Dampak pandemi COVID-19 terhadap harga minyak dan pangan dunia: Analisis VECM
نویسندگان
چکیده
The study investigates the impacts of COVID-19 pandemic on global oil price, food price index, meat, and sugar commodity index using vector error correction (VECM) model covering sample period 1st April 2020 to 31st August 2021. Data were collected mainly from WHO, FAO, Macro Trend Websites. result VECM indicates a strong cointegration relationship among variables. In short run, meat are negatively significantly related pandemic. long prices these variables do not follow others, but there is negative reaction index. increased at 5% level.
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ژورنال
عنوان ژورنال: Jurnal ekonomi dan pembangunan
سال: 2022
ISSN: ['0854-526X', '2503-0272']
DOI: https://doi.org/10.14203/jep.30.1.2022.15-29