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All Journal JDEP (Jurnal Dinamika Ekonomi Pembangunan)
Rokhim, Muhammad Abdur
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Economics, Econometrics & Finance

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Analisis Hubungan Volatilitas Harga Crude Palm Oil, Volume Ekspor dan Nilai Tukar Indonesia Rokhim, Muhammad Abdur
JDEP (Jurnal Dinamika Ekonomi Pembangunan) Vol. 6 No. 1 (2023): JDEP (Jurnal Dinamika Ekonomi Pembangunan)
Publisher : UPN "Veteran" Jawa Timur

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33005/jdep.v5i2.409

Abstract

Changes in supply and demand can result in variations in the price movement of Crude PalmOil (CPO) as Indonesia's main export commodity where the price is influenced by domestikprices which tend to fluctuate, resulting in high levels of volatility in certain periods. For thisreason, the government is trying to increase CPO production by implementing mandatorybiodiesel regulations, namely B30 in 2019. This means that diesel fuel must have at least 20%biofuel content. In addition, the application of a free tariff barrier policy so that CPO producers are encouraged to export. This study aims to analyze the cointegration of export volume and exchange rate on the volatility of CPO prices in the long term. Domestik CPO prices from January 2012 to December 2017 were analyzed by Long Run Regression with the adoption of the GARCH element of the CPO's times sries volatility method through Cointegration Test. The result of this research is that the domestik CPO price has a very high level of volatility. In addition, export volume and exchange rate have a negative cointegration with CPO in the long run.
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