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All Journal Jurnal Ekonomi, Bisnis dan Kewirausahaan (JEBIK) Jurnal Ilmu Sosial dan Humaniora Jurnal Keuangan dan Perbankan Jurnal JSIKA Media Ekonomi dan Manajemen Journal of Economics, Business, & Accountancy Ventura Jurnal Farmasi Klinik Indonesia IMAGE Proceeding SENDI_U Edukasi: Jurnal Pendidikan Jurnal Pendidikan Informatika dan Sains Farmasains : Jurnal Ilmiah Ilmu Kefarmasian Jurnal Organisasi Dan Manajemen JTAM (Jurnal Teori dan Aplikasi Matematika) JSFK (Jurnal Sains Farmasi & Klinis) JSiI (Jurnal Sistem Informasi) International Journal of Social Science and Business Seminar Nasional Lahan Suboptimal GERVASI: Jurnal Pengabdian kepada Masyarakat Atma Jaya Accounting Reseach (AJAR) JASF (Journal of Accounting and Strategic Finance) Jurnal Ekonomi Dan Bisnis Journal of Management and Entrepreneurship Research SOCIAL CLINICAL PHARMACY INDONESIA JOURNAL Jurnal Sistem Informasi Universitas Dinamika Pharmaceutical Sciences and Research (PSR) Indonesian Capital Market Review Jurnal Ilmiah MEA (Manajemen, Ekonomi, dan Akuntansi) Nanggroe: Journal Of Scholarly Service Nanggroe: Journal of Scholarly Service Jurnal Ilmiah Bisnis dan Ekonomi Asia (Jibeka) International Research Journal of Business Studies Indonesian Journal of Jamu
Robiyanto Robiyanto, Robiyanto
Jurusan Teknik Sipil Fakultas Teknik Universitas Lampung.
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Uji Fisikokimia dan Uji Iritasi Sabun Antiseptik Kulit Daun Aloe vera (L.) Burm. f Untari, Eka Kartika; Robiyanto, Robiyanto
Jurnal Jamu Indonesia Vol. 3 No. 2 (2018): Jurnal Jamu Indonesia
Publisher : Tropical Biopharmaca Research Center, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/jji.v3i2.54

Abstract

Tanaman lidah buaya merupakan tanaman khas Kalimantan Barat yang memiliki sifat antibakteri, sehingga pada penelitian ini menjadi bahan baku utama pada sediaan sabun cair. Pada penelitian sebelumnya sediaan sabun cair antiseptik lidah buaya ini berpotensi sebagai antiseptik pada penderita ulkus diabetik, oleh karena itu diperlukan uji iritasi sebelum diberikan kepada penderita. Tujuan penelitian adalah untuk menguji sifat fisikokimia dan menentukan ada atau tidaknya efek iritasi akibat pemberian sabun cair lidah buaya pada partisipan sehat. Desain penelitian untuk uji iritasi adalah penelitian eksperimental one group pre-test and post test design yang melibatkan 12 orang partisipan. Formulasi sabun cair terdiri dari infus kulit daun lidah buaya, minyak jarak, KOH, HPMC, asam stearat, gliserin, BHT, dan akuades. Sabun cair diujikan sifat fisikokimia sebelum dilakukan uji iritasi. Uji iritasi menggunakan metode open patch test dengan mengoleskan satu kali sehari sebanyak 2 mL sabun cair ke daerah tengkuk selama 3 hari berturut-turut. Pengamatan efek iritasi pada 30 menit, 1 hari dan 3 hari setelah pengolesan. Hasil uji iritasi yang diperoleh bahwa tidak terdapat gejala iritasi berupa rasa gatal, kemerahan, kulit bengkak, dan rasa perih pada semua partisipan. Berdasarkan hasil uji tersebut dapat disimpulkan bahwa sabun cair lidah buaya tidak memiliki efek iritasi pada kulit partisipan sehat.
Revisit the Dynamic Portfolio Formation between Gold and Stocks in Indonesia in the Period Before and During the COVID-19 Pandemic Yuliana, Ashalia Fitri; Robiyanto, Robiyanto
JASF: Journal of Accounting and Strategic Finance Vol. 5 No. 1 (2022): JASF (Journal of Accounting and Strategic Finance) - June 2022
Publisher : Accounting Department, Faculty of Economics and Business, Universitas Pembangunan Nasional Veteran Jawa Timur

