Jurnal Social Economic of Agriculture
Vol 14, No 2 (2025): December

Volatility and Transmission of Coffee Prices in Indonesia

Sukiyono, Ketut (Unknown)
Dita, Putri Tiara (Unknown)
Romdhon, Muhammad Mustopa (Unknown)



Article Info

Publish Date
30 Dec 2025

Abstract

Commodity prices, including prices for agricultural products, play a very important function in making decisions both in production and marketing. Therefore, the study of price volatility and transmission is very important to be carried out to obtain price behavior in the market, including coffee prices. This research is aimed at analyzing the volatility and transmission of Indonesian coffee prices at the producer, the national (f.o.b price), and the International level. The data used are monthly data of coffee beans at producer level in Bengkulu province, Indonesia f.o.b prices, and International coffee prices in 2010:1 "“ 2017:12. The ARCH-GARCH method is used to analyze the coffee price volatility, while the ECM method is used for coffee price transmission analysis. The research shows that producer-level coffee prices in Bengkulu Province and International experienced a low price volatility. The transmission of coffee prices from international prices to f.o.b Indonesia price experienced a price adjustment of 13.07% towards the price balance. Meanwhile, the coffee price transmission from International prices to prices at the producer level in Bengkulu Province experienced a price adjustment of 8.93% towards the price balance.

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Journal Info

Abbrev

jsea

Publisher

Subject

Agriculture, Biological Sciences & Forestry Economics, Econometrics & Finance Environmental Science Social Sciences

Description

Jurnal Social Economic of Agriculture (SEA) is a peer-reviewed journal in social and economic agriculture fields that are published by Agribusiness Department, Agriculture Faculty, Tanjungpura University. SEA is first published in April 2012. The scope of the article in the SEA journal focuses on ...