{"id":"https://openalex.org/W4402135291","doi":"https://doi.org/10.1007/s10479-024-06231-x","title":"Interpretable machine learning models for ESG stock prices under transition and physical climate risk","display_name":"Interpretable machine learning models for ESG stock prices under transition and physical climate risk","publication_year":2024,"publication_date":"2024-09-02","ids":{"openalex":"https://openalex.org/W4402135291","doi":"https://doi.org/10.1007/s10479-024-06231-x"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-024-06231-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-024-06231-x","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5083732522","display_name":"Haithem Awijen","orcid":"https://orcid.org/0000-0001-8517-4437"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Haithem Awijen","raw_affiliation_strings":["INSEEC Grande Ecole, Omnes Education Group, Paris, France"],"raw_orcid":"https://orcid.org/0000-0001-8517-4437","affiliations":[{"raw_affiliation_string":"INSEEC Grande Ecole, Omnes Education Group, Paris, France","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5022785676","display_name":"Sami Ben Jabeur","orcid":"https://orcid.org/0000-0002-9242-4913"},"institutions":[{"id":"https://openalex.org/I1287193074","display_name":"Universit\u00e9 catholique de lyon","ror":"https://ror.org/01anhj553","country_code":"FR","type":"education","lineage":["https://openalex.org/I1287193074"]},{"id":"https://openalex.org/I4402554080","display_name":"UR CONFLUENCE: Sciences et Humanit\u00e9s","ror":"https://ror.org/02yt1th11","country_code":null,"type":"facility","lineage":["https://openalex.org/I1287193074","https://openalex.org/I4402554080"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Sami Ben Jabeur","raw_affiliation_strings":["UCLy (Lyon Catholic University), ESDES, Lyon, France","UCLy (Lyon Catholic University), UR CONFLUENCE : Sciences et Humanit\u00e9s (EA1598), Lyon, France"],"raw_orcid":"https://orcid.org/0000-0002-9242-4913","affiliations":[{"raw_affiliation_string":"UCLy (Lyon Catholic University), ESDES, Lyon, France","institution_ids":["https://openalex.org/I1287193074"]},{"raw_affiliation_string":"UCLy (Lyon Catholic University), UR CONFLUENCE : Sciences et Humanit\u00e9s (EA1598), Lyon, France","institution_ids":["https://openalex.org/I1287193074","https://openalex.org/I4402554080"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5006522957","display_name":"Julien Pillot","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Julien Pillot","raw_affiliation_strings":["INSEEC Grande Ecole, Omnes Education Group, Paris, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"INSEEC Grande Ecole, Omnes Education Group, Paris, France","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5083732522"],"corresponding_institution_ids":[],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":9.6989,"has_fulltext":false,"cited_by_count":14,"citation_normalized_percentile":{"value":0.97496415,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"357","issue":"1","first_page":"191","last_page":"221"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10438","display_name":"Energy, Environment, Economic Growth","score":0.9907000064849854,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9896000027656555,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.7477843165397644},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.569096028804779},{"id":"https://openalex.org/keywords/climate-change","display_name":"Climate change","score":0.4969160854816437},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4780983626842499},{"id":"https://openalex.org/keywords/transition","display_name":"Transition (genetics)","score":0.44852912425994873},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.43179967999458313},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.4162028729915619},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3739548921585083},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.37176209688186646},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.30302298069000244},{"id":"https://openalex.org/keywords/chemistry","display_name":"Chemistry","score":0.16648036241531372},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.14957115054130554},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.12613794207572937},{"id":"https://openalex.org/keywords/biology","display_name":"Biology","score":0.09295645356178284}],"concepts":[{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.7477843165397644},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.569096028804779},{"id":"https://openalex.org/C132651083","wikidata":"https://www.wikidata.org/wiki/Q7942","display_name":"Climate change","level":2,"score":0.4969160854816437},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4780983626842499},{"id":"https://openalex.org/C194232998","wikidata":"https://www.wikidata.org/wiki/Q1606712","display_name":"Transition (genetics)","level":3,"score":0.44852912425994873},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.43179967999458313},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4162028729915619},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3739548921585083},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.37176209688186646},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.30302298069000244},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.16648036241531372},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.14957115054130554},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.12613794207572937},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.09295645356178284},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10479-024-06231-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-024-06231-x","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:HAL:hal-05148950v1","is_oa":false,"landing_page_url":"https://ucly.hal.science/hal-05148950","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Annals of Operations Research, 2024, &#x27E8;10.1007/s10479-024-06231-x&#x27E9;","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Climate action","score":0.8600000143051147,"id":"https://metadata.un.org/sdg/13"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":74,"referenced_works":["https://openalex.org/W861925310","https://openalex.org/W1566325108","https://openalex.org/W1606266079","https://openalex.org/W1984004595","https://openalex.org/W1998656105","https://openalex.org/W2049987483","https://openalex.org/W2055161138","https://openalex.org/W2056132907","https://openalex.org/W2121393721","https://openalex.org/W2122825543","https://openalex.org/W2135046866","https://openalex.org/W2144131031","https://openalex.org/W2189255354","https://openalex.org/W2295598076","https://openalex.org/W2460444101","https://openalex.org/W2460668451","https://openalex.org/W2595186334","https://openalex.org/W2618851150","https://openalex.org/W2755824993","https://openalex.org/W2766533978","https://openalex.org/W2768348081","https://openalex.org/W2776069088","https://openalex.org/W2895348244","https://openalex.org/W2899564791","https://openalex.org/W2971270198","https://openalex.org/W2972137283","https://openalex.org/W2975025053","https://openalex.org/W2981558537","https://openalex.org/W2996233037","https://openalex.org/W3016208458","https://openalex.org/W3019427697","https://openalex.org/W3023058206","https://openalex.org/W3048149558","https://openalex.org/W3117520445","https://openalex.org/W3122605767","https://openalex.org/W3126081245","https://openalex.org/W3131102529","https://openalex.org/W3195376714","https://openalex.org/W3196503391","https://openalex.org/W3202615137","https://openalex.org/W3203674807","https://openalex.org/W4205436153","https://openalex.org/W4205539948","https://openalex.org/W4207039052","https://openalex.org/W4214836379","https://openalex.org/W4220662354","https://openalex.org/W4221040930","https://openalex.org/W4232046918","https://openalex.org/W4234698323","https://openalex.org/W4283794674","https://openalex.org/W4286432986","https://openalex.org/W4289109823","https://openalex.org/W4295021534","https://openalex.org/W4297924279","https://openalex.org/W4300578501","https://openalex.org/W4304182572","https://openalex.org/W4306688996","https://openalex.org/W4312118455","https://openalex.org/W4323048183","https://openalex.org/W4365505098","https://openalex.org/W4366263056","https://openalex.org/W4376617525","https://openalex.org/W4378549571","https://openalex.org/W4378983348","https://openalex.org/W4380767701","https://openalex.org/W4381487216","https://openalex.org/W4381891190","https://openalex.org/W4383645781","https://openalex.org/W4384895430","https://openalex.org/W4387378152","https://openalex.org/W4390651298","https://openalex.org/W4398782611","https://openalex.org/W6631500186","https://openalex.org/W6723937572"],"related_works":["https://openalex.org/W2064563243","https://openalex.org/W4250775169","https://openalex.org/W3096121261","https://openalex.org/W4309231192","https://openalex.org/W3190643595","https://openalex.org/W1727353606","https://openalex.org/W2292168444","https://openalex.org/W4225788860","https://openalex.org/W2360747494","https://openalex.org/W4376872516"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":10},{"year":2024,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
