International Journal of Supply Chain Management
Vol 9, No 5 (2020): International Journal of Supply Chain Management (IJSCM)

The TGARCH Supply Chain Management Model of Rice Price Volatility in South Sumatra, Indonesia

Endang Lastinawati (Unknown)
Andy Mulyana (Unknown)
Imron Zahri (Unknown)
Sriati Sriati (Unknown)

Article Info

Publish Date
24 Oct 2020

Abstract

The aim of this study was to build a price model for premium and medium rice in South Sumatra Province, being a major centre for production in Indonesia. This was estimated using the ARCH/GARCH model, based on the weekly data obtained between March 2016 and July 2019. The results showed the occurrence of price volatility for premium and medium variety, despite the polity implementation by government. Therefore, the best volatility model was identified, termed TGARCH (1,1), with a threshold of 1, characterized by futuristic price predictability. In addition, the estimations provide an overview, and also serve as a material for policy evaluation, in order to enhance effectivity and promote the actualization of goals.

Copyrights © 2020




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Journal Info
International Journal of Supply Chain Management
Website

Abbrev

IJSCM

Publisher

ExcelingTech

Subject

Decision Sciences, Operations Research & Management Engineering Environmental Science Industrial & Manufacturing Engineering Transportation

Description

International Journal of Supply Chain Management (IJSCM) is a peer-reviewed indexed journal, ISSN: 2050-7399 (Online), 2051-3771 (Print), that publishes original, high quality, supply chain management empirical research that will have a significant impact on SCM theory and practice. Manuscripts ...