Image of Analisis Pengaruh Perubahan Harga Minyak Mentah dan Gas Alam Terhadap Variabel Makroekonomi dan Stock Return Valuation Indeks Harga Saham Gabungan dan Sektoral Saham Pertambangan di Indonesia Pada Periode 2010 - 2020

Text

Analisis Pengaruh Perubahan Harga Minyak Mentah dan Gas Alam Terhadap Variabel Makroekonomi dan Stock Return Valuation Indeks Harga Saham Gabungan dan Sektoral Saham Pertambangan di Indonesia Pada Periode 2010 - 2020

This study aims to examine the effect of fluctuations in crude oil and natural gas prices on macroeconomic variables (inflation, exchange rates, and production index) and stock return valuation of the Composite Stock Price Index (IDX) and mining sector stocks in Indonesia. This study uses a sample of commodity prices for crude oil and natural gas as well as macroeconomic variable returns and stock index and mining sector composites in Indonesia in the period 2010-2020. The research method used is panel data regression (timeseries). This study finds that, firstly, only the exchange rate of the Rupiah against the United States Dollar on macroeconomic variables is significantly affected by fluctuations in crude oil prices, while inflation and production index are not significantly affected by fluctuations in crude oil prices. Second, this study also finds that only the exchange rate of the Rupiah against the United States Dollar is significantly affected by the movement of natural gas prices. Inflation and industrial production index in Indonesia are not significantly affected because natural gas is not one of the main commodities for export and import activities in Indonesia. Finally, it was found that IDX returns were significantly affected by positive or negative movements of the two commodities of crude oil and natural gas prices in Indonesia. Mining stock sector returns are only significantly affected by price movements of crude oil..Ada Tabel

Ketersediaan

Call NumberLocationAvailable
13059PSB lt.2 - Karya Akhir1
Penerbit Depok Program Studi Manajemen Fakultas Ekonomi dan Bisnis UI.,
Edisi -
Subjek Mining
Macroeconomic variables
Stock Return Valuation
Crude Oil Price Fluctuations
Natural Gas Price Fluctuations
ISBN/ISSN -
Klasifikasi -
Deskripsi Fisik xvii, 87 p. ; diagr. ; 30 cm
Info Detail Spesifik -
Other Version/Related Tidak tersedia versi lain
Lampiran Berkas Tidak Ada Data