RICE PRICE VOLATILITY IN EAST JAVA

RICE PRICE VOLATILITY IN EAST JAVA

The purpose of the research is analyzing the volatility and volatility spillover of monthly price of paddy at the level of farmers and consumers in 2010-2016. ARCH/GARCH used to analyze volatility and GARCH BEKK-model is used to analyze the volatility spillover. The results of the analysis show that...

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Bibliographic Details
Main Authors: Wati R.Y.E., Anindita R., Setiawan B.
Format: Article
Language:English
Published: iVolga Press 2017-09-01
Series:Russian Journal of Agricultural and Socio-Economic Sciences
Subjects:
Price
volatility
rice
market
Online Access:https://rjoas.com/issue-2017-09/article_32.pdf

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