When land becomes capital: farmland financialization and sustainability in Brazil
Environmental Research LettersThe growing involvement of equity funds in agriculture intensifies speculative dynamics and creates new tensions between short-term financial performance and long-term ecological stewardship.
Daniel S Silva, Eugenio Y Arima
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Income and energy consumption in Asia-Pacific countries - A panel cointegration analysis enhanced with common factors. [PDF]
Heliyon, 2021 Li R, Joyeux R, Ripple RD.
europepmc +1 more source
, 2014 Cointegration analysis is used to estimate the long-run equilibrium relations between several time series. The coefficients of these long-run equilibrium relations are the cointegrating vectors.
Croux, Christophe, Wilms, Ines
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Cointegration and Forward and Spot Exchange Rate Regressions [PDF]
In this paper we investigate in detail the relationship between models of cointegration between the current spot exchange rate, st, and the current forward rate, ft, and models of cointegration between the future spot rate, st+1, and ft and the ...
Eric Zivot
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The Fisher/Cobb-Douglas Paradox, Factor Shares, and Cointegration [PDF]
This note uses insights from cointegration analysis to reexamine two separate but related issues concerning the estimation of production function parameters.
Debdulal Mallick, Robert S. Chirinko
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The Monitoring of Macroeconomic Indicators Based on Studying their Non-Stationary Dynamics in the Context of Implementing the Strategy of Sustainable Socio-Economic Development of the State [PDF]
Problemi Ekonomiki, 2016 The article suggests the application of modern tools for monitoring macroeconomic indicators and studying their non-stationary dynamics in the context of implementing the strategy of sustainable socio-economic development of the state on the basis of ...
Bril Mykhailo S.
doaj
An Analysis of Cointegration: Investigation of the Cost-Price Squeeze in Agriculture [PDF]
The differences in prices paid and prices received by farmers are examined using cointegration analysis. A Johansen cointegration test between prices paid and prices received revealed that the series were cointegrated.
Bryant, Henry L. +3 more
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Ekonomika Poljoprivrede (1979)The purpose of the paper is to investigate the impact of crude oil prices and domestic macroeconomic uncertainty on food prices in Serbia over the period 2007-2022.
Zorica Mladenović, Emilija Milošević
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EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS [PDF]
For European operators of biofuels plants there are not many hedge vehicles available to hedge operational margins. Cross hedges for rapeoil (with the rapeseed futures contract) and RME (with the NYMEX diesel futures contract) could be useful instruments.
Kastner, Gregor, Ziegelback, Martin
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Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship [PDF]
We examine the properties of several residual-based cointegration tests when long run parameters are subject to multiple shifts driven by an unobservable Markov process. Unlike earlier work, which considered one-off deterministic breaks, our approach has
Luis Martins, Vasco Gabriel
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