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Volatility Spillover In Stock And Commodity Futures Market: Empirical Analysis In Indonesia’s Financial Market Saadah, Siti
Jurnal Manajemen Vol 22, No 2 (2018): June 2018
Publisher : Fakultas Ekonomi dan Bisnis, Universitas Tarumanagara

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (517.799 KB) | DOI: 10.24912/jm.v22i2.363

Abstract

Volatility spillover between stock markets causes insignificancy of diversification. Therefore, other investment alternatives is required to build an optimal portfolio, one of them being commodity futures. The low correlation between commodity futures and stocks indicates the advantage of diversification in investment portfolio containing both assets. In order to prove the advantage of diversification, author tested the existence of volatility spillover during September 16, 2010 - September 30, 2015. Estimation result using GARCH method indicates the presence of significant volatility spillover from stock exchange to commodity futures exchange. An important implication of this finding is that if the sectoral stock index and commodity futures are incorporated into an investment portfolio, the investor will not have optimal diversification advantage. This is because there is a correlation between performance of both markets as a result of both markets having the same characteristics in response to the shock that is coming.
Prediction of Basic Material Prices on Major Holidays Using Multi-Layer Perceptron Ihsan, Rivan Nur; Saadah, Siti; Wulandari, Gia Septiana
JURNAL MEDIA INFORMATIKA BUDIDARMA Vol 6, No 1 (2022): Januari 2022
Publisher : STMIK Budi Darma

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30865/mib.v6i1.3508

Abstract

The prediction of the price of basic necessities on major holidays in Indonesia, such as Eid al-Fitr, Christmas, New Year, Chinese New Year, and Eid al-Adha, is something that needs to be observed, because there are often movements in the prices of basic commodities that increase or decrease very drastically. One of the main ingredients experiencing this is eggs, which often experience a significant increase, so it is necessary to make observations in the form of predictions to keep control of fluctuations, especially before and after the big day occurs. In this study, predictions were made on the price of basic commodities on the big day. With the prediction of the cost of goods on the big day, it is hoped that related parties can be assisted in monitoring and stabilizing the movement of basic commodity prices on the market. In this study, a prediction system for the price of basic commodities was produced using the Multi-Layer Perceptron (MLP) method. This MLP method can predict time-series data that experiences a lot of fluctuation. In this prediction, MLP can make predictions on ten prices of basic commodities on major holidays every day. The results of this study were divided into three groups, namely Worst, Average, and Best. The division of these three groups separates which staple ingredients have the closest predictions to their actual values. The Worst group is the group whose prediction results are still quite far from the actual, the Average group which is close to the actual value, and the Best group which has the best results because it is very close to the actual value. With prediction results measured using MSE, the Worst group consisted of cooking oil (MSE 0.00197), beef (0.00186), rice (0.00118), and sugar (0.00100). Then the Average group consisted of eggs (0.00096), red chili (0.00085), chicken (0.00074), garlic (0.00062), and cayenne pepper (0.00056). Finally, the Best group only consisted of Shallots with an MSE of 0.00040.
Response Asymmetry in Spillover Volatility: An Empirical Study in the Indonesia and Singapore Stock Market Saadah, Siti
Indonesian Capital Market Review Vol. 5, No. 2
Publisher : UI Scholars Hub

