| dc.contributor.advisor | Simangunsong, Bintang C. H. | |
| dc.contributor.author | Berliyana, Putri | |
| dc.date.accessioned | 2025-07-01T23:22:32Z | |
| dc.date.available | 2025-07-01T23:22:32Z | |
| dc.date.issued | 2025 | |
| dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/163495 | |
| dc.description.abstract | Indonesia memiliki kawasan hutan produksi yang luas yaitu 68,73 juta hektar
menjamin ketersediaan sumber bahan baku industri sektor kehutanan sehingga dapat tumbuh secara signifikan. Indonesia menempati urutan pertama sebagai negara eksportir kertas tulis dengan kode HS 4802 terbesar di dunia. Harga pasar internasional komoditas tersebut mengalami kondisi yang tidak stabil atau fluktuasi pada setiap tahunnya akibat dari berbagai faktor. Tujuan penelitian ini adalah menganalisis volatilitas harga ekspor periode 2006-2024. Hasil analisis menunjukkan data harga ekspor kertas bervolatilitas, dapat diketahui melalui uji first order Autoregressive Conditional Heteroskedasticity (ARCH1). Pemodelan ARCH memproleh nilai signifikan atau data harga ekspor sangat dipengaruhi oleh kuadrat residual pada periode sebelumnya, serta syarat variance telah terpenuhi. | |
| dc.description.abstract | Indonesia has a large production forest area of 68,73 million hectares, ensuring the availability of raw material sources for the forestry sector industry so that it can grow significantly. Indonesia ranks first as the largest exporter of writing paper with HS 4802 code in the world. The international market price of these commodities experiences unstable conditions or fluctuations every year due to various factors. The purpose of this study is to analyze the volatility of export prices for the period 2006-2024. The results of the analysis show that paper export price data is volatile, which can be seen through the first order Autoregressive Conditional Heteroskedasticity (ARCH1) test. ARCH modeling has a significant value or export price data is strongly influenced by the square of the residual in the previous period, and the variance requirements have been met. | |
| dc.description.sponsorship | | |
| dc.language.iso | id | |
| dc.publisher | IPB University | id |
| dc.title | Volatilitas Kertas Tulis Indonesia Periode 2006-2024 | id |
| dc.title.alternative | Volatility of Indonesian Writing Paper Export Prices 2006- 2024 | |
| dc.type | Skripsi | |
| dc.subject.keyword | ARCH | id |
| dc.subject.keyword | volatility | id |
| dc.subject.keyword | Volatilitas | id |
| dc.subject.keyword | Paper price | id |
| dc.subject.keyword | Harga kertas | id |
