Volatility Spillover between Water, Energy and Food

Peri, Massimo; Vandone, Daniela; Baldi, Lucia

doi:10.3390/su9061071

Cited by 14 publications

(7 citation statements)

References 55 publications

(61 reference statements)

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“…The t-statistics indicate that the mean is statistically significant only for Global Water index 9 We have checked the robustness of our results by additionally estimating our models also using MSCI All Countries that is a global index that is less commonly used than S&P 500. The dynamics of results remain substantially unchanged and this confirms the robustness of our results.…”

Section: Figure 1 -Agriculture Energy Water Indexes and Sandp Index (...mentioning

confidence: 94%

“…Among the most recent papers focusing on the energy-water nexus, Gu et al (2014) [6] use input-output tables to describe the supply consumption relationship between water supply and primary energy sectors, while Nogueira Vilanova and Perrella Balestrieri (2015) [28] focus on the case of Brazil. Works considering jointly agriculture, energy and water are less common (among others see [8,9,29,30,31]). These studies analyze the technical connection that exists between the three elements in order to highlight the need for a joint policy aimed at ensuring a sustainable development.…”

Section: Earlier Literaturementioning

confidence: 99%

“…We also use the S&P 500 to measure the equity market performance of developed and emerging markets. This index represents one of the most common benchmarks used in the literature to evaluate the performance of a global investment strategy 9 .…”

Section: Datamentioning

confidence: 99%

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The impact of energy and agriculture prices on the stock performance of the water industry

Vandone

Peri

Baldi

et al. 2018

Water Resources and Economics

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Section: Figure 1 -Agriculture Energy Water Indexes and Sandp Index (...mentioning

confidence: 94%

Section: Earlier Literaturementioning

confidence: 99%

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The impact of energy and agriculture prices on the stock performance of the water industry

Vandone

Peri

Baldi

et al. 2018

Water Resources and Economics

Self Cite

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“…Peri et al [41] have investigated the financial impacts of WEF nexus among the volatility spillovers by applying a multivariate generalized autoregressive conditional heteroskedasticity (GARCH) technique. The authors have used the daily data and have applied two indexes of the S&P Goldman Sachs (GS) commodity index for modeling the food and energy variable.…”

Section: Literature Review and Real Case Studiesmentioning

confidence: 99%

Food, Energy and Water Nexus: A Brief Review of Definitions, Research, and Challenges

2020

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Vast expansion in consumption is leading to natural resource scarcity and global warming. The integrated management of natural resources, such as food, energy, food (FEW) as one of the most important aspects has been proposed as a solution to meet these challenges. The FEW nexus is a world-wide solution for simultaneously assessing the development and implementation of various approaches focusing on energy, water and food security, sufficiency. This approach is intended to foster sustainable development and improve the quality of life of communities while preserving the natural, human and social capital, address the long-term sustainability challenges and protecting all-natural resources. This paper tries to review some recent research on this topic. For this purpose, first, we describe some facts about demand growth and exponential consumption in these three areas, with emphasis on presented statistics. Then, the most critical research published in this field is reviewed, considering that it took a decade or so before that the original idea was introduced. The most important policymakers of this emerging concept, including committees and conferences, and finally significant challenges and opportunities to the implementation along with future insights, are addressed.

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“…Accordingly, indicated that understanding the links amongst climate change, on the one hand, and water, energy, and food resources (in terms of WEF Nexus), on the other, is critical to developing effective strategies, in order to adapt to expected changes and to ensure adequate access to these resources for a growing global population. Identified some of the key factors and specific impacts of climate change on the WEF Nexus, and presented possible adaptation strategies Peri et al ( 2017 ) Sustainability Analyzed the fluctuations’ implications between the indexes that represent the financial component of the WEF Nexus. Used the Generalized Auto-Regressive Conditional Heteroskedasticity (GARCH) model with daily data, in which the water variable is a proxy for a stock index that represents the performance of the industry involved in the water business at the local and global levels.…”

Section: Introductionmentioning

confidence: 99%

Water strategies and water–food Nexus: challenges and opportunities towards sustainable development in various regions of the World

Salem¹,

Pudza

Yihdego

2022

Sustain. Water Resour. Manag.

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The twenty-first century is witnessing an explosion in global population, environmental changes, agricultural land disintegration, hunger, and geopolitical instabilities. It is difficult to manage these conditions or standardize improvement systems without thinking of the three main elements or subsystems that are necessary for any meaningful development—namely water (W), energy (E), and food (F). These key elements form what is globally agreed upon as the “WEF Nexus.” While considering them, one should think about the other key factors that influence WEF Nexus, including population’s growth, impacts of environmental changes (including climate change), moderation and adaptation regimes to climate change and climate resilience, loss of biodiversity, and sustainable nature. Together, the WEF Nexus subsystems represent a framework to ensure environmental protection that should be seen as an ethical and socioeconomic obligation. Issues, such as protection of water resources, and strategies and management tools or mechanisms for the use of water assets and agricultural innovations under the obligations of sustainable use, are investigated in this paper. Attention is paid to the relationship between water and food (WF Nexus) or water for food security in various world regions, including the Gulf Cooperation Council (GCC) countries, Central Asia countries and the Caucasus, China, Africa, and Canada. This paper also presents analyses of a great number of up-to-date publications regarding the “Nexus” perspective and its applications and limitations. This paper suggests that the Nexus’ approach, in its different concepts (WEF, WE, WF and EF), can promote sustainable development and improve the quality of life of communities, while preserving natural, human, and social capital, addressing sustainability challenges, and protecting natural resources and the environment for long-term use.

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Volatility Spillover between Water, Energy and Food

Cited by 14 publications

References 55 publications

The impact of energy and agriculture prices on the stock performance of the water industry

The impact of energy and agriculture prices on the stock performance of the water industry

Food, Energy and Water Nexus: A Brief Review of Definitions, Research, and Challenges

Water strategies and water–food Nexus: challenges and opportunities towards sustainable development in various regions of the World

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