Volatilitas Harga Komoditas Timah

Adis Imam Munandar • Hermanto Siregar • Trias Andati • Lukytawati Anggraeni
Journal article MIX: Jurnal Ilmiah Manajemen • 2016 Indonesia

Unduh teks lengkap
(Bahasa Indonesia, 10 pages)

Abstrak

. The aim of this research is to analyse the factors which influence the pricevolatility of tin commodity. Monthly basis data were collected from 1990 to 2015. Weemployed ARCH-GARCH models and verified by interview with tin expert. Theresults showed that model EGARCH (1,1,1) is the best model to explain the pricevolatility of tin commodity. Changing factors from crude oil price, copper price, leadprice and T-Bill 3M were significantly affecting volatility in tin price. Experts believethe high volatility from 2001 to 2015 led to the difficulties in developing ofdownstream tin industry in Indonesia.

Metrik

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Jurnal

MIX: Jurnal Ilmiah Manajemen

MIX: Jurnal Ilmiah Manajemen adalah jurnal ilmiah bidang studi manajemen organisasi, pemasaran, d... tampilkan semua