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Abstract

Following the blueprint of the ASEAN integration 2015, the integration of the financial markets in this region will increase. This study investigates the existence of a volatility spillover from the Singaporean stock market into Indonesia, including its transmission pattern. Singapore, as an advanced country in the ASEAN region, has played an important role as the information leader in the market of this region, so that it is very possible that the shocks in the Singapore’s stock market will be transmitted to another stock market in this region. Using TGARCH (1,1) model specification regarding the data of the daily return of the Indonesia market index (IHSG) for the period of January 2008 – August 2012, it is observed that the shock that took place in the Singapore stock market is immediately transmitted to the Indonesia stock market with two important asymmetric patterns. The transmission of the shock from the Singapore stock exchange becomes stronger when this market (1) experiences a negative return, and (2) is in the bearish phase.
PROVIDING COUNSELING ON CHICKEN LIVER AND MEAT AND MORINGA DIM SUM (DIHATIMO) TO PREVENT ANEMIA IN PREGNANT WOMEN Indrayani, Triana; Lestari, Risma Fuji; Farida, Ida; Saputra, Dian Dieniawati; Martina, Tina; Nurani, Ratih; Saadah, Siti; Susanti, Susanti; Yulianti, Yuli; Kurniawati, Elis Nia
International Journal of Engagement and Empowerment (IJE2) Vol. 4 No. 2 (2024): International Journal of Engagement and Empowerment
Publisher : Yayasan Education and Social Center

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.53067/ije2.v4i2.164

Abstract

The prevalence of anemia among pregnant women in Garut is alarmingly high, reaching 6669 individuals. A survey carried out at the TPMB Hj. Husnul Khotimah area revealed that 3 out of 7 pregnant women suffer from anemia. This escalating prevalence underscores the necessity of identifying the causative factors associated with anemia. Anemia during pregnancy poses significant risks to both the mother and the fetus. Despite numerous governmental initiatives to prevent anaemia, its prevalence remains stubbornly high. Additional strategies and channels are imperative to curb this trend. This community service initiative aimed to enhance pregnant women's understanding of anaemia, encompassing its aetiology, consequences, and preventive measures. Twenty-five anaemic pregnant women participated in the activity, encompassing data collection, educational interventions, and comprehensive evaluation of field activities. Evaluation methods included interactive discussions and question-and-answer sessions. The execution of this community service activity proceeded according to plan, with positive outcomes. Following counselling on anemia, 88% of participants were able to explain the concept of anemia during pregnancy, 72% were able to explain its aetiology and consequences, 76% were able to identify associated risk factors, 76% were able to recognize signs and symptoms, and 84% were able to explain methods for treatment and prevention. We advocate for pregnant women to prevent anaemia by incorporating iron-rich foods into their diets and adopting the DIHATIMO innovation to increase haemoglobin levels
Exchange Rate Volatility and Economic Growth: Managed Floating and Free-Floating Regime Utomo, Felicia Grace Ratnasari; Saadah, Siti
Jurnal Keuangan dan Perbankan Vol 26, No 1 (2022): January 2022
Publisher : University of Merdeka Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26905/jkdp.v26i1.5878

Abstract

Indonesia's economy has been in its worst period. At that time, economic growth was below zero percent. One of the reasons is the high volatility of exchange rates in 1997-1998 when the exchange rate regime was transferred from managed floating to free-floating. Now, the high volatility of the exchange rate is feared to have an impact on the economy, especially economic growth, because it is one of the main focuses of the government's current achievements. Therefore, this study aims to see whether volatility impacts Indonesia's economic growth, especially in two different exchange rate regimes, managed floating and free-floating. This empirical research is based on quarterly data for 1994 - 2020, using the estimation method of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and Vector Autoregressive Model (VAR). The result shows that exchange rate volatility has a significant negative effect on economic growth, while the exchange rate regime moderates the impact of exchange rate volatility on economic growth.
Implementasi Nilai-Nilai Pancasila Dilingkungan Masyarakat Desa Karyawangi Kabupaten Pandeglang Saadah, Siti; Hendri, Hendri
Jurnal Mahasiswa Karakter Bangsa Vol. 3 No. 2 (2023): Jurnal Mahasiswa Karakter Bangsa Vol.3 No.2 September 2023
Publisher : Universitas Pamulang

