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Journal : BUANA SAINS

VOLALITAS HARGA DAGING SAPI DI JAWA TIMUR PADA BULAN RAMADHAN Priyambodo, Ayu Wulandari; Rinanti, Rosyida Fajri; Trianawati, Anis; Aviolita P. P, Aviva
BUANA SAINS Vol 23, No 3 (2023)
Publisher : Universitas Tribhuwana Tunggadewi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33366/bs.v23i3.5463

Abstract

This study aimed to investigate how the price of beef in East Java is affected by Ramadan. This study used ARCH/GARCH model to determine the correlation. The impact of Ramadan on the price beef in East Java is then examined, along with the effect of price fluctuations and price volatility, using the GARCH model. The results showed that price volatility affects variations in beef prices. Then, the GARCH (1,1) model estimation findings demonstrate that the volatility from the prior period and yesterday's variation in East Java have impacted changes in beef prices.
TINGKAT VOLATILITAS HARGA DAGING AYAM RAS DI JAWA TIMUR PADA BULAN RAMADHAN Priyambodo, Ayu Wulandari; Rinanti, Rosyida Fajri
BUANA SAINS Vol 24, No 2 (2024)
Publisher : Universitas Tribhuwana Tunggadewi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33366/bs.v24i2.6134

Abstract

This study aimed to explore the impact of Ramadan on chicken meats in East Java. The ARCH/GARCH model is used in this study to assess whether or not beef has a price. Next, the GARCH model is used to analyze the effects of price volatility and fluctuations in Ramadan on the price of chicken meat in East Java. The ARCH-LM test's findings show that price volatility impacts changes in chicken meat prices. Then, the estimation results for the GARCH (1,1) model show that the volatility from the previous period and the variation in East Java from yesterday affect changes in chicken meat prices. GARCH (1,1) model displays.