Sulistiowati, Susanti Evie (2019) Volatilitas Harga Jagung di Tuban. Sarjana thesis, Universitas Brawijaya.
Abstract
Peningkatan jumlah penduduk dan kebutuhan pangan yang semakin tinggi (Tilman et al, 2011) tidak sejalan dengan ketersediaan lahan pertanian yang ada. Hal ini dapat menyebabkan terjadinya krisis pangan di Indonesia (Suratha, 2015). Salah satu komoditas pangan yang diprioritaskan untuk terus ditingkatkan produksinya, sebagai upaya penanggulan krisis pangan adalah jagung (Eny, 2012). Dalam mengatasi kebutuhan domestik, Indonesia melakukan ekspor dan impor jagung (Utomo, 2012). Jumlah impor lebih besar apabila dibandingkam dengan jumlah ekspor (BPS,2016). Oleh sebab itu, neraca perdagangan jagung nasional cenderung negatif, sehingga besarnya konsumsi lebih besar daripada besarnya produksi. Perubahan dari sisi produksi dan konsumsi dapat menyebabkan terjadinya variasi harga (Anindita, 2008 dan Rahim, 2018). Secara umum, menurut BPS (2016), perkembangan harga rata-rata jagung di tingkat produsen dan konsumen pada periode tahun 2011-2015 menunjukkan kecenderungan yang bersifat meningkat secara fluktuatif yakni 6,21% per tahun di tingkat produsen dan 9,05% per tahun di tingkat konsumen (Utomo, 2012). Fluktuasi harga dapat menjadi ancaman dalam negeri dan meresahkan banyak pihak, seperti konsumen dan produsen jagung. Fluktuasi harga yang sulit diprediksi, akan menyebabkan ketidakpastian harga jagung, dimana tidak ada kepastian berapa besar naik atau turunnya harga. Ketidakpastian harga ini biasanya disebut dengan permasalahan volatilitas harga. Sehingga penting untuk dilakukannya penelitian mengenai volatilitas harga jagung. Dari permasalahan ini, juga dapat diketahui volatilitas spillover pada jagung antara petani dan konsumen sehingga dapat diketahui transmisi volatilitas harga yang terjadi antara kedua pihak tersebut. Tujuan dari penelitian ini adalah (1) Menganalisis volatilitas harga di tingkat produsen jagung (2) Menganalisis volatilitas harga di tingkat konsumen jagung, dan (3) Menganalisis volatilitas spillover pada volatilitas harga jagung. Penelitian ini menggunakan data time series dengan haga bulanan jagung Kabupaten Tuban di tingkat produsen dan konsumen (Rp/Kg) selama periode tujuh tahun yaitu 2011–2017. Analisis volatilitas harga jagung di tingkat produsen dan konsumen menggunakan model ARCH/GARCH. Sedangkan analisis spillover menggunakan model EGARCH. Hasil yang didapatkan dari penelitian ini yaitu harga jagung di tingkat produsen mempunyai volatilitas harga yang rendah. Hal ini dibuktikan dengan jumlah nilai antara ARCH dan GARCH, yakni
English Abstract
Increasing of population and food needs (Tilman et al, 2011) are not in line with the availability of existing agriculture land area. This phenomenon can lead to be a food crisis in Indonesia (Suratha, 2015). The government must be increasing the production of the priority food comodities, as an effort to prevent the food crisis. One of them is corn (Eny, 2012). In overcoming domestic needs, Indonesia are carries out exports and imports of corn (Utomo, 2012). The amounts of import is greater than the amount of export (BPS, 2016), therefore, the national corn trade balance tends to be negative. This condition showed the amount of consumption is greater than the amount of production. Changes in production and consumption can cause a price variations (Anindita, 2008 and Rahim, 2018). According to BPS (2016), the development of average price of corn at the producer and consumer level in 2011-2015 period showed a fluctuating trend which was 6.21% per year at the producer level and 9.05% per year at the consumer level (Utomo, 2012). Price fluctuations can be a domestic threat and disturb many parties, such as consumers and producers. Price fluctuations are difficult to predict and will cause uncertainty in the price of corn, where there is no certainty of how much prices will rise or fall. This uncertainty price is usually called the price volatility problem. So it is important to do research on the volatility of corn prices. From this problem, we can also know about the spillover volatility in corn between producers and consumers. So that, we can see the transmission of price volatility that occurs between two parties. The aims of this study are (1) analyzing price volatility at the corn producer level (2) analyzing price volatility at the corn consumer level, and (3) analyzing spillover volatility in corn price volatility. This study uses time series data with monthly price of Tuban Regency corn at the producer and consumer level (Rp/Kg) for seven period, starts 2011 until 2017. Analysis of corn price volatility at the producer and consumer level uses ARCH/GARCH model. While spillover analysis uses EGARCH model. The results from this study are the corn prices at the producer level have a low price volatility. This is evidenced by the number of values between ARCH and GARCH, namely α + β which is worth 0.863818. This is caused by several factors, namely the quality of corn from producers that is not optimal, the nature of corn which is still a substitute food or animal feed ingredients and the low of bargaining power owned by farmers. While the price of corn commodities at the consumer level in Tuban Regency has a high volatility. This is indicated by the number of ARCH and GARCH, namely α + β which is worth 1.05358. This is caused by several factors, namely the market price of agricultural commodities easily influenced by the price of oil and gas, increasing public awareness of corn nutrition, climate changes, the rise and fall of demand of corn and the length of the marketing chain and the amount of marketing margins received by consumers . At the price of corn in Tuban Regency at the producer and consumer level, it indicates that there is no volatility in spillover
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FP/2019/12/051906711 |
| Uncontrolled Keywords: | - |
| Subjects: | 300 Social sciences > 338 Production > 338.1 Agriculture > 338.17 Products > 338.173 15 Products (Corn) |
| Divisions: | Fakultas Pertanian > Sosial Ekonomi Pertanian |
| Depositing User: | Endang Susworini |
| Date Deposited: | 18 Aug 2020 02:59 |
| Last Modified: | 18 Aug 2020 02:59 |
| URI: | http://repository.ub.ac.id/id/eprint/172634 |
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