temporal analysis, we observe a high degree of geographical overlap among clusters, indicating that the temporal dynamics in sustainability assessment are relevant within a multidimensional approach. Our findings help to capture the diversity of ESG ratings across Western Europe and may assist practitioners and policymakers in evaluating companies facing different sustainability-linked risks in different areas.

One of the main issues facing agrometeorological studies involves measuring and modeling the evolution of different environmental variables over time; this often requires a dense monitoring network. Spatio-temporal geostatistics has the potential to provide techniques and tools to estimate the spatio-temporal multiple covariance function and define an appropriate multivariate correlation function capable of reliable predictions. This paper presents a spatio-temporal multivariate geostatistical modeling approach based on the joint diagonalization of the empirical covariance matrix evaluated at different spatio-temporal lags. The possibility to consider a reduced number of uncorrelated variables (lower than the number of observed variables) and separately model the spatio-temporal evolution of these uncorrelated components represents a substantial simplification for multivariate modeling. A space–time linear coregionalization model (ST-LCM) with appropriate parametric models for the latent components was fitted to the matrix-valued covariance function estimated for five relevant agrometeorological variables, including evapotranspiration, minimum and maximum humidity, maximum temperature, and precipitation. The analyses highlight how to identify space–time components and choose the corresponding model by evaluating some characteristics of these components, such as symmetry, separability, and type of non-separability. The predictive results of this multivariate study will be of interest for agriculture, in particular for addressing drought emergencies.

Many spatially dependent phenomena that are of interest in environmental problems are characterized by strong anisotropy and non-stationarity. Moreover, the data are often observed over regions with complex conformations, such as water bodies with complicated shorelines or regions with complex orography. Furthermore, the distribution of the data locations may be strongly inhomogeneous over space. These issues may challenge popular approaches to spatial data analysis. In this work, we show how we can accurately address these issues by spatial regression with differential regularization. We model the spatial variation by a Partial Differential Equation (PDE), defined upon the considered spatial domain. This PDE may depend upon some unknown parameters that we estimate from the data through an appropriate profiling estimation approach. The PDE may encode some available problem-specific information on the considered phenomenon, and permit a rich modeling of anisotropy and non-stationarity. The performances of the proposed approach are compared to competing methods through simulation studies and real data applications. In particular, we analyze rainfall data over Switzerland, characterized by strong anisotropy, and oceanographic data in the Gulf of Mexico, characterized by non-stationarity due to the Gulf Stream.

Vine copulas are flexible dependence models using bivariate copulas as building blocks. If the parameters of the bivariate copulas in the vine copula depend on covariates, one obtains a conditional vine copula. We propose an extension for the estimation of continuous conditional vine copulas, where the parameters of continuous conditional bivariate copulas are estimated sequentially and separately via gradient-boosting. For this purpose, we link covariates via generalized linear models (GLMs) to Kendall's $��\tau �$ correlation coefficient from which the corresponding copula parameter can be obtained. In a second step, an additional covariate deselection procedure is applied. The performance of the gradient-boosted conditional vine copulas is illustrated in a simulation study. Linear covariate effects in low- and high-dimensional settings are investigated separately for the conditional bivariate copulas and the conditional vine copulas. Moreover, the gradient-boosted conditional vine copulas are applied to the multivariate postprocessing of ensemble weather forecasts in a low-dimensional covariate setting. The results show that our suggested method is able to outperform the benchmark methods and identifies temporal correlations better. Additionally, we provide an R-package called boostCopula for this method.

One of the main aims of wildlife disease ecology is to identify how disease dynamics vary in space and time and as a function of population density. However, monitoring spatiotemporal and density-dependent disease dynamics in the wild is challenging because the observation process is error-prone, which means that individuals, their disease status, and their spatial locations are unobservable, or only imperfectly observed. In this paper, we develop a novel spatially-explicit capture-recapture (SCR) model motivated by an SCR data set on European badgers (Meles meles), naturally infected with bovine tuberculosis (Mycobacterium bovis, TB). Our model accounts for the observation process of individuals as a function of their latent activity centers, and for their imperfectly observed disease status and its effect on demographic rates and behavior. This framework has the advantage of simultaneously modeling population demographics and disease dynamics within a spatial context. It can therefore generate estimates of critical parameters such as population size; local and global density by disease status and hence spatially-explicit disease prevalence; disease transmission probabilities as functions of local or global population density; and demographic rates as functions of disease status. Our findings suggest that infected badgers have lower survival probability but larger home range areas than uninfected badgers, and that the data do not provide strong evidence that density has a non-zero effect on disease transmission. We also present a simulation study, considering different scenarios of disease transmission within the population, and our findings highlight the importance of accounting for spatial variation in disease transmission and individual disease status when these affect demographic rates. Collectively these results show our new model enables a better understanding of how wildlife disease dynamics are linked to population demographics within a spatiotemporal context.

The use of satellite precipitation products (SPP) allows for precipitation information to be collected nearly globally, but questions remain regarding their ability to reproduce extreme precipitation over mountainous terrain. In this work, we assess the ability of the precipitation estimation from remotely sensed information using artificial neural networks-climate data record (PERSIANN-CDR) to capture daily precipitation extremes by comparing PERSIANN-CDR with corresponding station data in the summer at remote locations in the northern US Rocky Mountains of Wyoming, Idaho, and Montana. The assessment utilizes the regular variation framework from extreme value theory and consists of two parts: (1) evaluating the extent to which PERSIANN-CDR can capture precipitation extremes through inference on an asymptotic dependence parameter, concluding that the level of asymptotic dependence is moderate throughout the region; (2) developing a tail dependence regression modeling framework and a Gibbs posterior approach for inference to investigate the degree to which elevation and topographic heterogeneity impact the level of asymptotic dependence, finding that the inclusion of a set of meteorological covariates, when combined with the PERSIANN-CDR output, yields an increased level of asymptotic dependence with station data.