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Pengaruh Oil Shocks Price Terhadap Imbal Hasil Indeks Harga Saham Gabungan, Sektoral Pertambangan, dan Variabel Makroekonomi di Negara Indonesia, Malaysia, dan Thailand pada Periode 2006-2021
This study aims to determine the effect of brent oil shocks prices on stock index return, mining sectoral stocks return, and macroeconomic variables from May 2006 to February 2021. The study was conducted based on previous research related to stock return and macroeconomic variables that are affected by shocks of brent crude oil prices. The author used 178 samples in each country, namely Indonesia, Malaysia, and Thailand. In testing the hypothesis, the authors use Ordinary Least Square (OLS) regression estimation. As for seeing the effect of shocks from Brent crude oil on each dependent variable, the authors used the Structural Vector Autoregressions (SVAR) method. Meanwhile, to see the length of time shocks occurred and visualization, the author uses the variance decomposition and impulse responses method. Stock return are explained by two variables, namely the composite stock price index and the mining sector. Meanwhile, macroeconomic variables are explained by three variables, namely the inflation rate, the exchange rate against the US dollar, and the industrial production index. The results obtained from this study are all variables of stock returns, and significant exchange rates are influenced by oil shocks in the three sample countries of the study. Also, the production index is affected by oil shocks only in Malaysia..Ada Tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 12993 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Manajemen Fakultas Ekonomi dan Bisnis UI 2021 |
|---|---|
| Edisi | - |
| Subjek | Macroeconomic variable Oil Shocks Price Composite Stock Index Return Mining Sectoral Stock Return |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xviii, 78 p. ; diagr. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |