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Hubungan antara volume dan open interest dengan harga spot dan harga futures pada pasar berjangka komoditas olein di Indonesia
This paper examines the relationship between volume, open interest, futures price and spot price olein commodity futures in Indonesia. Volume and open interest are used to distinguish between speculators and hedgers. This paper uses VAR method and Granger Causality in running data process. The result of this paper are volume have positive response for every changes of futures price and open interest have negative response for changes of futures price. This paper is also finding that volume and open interest have positive response for every changes of spot price olein commodity.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 6321 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Departemen Manajemen, Fakultas Ekonomi Universitas Indonesia 2008 |
|---|---|
| Edisi | - |
| Subjek | Financial management Futures markets Futures trading Spot prices : future prices |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xvii, 117 p. : diagr. ; 30 cm. |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |