Arbes, RevoRosheno (2014) Analisis Pengaruh Harga Minyak, Nilai Tukar Dolar Dan Indeks Saham Terhadap Harga Emas Di As Pada Tahun 2006 – 2012. Sarjana thesis, Universitas Brawijaya.
Abstract
Menggunakan data time series dari Januari 2006 sampai dengan Desember 2012, penelitian ini bertujuan untuk menemukan pengaruh harga minyak, nilai tukar U.S Dolar dan indeks saham terhadap harga emas. Untuk menemukan seberapa besar pengaruh variabel bebas terhadap variabel terikat, digunakan Error Correction Model (ECM) dengan metode analisis t-test dan F-test untuk mengungkapkan hubungan dan pengaruh variabel yang telah ditentukan. Hasil penelitian menunjukan bahwa dalam jangka pendek, nilai tukar U.S. Dolar dan indeks saham berpengaruh secara signifikan terhadap harga emas. Nilai tukar U.S. Dolar berpengaruh positif dan signifikan terhadap harga emas, sedangkan indeks saham berpengaruh negatif dan signifikan terhadap harga emas. Sementara itu untuk jangka panjang, harga minyakt-1, nilai tukar U.S. Dolar t-1, and indeks sahamt-1 tidak signifikan dan tidak berpengaruh terhadap harga emas dalam jangka panjang. Variabel yang paling berpengaruh adalah nilai tukar U.S Dolar yang sangat mempengaruhi harga emas dalam jangka pendek dan indeks sahamt-1 yang kemungkinan berpengaruh terhadap harga emas dalam jangka panjang.
English Abstract
By using time series data from January 2006 up to December 2012, this research aims at finding the dimensional influence of oil price, U.S. Dollar exchange rate and stock exchange index on gold price. For examining the influence of the independent variables toward the dependent variable, Error Correction Model (ECM) is used along with t-test and F-test to reveal the relation and the influence of the pre-determined variables. The findings show that, in short-run, U.S Dollar exchange rate and stock exchange index have significant effect on gold price. U.S Dollar exchange rate has positive and significant effect on gold price, while stock exchange index has inverse and significant effect on gold price. Meanwhile, Oil Pricet-1, USD exchange ratet-1, and Stock exchange indext-1 are not significant and do not affect gold price in long run. The most influential variable to gold price is U.S. Dollar exchange rate which strongly affect gold price in short-run and stock exchange indext-1 which likely affect gold price in long-run.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FE/2014/306/051405386 |
| Subjects: | 300 Social sciences > 330 Economics |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Budi Wahyono Wahyono |
| Date Deposited: | 18 Sep 2014 15:53 |
| Last Modified: | 21 Oct 2021 02:26 |
| URI: | http://repository.ub.ac.id/id/eprint/107327 |
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