ANALISIS VOLATILITAS HARGA BAWANG MERAH DI PROVINSI JAWA TIMUR DENGAN PENDEKATAN MODEL ARCH/GARCH

RAMADHANI, BRILLIANT ADAM (2026) ANALISIS VOLATILITAS HARGA BAWANG MERAH DI PROVINSI JAWA TIMUR DENGAN PENDEKATAN MODEL ARCH/GARCH. Undergraduate thesis, UPN "Veteran" Jawa Timur.

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Abstract

Shallot price volatility is an important issue in Indonesia, as it affects producer incomes and consumer purchasing power. This study aims to compare price volatility at the producer and consumer levels in East Java Province using an ARCH–GARCH model based on weekly data from 2019 to 2024. The results show that volatility persistence is below one at both market levels, with estimates of 0.818916 at the producer level and 0.847776 at the consumer level. Although both estimates indicate mean-reverting volatility, the consumer-level estimate is numerically slightly higher than the producer level estimate. This difference indicates distinct volatility characteristics between the two market levels but, by itself, does not demonstrate an uneven distribution of price risk along the supply chain. This study contributes to the literature by providing empirical evidence on differences in volatility persistence between producer and consumer prices. The findings highlight the importance of improving supply chain efficiency and stock management to reduce sharp price fluctuations, particularly at the consumer level.

Item Type:

Thesis (Undergraduate)

Contributors:

Contribution	Contributors	NIDN/NIDK	Email
Thesis advisor	Rizkiyah, Noor	NIDN1120077401	noor.rizkiyah.agribis@upnjatim.ac.id
Thesis advisor	Setiawan, Risqi Firdaus	NIDN0007069601	risqi.f.agribis@upnjatim.ac.id

Subjects:

S Agriculture > S Agriculture (General)

Divisions:

Faculty of Agriculture > Departement of Agribusiness

Depositing User:

BRILLIANT ADAM RAMADHANI

Date Deposited:

10 Aug 2026 02:21

Last Modified:

10 Aug 2026 02:24

URI:

https://repository.upnjatim.ac.id/id/eprint/58500