Food Security–Renewable Energy Nexus: Innovations and Shocks in Saudi Arabia
Abstract
:1. Introduction
2. Methodology and Empirical Approach
2.1. Data
2.2. Econometrics Model
2.2.1. Unit-Root Test
2.2.2. Basic VAR System
2.3. Robust Analysis Checks
2.3.1. Impulse Response Functions
2.3.2. Forecast-Error Variance Decompositions
3. Results
3.1. Unit Root Result
3.2. Lag-Order Selection Criteria
3.3. VAR Results
3.4. VAR Diagnosis Analysis
3.5. Granger Causality Results
3.6. Forecast Error Variance Decomposition for Food Security and Renewable Energy Consumption
3.7. Graphical Robustness Checks
4. Discussion
5. Conclusions
6. Policy Implications and Limitations
Author Contributions
Funding
Institutional Review Board Statement
Informed Consent Statement
Data Availability Statement
Conflicts of Interest
References
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Statistic Term | ADER | CIDR | SOLAR | WIND |
---|---|---|---|---|
Mean | 2380.478 | 86.870 | 2.061 | 2.706 |
Median | 2398.000 | 88.000 | 0.332 | 0.752 |
Maximum | 2424.000 | 103.600 | 10.807 | 11.768 |
Minimum | 2312.000 | 69.900 | −0.571 | −0.650 |
Std. Dev. | 37.822 | 10.430 | 3.018 | 3.603 |
Skewness | −0.633 | −0.111 | 1.413 | 1.369 |
Kurtosis | 1.910 | 1.888 | 4.205 | 3.626 |
Jarque–Bera | 2.675 | 1.233 | 9.044 | 7.558 |
Probability | 0.263 | 0.540 | 0.011 | 0.023 |
Sum | 54,751.000 | 1998.000 | 47.402 | 62.236 |
Sum Sq. Dev. | 31,471.740 | 2393.249 | 200.334 | 285.553 |
Observations | 23 | 23 | 23 | 23 |
Ng–Perron Test Statistics (Intercept Model) at a Level | Ng–Perron Test Statistics (Intercept Model) at First Difference | |||||||
---|---|---|---|---|---|---|---|---|
Test Variable | MZa | MZt | MSB | MPT | MZa | MZt | MSB | MPT |
LnADER | −2.742 | −0.913 | 0.333 | 8.059 | −55.705 | −4.988 | 0.090 | 1.105 |
LnCIDR | −13.717 | −2.481 | 0.181 | 2.288 | −16.713 | −2.890 | 0.173 | 1.470 |
LnSOLAR | −4.990 | −1.448 | 0.290 | 5.194 | −11.945 | −2.197 | 0.184 | 2.939 |
LnWIND | −10.801 | −2.302 | 0.213 | 2.350 | −7.948 | −1.962 | 0.247 | 3.194 |
Endogenous Variables | Tau-Statistic | a p-Values | Z-Statistic | p-Values |
---|---|---|---|---|
LnADER | −4.493 | 0.063 | −17.99193 | 0.1599 |
LnCIDR | −3.397 | 0.304 | −13.56217 | 0.4227 |
LnSOLAR | −2.701 | 0.603 | −11.29017 | 0.5981 |
LnWIND | −4.801 | 0.038 *** | −22.93033 | 0.033 *** |
Intermediate Results | ||||
Tests | LnADER | LnCIDR | LnSOLAR | LnWIND |
b Rho (ρ) (rho) − 1 | −0.818 | −0.616 | −0.5132 | −1.0423 |
c Rho (ρ) S.E. | 0.182 | 0.1814 | 0.1899 | 0.217 |
Residual variance | 8.82 × 10−6 | 0.0006 | 0.5198 | 0.705 |
Long-run residual variance | 8.82 × 10−6 | 0.0006 | 0.5198 | 0.705 |
** Number of stochastic trends | 4 | 4 | 4 | 4 |
Estimation Lag Order Statistics | ||||||||
---|---|---|---|---|---|---|---|---|
Lag | LogL | LR | FPE | AIC | HQIC | SBIC | df | p-Value |
0 | 7.669 | 9.2e | 8.00 | −4.852 | −4.825 | |||
1 | 118.367 | 141.4 | 2.2 × 10−10 | −10.930 | −10.793 | −9.940 | 16 | 0.00 |
