Land value and returns on farmlands: an analysis by Spanish Autonomous Regions

Although the discounted cash-flow is still considered to be the fundamental value of an asset, there are few studies which assess its ability to explain movements in the market prices of agricultural assets. The aim of this work was to compare the evolution of market prices of Farmland to the series...

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Detalles Bibliográficos
Autores: Cervelló Royo, Roberto Elías|||0000-0002-8304-4177, Pérez-Salas Sagreras, Jose Luis|||0000-0003-0773-4931, Segura García del Río, Baldomero
Tipo de recurso: artículo
Fecha de publicación:2012
País:España
Institución:Universitat Politècnica de València (UPV)
Repositorio:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Idioma:inglés
OAI Identifier:oai:riunet.upv.es:10251/29287
Acceso en línea:https://riunet.upv.es/handle/10251/29287
Access Level:acceso abierto
Palabra clave:DCF model
fundamental value
income approach
market price
ECONOMIA FINANCIERA Y CONTABILIDAD
ECONOMIA, SOCIOLOGIA Y POLITICA AGRARIA
Descripción
Sumario:Although the discounted cash-flow is still considered to be the fundamental value of an asset, there are few studies which assess its ability to explain movements in the market prices of agricultural assets. The aim of this work was to compare the evolution of market prices of Farmland to the series of values that would be obtained by applying the income approach method using official Spanish statistical data as well as two proposed methods: on the similarity of the dynamical structure of prices and returns time series, on the one hand; and on the regression between both series, on the other. The results obtained are not consistent with the hypothesis that the values obtained by the income approach method can explain the movements observed in market prices. Only in certain isolated cases, such as the Autonomous Region of Aragón. Therefore, other causes should be considered both at national and regional level.