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33005/jasf.v5i1.161

Abstract

This research aims to review the formation of the dynamic portfolio of individual stocks and gold using the DCC-GARCH and ADCC-GARCH analysis techniques in the periods before and during the COVID-19 pandemic. This is done so that individual investors and investment managers will be able to apply this method. This research uses data from the period of October 2019 - September 2020 with a research sample of nine stocks that are included in the IDX-30. The results showed that the DCC-GARCH analysis technique before the COVID-19 pandemic and the performance of the dynamic portfolios that were unhedged and hedged had nodifference. This is due to the conditions in the period before the COVID-19 pandemic which still tended to be stable, thus, no safe-haven asset is needed. Meanwhile, in the period during the COVID-19 pandemic, using the DCC-GARCH analysis technique, there were differences because conditions started to fluctuate in uncertainty which resulted in the need for safe-haven assets. On the other hand, using the ADCC-GARCH analysis technique on the periods before and during the COVID-19 pandemic, the performance of the dynamic portfolios that were unhedged and hedged showed a difference. Because the ADCC-GARCH technique is able to see asymmetric volatility for the future, adding gold to a portfolio can reduce risk when there is uncertainty. This research also found that the ADCC-GARCH technique had better performance than the DCC-GARCH technique.
PENGARUH STRUKTUR MODAL DAN STRUKTUR KEPEMILIKAN TERHADAP KINERJA PERUSAHAAN DENGAN CORPORATE GOVERNANCE SEBAGAI VARIABEL MODERASI Anggreni, Maretha Kris Dwi; Robiyanto, Robiyanto
Jurnal Ekonomi Bisnis dan Kewirausahaan Vol 10, No 2 (2021): Jurnal Ekonomi Bisnis dan Kewirausahaan (JEBIK)
Publisher : Fakultas Ekonomi dan Bisnis, UNTAN

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (405.692 KB) | DOI: 10.26418/jebik.v10i2.45162