2 | 153.247 | 69.759 * | 3.8 × 10−11 * | −13.027 * | −12.782 * | −11.247 * | 16 | 0.00 |
Independent Variables (Exogenous) | Dependent Variables (Endogenous) | |||
---|---|---|---|---|
LnADER | LnCIDR | LnSOLAR | LnWIND | |
LnADER(−1) | 1.054 (0.141) [7.468] *** | 1.756 (0.317) [5.549] *** | −2.183 (0.302) [−7.239] *** | 0.036 (0.183) [0.198] |
LnADER(−2) | −0.521 (0.133) [−3.922] *** | 0.291 (0.341) [0.852] | −0.373 (0.516) [−0.723] | 0.484 (0.207) [2.341] |
LnCIDR(−1) | 0.042 (0.109) [0.388] | 0.759 (0.244) [3.105] *** | 0.026 (0.233) [0.110] | −0.057 (0.141) [−0.404] |
LnCIDR(−2) | 0.005 (0.103) [0.044] | 0.051 (0.263) [0.193] | 0.206 (0.399) [0.517] | −0.108 (0.160) [−0.679] |
LnSOLAR(−1) | −0.194 (0.090) [−2.157] ** | 0.376 (0.201) [1.867] ** | 0.516 (0.192) [2.690] ** | 0.196 (0.116) [1.691] * |
LnSOLAR(−2) | 0.069 (0.084) [0.817] | 0.365 (0.217) [1.682] * | −1.285 (0.328) [−3.914] *** | 0.238 (0.131) [1.812] |
LnWIND(−1) | −0.237 (0.166) [−1.424] | 0.184 (0.373) [0.493] | −0.044 (0.355) [−0.125] | −0.143 (0.215) [−0.665] |
LnWIND(−2) | 0.316 (0.157) [2.017] ** | −0.394 (0.402) [−0.980] | 0.002 (0.609) [0.004] | 0.509 (0.244) [2.090] ** |
Constant | 941.480 (184.138) [5.113] *** | −93.074 (142.190) [−0.655] | 236.151 (117.098) [2.017] ** | −166.250 (217.048) [−0.766] |
RMSFE | 0.000813 | 0.025469 | 0.426824 | 1.21787 |
R-squared | 0.996 | 0.9730 | 0.9864 | 0.760 |
Chi2 | 11,667.92 *** | 647.7489 *** | 1303.26 | 57.09254 |
Log-likelihood | 153.2501 | |||
FPE | 3.83 × 10−11 | |||
Det (Sigma_ml) | 4.73 × 10−13 | |||
AIC | −24.82375 | |||
HQIC | −24.60549 | |||
SBIC | −23.24086 |
Null hypothesis: No serial correlation at lag h | ||||||
Lag | LRE * stat | df | p-value | Rao F-stat | df | p-value |
1 | 11.99049 | 16 | 0.7446 | 0.683857 | (16, 15.9) | 0.7720 |
2 | 16.73130 | 16 | 0.4032 | 1.069668 | (16, 15.9) | 0.4475 |
Null hypothesis: No serial correlation at lags 1 to h | ||||||
Lag | LRE * stat | df | p-value | Rao F-stat | df | Prob. |
1 | 11.99049 | 16 | 0.7446 | 0.683857 | (16, 15.9) | 0.7720 |
2 | 45.69779 | 32 | 0.0552 | 1.405993 | (32, 5.3) | 0.3734 |
Root | Modulus |
---|---|
0.225244 − 0.939224i | 0.965855 |
0.225244 + 0.939224i | 0.965855 |
0.961982 | 0.961982 |
0.781949 − 0.448352i | 0.901368 |
0.781949 + 0.448352i | 0.901368 |
−0.169970 − 0.528043i | 0.554724 |
−0.169970 + 0.528043i | 0.554724 |
−0.138230 | 0.138230 |
Excluded | chi2 | Prob > chi2 | The Results of Causality Run | Direction | |
---|---|---|---|---|---|
LnADER | LnCIDR | 150.100 | 0.00 *** | CIDR → ADER | Unidirectional |
LnSOLAR | 52.770 | 0.00 *** | Solar ←→ ADER | Bidirectional | |
LnWIND | 0.848 | 0.65 | No causality | Individuality | |
ALL | 319.330 | 0.00 *** | REC ←→ ADER | Bidirectional | |
LnCIDR | LnADER | 0.893 | 0.64 | No causality | Individuality |
LnSOLAR | 1.388 | 0.50 | No causality | Individuality | |
LnWIND | 0.9188 | 0.63 | No causality | Individuality | |
ALL | 4.763 | 0.58 | No causality | Individuality | |
