Image of Hubungan antara volume dan open interest dengan harga spot dan harga futures pada pasar berjangka komoditas olein di Indonesia

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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 NumberLocationAvailable
6321PSB lt.2 - Karya Akhir1
Penerbit Depok Departemen Manajemen, Fakultas Ekonomi Universitas Indonesia.,
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 -
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