Cohen-Macaulay multigraded modules

Let S be a standard N^r-graded algebra over a local ring A, and let M be a finitely generated Z^r-graded S-module. We characterize the Cohen-Macaulayness of M in terms of the vanishing of certain sheaf cohomology modules. As a consequence, we apply our result to study the Cohen-Macaulayness of multi-Rees modules (also called Rees modification). Our work extends previous studies on the Cohen-Macaulayness of multi-Rees algebras.