LnSolar | LnADER | 18.457 | 0.00 *** | ADER ←→ Solar | Bidirectional |
LnCIDR | 0.600 | 0.74 | No causality | Individuality | |
LnWIND | 1.499 | 0.47 | No causality | Individuality | |
ALL | 65.480 | 0.00 *** | FS ←→ Solar | Bidirectional | |
Lnwind | LnADER | 2.307 | 0.32 | No causality | Individuality |
LnCIDR | 2.337 | 0.31 | No causality | Individuality | |
LnSOLAR | 6.615 | 0.04 * | Solar → Wind | Unidirectional | |
ALL | 27.962 | 0.00 *** | FS ←→ Wind | Bidirectional |
Period | FEVD for LnADER | FEVD for LnCIDR | ||||||
---|---|---|---|---|---|---|---|---|
LnADER | LnCIDR | LnSOLAR | LnWIND | LnADER | LnCIDR | LnSOLAR | LnWIND | |
1 | 100.000 | 0.000 | 0.000 | 0.000 | 50.452 | 49.548 | 0.000 | 0.000 |
2 | 80.955 | 6.919 | 11.768 | 0.358 | 48.622 | 49.942 | 0.299 | 1.137 |
3 | 61.909 | 16.568 | 21.246 | 0.277 | 49.341 | 40.390 | 5.612 | 4.657 |
4 | 57.996 | 22.503 | 19.120 | 0.381 | 55.637 | 35.422 | 5.394 | 3.547 |
5 | 56.378 | 22.147 | 20.905 | 0.570 | 56.110 | 36.449 | 4.479 | 2.962 |
6 | 56.010 | 20.173 | 23.302 | 0.515 | 53.836 | 38.703 | 3.957 | 3.503 |
7 | 56.127 | 22.750 | 20.469 | 0.655 | 52.867 | 38.456 | 4.785 | 3.892 |
8 | 53.067 | 26.817 | 18.581 | 1.535 | 53.395 | 36.439 | 6.446 | 3.720 |
9 | 50.742 | 27.647 | 18.933 | 2.678 | 54.790 | 35.678 | 6.044 | 3.488 |
10 | 48.941 | 26.556 | 21.458 | 3.045 | 54.199 | 36.693 | 5.597 | 3.511 |
Period | FEVD for LnSOLAR | FEVD for LnWIND | ||||||
1 | 6.769 | 0.035 | 93.196 | 0.000 | 0.893 | 11.233 | 6.866 | 81.008 |
2 | 8.300 | 2.029 | 88.208 | 1.463 | 4.678 | 11.029 | 7.514 | 76.779 |
3 | 8.563 | 7.877 | 80.000 | 3.560 | 12.919 | 10.577 | 7.502 | 69.002 |
4 | 23.156 | 5.771 | 63.470 | 7.603 | 13.189 | 12.774 | 9.791 | 64.247 |
5 | 30.287 | 7.870 | 55.173 | 6.670 | 13.326 | 13.708 | 9.895 | 63.071 |
6 | 30.365 | 12.627 | 51.056 | 5.952 | 11.972 | 12.168 | 19.690 | 56.170 |
7 | 29.070 | 13.498 | 51.711 | 5.721 | 11.529 | 11.371 | 24.942 | 52.157 |
8 | 26.599 | 11.997 | 56.333 | 5.071 | 11.648 | 11.806 | 24.751 | 51.794 |
9 | 26.746 | 12.258 | 56.142 | 4.855 | 12.275 | 11.946 | 25.133 | 50.646 |
10 | 26.093 | 14.215 | 54.373 | 5.318 | 14.423 | 11.844 | 24.384 | 49.349 |
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Althani, N.A.; Elzaki, R.M.; Alzahrani, F. Food Security–Renewable Energy Nexus: Innovations and Shocks in Saudi Arabia. Foods 2025, 14, 1797. https://doi.org/10.3390/foods14101797
Althani NA, Elzaki RM, Alzahrani F. Food Security–Renewable Energy Nexus: Innovations and Shocks in Saudi Arabia. Foods. 2025; 14(10):1797. https://doi.org/10.3390/foods14101797
Chicago/Turabian StyleAlthani, Nourah A., Raga M. Elzaki, and Fahad Alzahrani. 2025. "Food Security–Renewable Energy Nexus: Innovations and Shocks in Saudi Arabia" Foods 14, no. 10: 1797. https://doi.org/10.3390/foods14101797
APA StyleAlthani, N. A., Elzaki, R. M., & Alzahrani, F. (2025). Food Security–Renewable Energy Nexus: Innovations and Shocks in Saudi Arabia. Foods, 14(10), 1797. https://doi.org/10.3390/foods14101797