Electronic Resource

Pengaruh Harga Komoditas Tambang Dan Variabel Makroekonomi Terhadap Return Saham Syariah Perusahaan Batubara Periode 2018-2022

---

ujuan This research aims to determine the influence of mining
commodity prices and macroeconomic variables on sharia stock
returns in the coal sector. The price variables for coal, oil, natural
gas, gold and inflation rate, interest rates, exchange rates will be
the independent variables that influence the dependent variable,
namely sharia stock returns in the coal sector.
Metodologi Vector Autoregression (VAR), Vector Error Correction Model
(VECM)
Hasil The variable prices of coal, oil, natural gas, gold and inflation
rates, interest rates and exchange rates in the short term do not
have a significant influence on sharia stock returns in the coal
sector. In the long term, the variables of coal prices, gold and
exchange rates have a significant positive influence. Meanwhile,
natural gas, interest rates and inflation have a significant negative
influence. The oil variable is a variable that does not have a
significant influence in either the short or long term

---

Availability

Detail Information

Series Title

-

Call Number

REF 332.6 PUT p

Publisher

Bogor : IAI Tazkia., 2023

Collation

-

Language

Indonesia

ISBN/ISSN

NIM.17101063

Classification

332.6

Content Type

-

Media Type

-

Carrier Type

-

Edition

-

Subject(s)

Inflation
Rupiah exchange rate
Gold
Interest Rates
Coal
sharia shares
mining commodities
petroleum
natural gas
returns
VECM (Vector Error Correction Model).

Specific Detail Info

-

Statement of Responsibility

M Salahuddin Asyari Putra

Other version/related

File Attachment

Comments

---

You must be logged in to post a comment