Please use this identifier to cite or link to this item: http://repository.ipb.ac.id/handle/123456789/65337
Title: RISIKO HARGA SAYURAN DI INDONESIA
Authors: Fariyanti, Anna
Fausia, Lusi
Keywords: product price risk
vegetables
ARCH GARCH model
risiko harga produk
sayuran
model ARCH GARCH
Issue Date: Dec-2011
Publisher: Departemen Agribisnis, FEM-IPB
Series/Report no.: Prosiding PUD AGB 2011;page 1 - 22
Abstract: ABSTRACT The vegetables farmers always face the product price risk. The product price risk was indicated by price volatility. The objectives of this study are: 1) to assess the product price risk in vegetables farming activities, 2) to analyze the factors that influence vegetables product price risk. This research utilized secondary data such as the daily price and vegetable supply (period of January 2009 until March 2010). This research analyzed several commodities such as potatoes, cabbage, red pepper, shallot and tomatoes. Variance and coefficient variation are used to assess the price risk. ARCH GARCH model was used to analyze the factors that affected the price risk. The results showed that the price risk of red pepper was the highest whereas the price risk of potatoes was the lowest. The price risk of tomatoes, cabbage and shallot are between the price risk of red pepper and potatoes. The factors that affected the price risk of vegetables in the current period are the vegetables price risk of previous period, vegetable supply in the current period and previous period.
URI: http://repository.ipb.ac.id/handle/123456789/65337
ISBN: 978-979-19423-9-3
Appears in Collections:Proceedings

Files in This Item:
File SizeFormat 
01.pdf7.03 MBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.