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Abstract

Pancasila sebagai dasar negara Indonesia, sebagai jati diri bangsa yangmemiliki prinsip yang berbeda dengan negara lainnya, tentunya hal inilah yang menjadikan ciri khas bangsa Indonesia. Pancasila dipilih sebagai dasar negara, pedoman pandangan hidup bangsa, petunjuk dan ideologi bangsa Indonesia, pancasila sendiri merupakan alat pemersatu bangsa Indonesia, untuk tetap menjaga  keutuhan eksistensi negara Indonesia karena didalam pancasila pada setiap sila-sila terdapat nilai-nilai yang bermakna yang sesuai dengan kepribadian dari bangsa Indonesia itu sendiri, nilai- nilai inilah yang harus dilestarikan dan di implementasikan dengan baik di negara Indonesia khusunya dilingkunga Masyarakat. Penelitian ini merupakan penelitian dengan menggunakan metode penelitiandengan subjek penelitian ini adalah kepala desa, tokoh Masyarakat, dan Masyarakat. Teknik pengumpulan data dengan menggunakan observasi, wawancara dan dokumentasi. Hasil penelitian menynjykkan bahwa Masyarakat desa karyawangi khususnya kampung cijolang sudah cukup baik dalam memahami nilai-nilai Pancasila dan pelaksanaan penerapannya. Adapun faktor atau kendala yang menjadi penghambatnya ialah karena kurangnya pemahaman Masyarakat terhadap Pancasila. Adapun solusi untuk mengatasinya adalah dengan melalui berbagai kegiatan yang berlandaskan sesuai dengan nilai-nilai Pancasila.
EFEKTIFITAS PEMBERIAN SARI BUNGA ROSELLA DAN BUAH KURMA TERHADAP PENINGKATAN HEMOGLOBIN PADA REMAJA DENGAN ANEMIA RINGAN DI KABUPATEN PANDEGLANG TAHUN 2024 WAHYUNI, RUBIYANTI; FITRI, LENI RAHMAWATI; ENTINA, SHINTA T; SAADAH, SITI; ANDRIYANI, EVA; MUTIA METTY, R. RATNA
Journal Of Midwifery Vol 12 No 2 (2024)
Publisher : UNIVED PRESS, Universitas Dehasen Bengkulu

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Abstract

Masa remaja adalah masa transisi penting dari fase anak-anak menuju kedewasaan. Perubahan dan pertumbuhan fisik yang signifikan pada masa remaja mengakibatkan kebutuhan gizi meningkat. Salah satu komponen zat gizi yang paling dibutuhkan saat pertumbuhan remaja yaitu zat besi, makanan yang mengandung zat besi dan sumber vitamin C adalah bunga Rosella dan Kurma. Tujuan dari penelitian ini adalah untuk memberi asuhan kebidanan dan mengetahui efektifitas pemberian teh bunga rosella dan buah kurma terhadap peningkatan kadar hemoglobin pada remaja putri dengan anemia ringan di Kabupaten Pandeglang. Metode yang dilakukan pada penelitian ini adalah dengan cara melakukan obsetvasi perbandingan efektifitas konsumsi air rebusan bunga rosella dan konsumsi buah kurma terhadap remaja putri yang mengalami anemia ringan di Kabupaten pandeglang tahun 2024. Hasil dari peneliitian bahwa yang diberikan intervensi sari bunga rosella pada responden ke satu sampai dengan responden ke lima belas terdapat kenaikan haemoglobin yang cukup signifikan, hal itu menunjukan keefektifan dari sari bunga rosella yang di konsumsi oleh responden satu sampai dengan responden 15, karena adanya kenaikan haemoglobin meskipun peningkatannya perlahan. Pada intervensi pemberian kurma yang di berikan pada responden 16 sampai dengan resonden 30 dapat dilihat kenaikan haemoglobin pada responden, namun kenaikan haemoglobinnya jauh lebih lama dibandingkan pada intervensi dengan sari bunga rosella. Sehingga penulis dapat menyimpulkan bahwa pemberian intervensi sari bunga rosella lebih efektif dalam meningkatkan kadar haemoglobin pada remaja putri yang mengalami anemia ringan di kabupaten pandeglang, dibandingkan intervensi pemberian buah kurma.
Interconnectedness and Systemic Risk: Insights from Indonesian Financial Conglomerates Kusumahadi, Teresia Angelia; Saadah, Siti; Permana, Fikri C
ETIKONOMI Vol 24, No 1 (2025)
Publisher : Faculty of Economic and Business

