多维时空聚类——一项应用于欧洲环境可持续性评分的应用
Multidimensional spatiotemporal clustering -- An application to environmental sustainability scores in Europe
AI总结：
本文通过改进的Chavent等(2018)分层算法，结合可持续性和空间信息进行时空聚类分析，揭示欧洲企业可持续性评分的空间时间模式，发现不同国家和行业的聚类具有显著差异。
摘要：
对公司可持续性绩效的评估在推动向绿色低碳强度经济转型中具有重要相关性。然而，不同地区的企业可能面临不同的可持续性和环境风险与政策。本文旨在研究欧洲企业的可持续性评估的空间和时间模式。我们利用包含公司可持续性绩效信息（通过MSCI ESG评分衡量）和西欧企业地理坐标的大型数据集（2013-2023年）。通过改进的Chavent等(2018)分层算法，我们进行空间聚类分析，结合可持续性和空间信息，并进行时空聚类分析，结合多个可持续性特征的时间动态和空间差异，以检测具有相似可持续性绩效的公司群体。我们能够构建具有显著差异的跨国家和跨行业的聚类。此外，在时空分析中，我们观察到聚类之间存在高度的地理重叠，表明在多维方法中，可持续性评估的时间动态是相关的。我们的发现有助于捕捉西欧ESG评分的多样性，并可能帮助从业者和政策制定者评估面临不同可持续性相关风险的公司。
英文摘要：
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 on 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.
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