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15408/etk.v24i1.38452

Abstract

Research Originality: This research addresses the gap in existing studies by examining the time-varying volatility spillover index among conglomerates in listed financial companies in Indonesia, an unexplored area.Research Objectives: The study investigates the potential interconnectedness among financial institutions, one source of systemic risk, by analyzing volatility spillovers within conglomerates.Research Methods: Using a generalized VAR approach, we examined total volatility spillover, directional volatility spillover, and total volatility spillover indices for 14 companies from four conglomerates, utilizing daily data from 2010 to March 2023.Empirical Results: The results reveal significant interconnectedness within these conglomerates, indicating potential for systemic risk that could threaten the financial system's stability. Another noteworthy finding is that the volatility transmission within banking conglomerates predominantly originates from subsidiary companies to parent companies.Implications: Regulators need to supervise spillovers at both the parent and subsidiary levels by developing regulations that address both levels to ensure effective risk management.JEL Classification: C58, G21How to Cite:Kusumahadi, T. A., Saadah, S., Permana, F. C. (2025). Interconnectedness and Systemic Risk: Insights from Indonesian Financial Conglomerates. Etikonomi, 24(1), 53 – 68. https://doi.org/10.15408/etk.v24i1.38452.
Prosedur Akuntansi Penerimaan dan Pengeluaran Kas Pada Kantor Kecamatan Cicurug Saadah, Siti; Lasmana, Andy
Karimah Tauhid Vol. 4 No. 3 (2025): Karimah Tauhid
Publisher : Universitas Djuanda

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30997/karimahtauhid.v4i3.17291

Abstract

Penelitian ini bertujuan untuk mengetahui prosedur akuntansi penerimaan serta pengeluaran kas yang dilaksanakan oleh Kantor Kecamatan Cicurug, menggunakan metode kualitatif deskriptif, dengan partisipan dari bagian keuangan, perencanaan, dan evaluasi kantor kecamatan Cicurug. Wawancara, observasi, dan dokumentasi dilakukan untuk memperoleh data. Hasilnya, prosedur akuntansi penerimaan dan pengeluaran kas di kantor kecamatan cicurug sesuai dengan Permendagri No. 77 Tahun 2020, dengan Penerimaan kas yang sepenuhnya berasal dari APBD. Selain itu, mekanisme uang persediaan, ganti uang, serta pembayaran langsung untuk gaji serta tunjangan, dilakukan saat melakukan Pengeluaran kas di kantor Kecamatan Cicurug.
The Influence of the Learning Environment in Shaping Early Childhood Learning Motivation Oktaviana, Yogi; Azzahra, Rizqina; Saadah, Siti
Seulanga : Jurnal Pendidikan Anak Vol. 6 No. 1 (2025): Seulanga : Jurnal Pendidikan Anak
Publisher : Jurusan Pendidikan Islam Anak Usia Dini

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47766/seulanga.v6i1.6070

Abstract

Early childhood learning motivation is the most important development in learning aspect motivation. The learning environment greatly influences the learning process, which must create a conducive and supportive environment, because it significantly affects early childhood learning motivation. Early childhood learning motivation is influenced by various factors, which include parental support, teacher quality, and adequate facilities. Therefore, early childhood learning motivation must be created, because it greatly affects their enthusiasm for learning. The purpose of this paper is to analyze the effect of learning environment on early childhood learning motivation, with several factors considered. This study found that the interaction between parents and children, teachers and children, friends and children greatly influences early childhood learning motivation. This research has significant implications for developing appropriate learning strategies, thus providing high learning motivation for early childhood. The research method used is the literature method with journal and observation collection techniques. Which from the results of this study strongly proves that the learning environment and motivation for early childhood is very influential on themselves for the next level