Abstract

ABSTRACT This study aims to examine the effect of capital structure and ownership on company performance with moderation of corporate governance in trade, service and investment sector companies in 2016- 2019. The research data was obtained from the Indonesian Capital Market Directory (ICMD) and the annual financial reports listed on the Indonesia Stock Exchange. The total sample obtained based on the purposive sampling method was 76 samples and tested using the Eviews 9 analysis tool. The analysis technique used panel data regression analysis and Moderated Regression Analysis (MRA). Capital structure and corporate governance as proxied by the role of independent commissioners are proven to improve company performance. The implication of this research is to provide empirical evidence regarding the role of corporate governance in moderating capital structure and ownership structure on company performance. The use of debt in the capital structure can have a positive influence on the company's performance. So the applied implication for the company is that it can increase debt in its capital structure by taking into account the optimal point. In addition, companies can optimize the role of independent commissioners as corporate governance to improve supervision within the company so as to improve company performance.  ABSTRAKPenelitian ini bertujuan menguji pengaruh struktur modal dan kepemilikan terhadap kinerja perusahaan dengan moderasi corporate governance pada perusahaan sektor perdagangan, jasa dan investasi tahun 2016-2019. Data penelitian ini diperoleh dari Indonesian Capital Market Directory (ICMD) dan laporan keuangan tahunan yang tercatat pada Bursa Efek Indonesia. Total sampel diperoleh berdasarkan metode pengumpulan data purposive sampling adalah sebanyak 76 sampel dan diuji menggunakan alat analisis Eviews 9. Teknik analisis pada penelitian ini menggunakan analisis regresi data panel dan Moderated Regression Analysis (MRA). Variabel struktur modal serta variabel moderasi corporate governance yang diproksikan dengan peran komisaris independen terbukti dapat meningkatkan kinerja perusahaan. Implikasi dari penelitian ini adalah memberikan bukti secara empiris terkait peran corporate governance dalam memoderasi struktur modal dan struktur kepemilikan terhadap kinerja perusahaan. Penggunaan utang pada struktur modal mampu memberikan pengaruh positif terhadap kinerja perusahaan. Maka implikasi terapan bagi perusahaan yaitu dapat meningkatkan utang pada struktur modalnya dengan memperhatikan titik optimal. Selain itu, perusahaan dapat mengoptimalkan peran komisaris independen sebagai corporate governance untuk meningkatkan pengawasan dalam perusahaan sehingga meningkatkan kinerja perusahaan.JEL : G30, G32, G34
Korelasi Dinamis Antara Pergerakan Harga Minyak Dunia dan Indeks Harga Saham Sektoral di Bursa Efek Indonesia Safitri, Yunita Dewi; Robiyanto, Robiyanto
Jurnal Ekonomi Bisnis dan Kewirausahaan Vol 9, No 3 (2020): Jurnal Ekonomi Bisnis dan Kewirausahaan (JEBIK)
Publisher : Fakultas Ekonomi dan Bisnis, UNTAN

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26418/jebik.v9i3.42949

Abstract

Changes in the situation that move very quickly on the commodity market have an impact on financial markets, one of which is the stock market in Indonesia. Therefore this study aims to examine the dynamic correlation between the movement of world oil prices and the Sectoral Stock Price Index listed on the Indonesia Stock Exchange (IDX). The data used is obtained from secondary data in the form of daily closing price data for world oil prices and Sectoral Stock Price Index from January 2017 to June 2020. The analysis technique used is Dynamic Conditional Correlation-Generalized Autoregressive Conditional Heteroscedasticity (DCC-GARCH), due to previous studies mostly using a static approach. The results of this study show that the DCC-GARCH value between world oil prices (Brent and WTI) and Sectoral Stock Price Index tends to be very weak. A negative dynamic correlation was also found in the Consumer Goods Sector. This research can be a reference for investors who want to invest stocks in Indonesia by looking at the correlation between world oil prices and the Sectoral Stock Price Index.
Pengaruh Perubahan Harga Emas, Harga Minyak Dunia, Tingkat Suku Bunga BI, dan Nilai Tukar Terhadap Return Saham Pada Indeks Harga Saham Gabungan (IHSG) dan Jakarta Islamic Index (JII) Sari, Ardilla Putri Naina; Robiyanto, Robiyanto; Frensidy, Budi
Jurnal Ekonomi dan Bisnis Vol. 27 No. 1 (2024): JURNAL EKONOMI DAN BISNIS MARET 2024
Publisher : Fakultas Ekonomi dan Bisnis Universitas Pekalongan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31941/jebi.v27i1.2146

Abstract

This study examines the effect of the USD/IDR exchange rate, BI rate, gold price, and oil price on the return of the Jakarta Composite Index (JCI) and Jakarta Islamic Index (JII) from 2015-2021. The data used in this study is secondary data, data obtained from the monthly closing price of each variable sourced from the IDX website, yahoo finance, the official website of the Indonesian Central Bank, www.lbma.org.uk, www.eia.gov. Sampling was carried out using purposive sampling technique with the number of samples obtained was the closing price of 84 months. The analytical technique used in this study is multiple regression analysis with the Ordinary Least Square (OLS) method. The results obtained in this study indicate that BI rate and the USD/IDR exchange rate have a negative effect on the return of the JCI and JII. Gold prices have a negative effect on the JCI, while the JII has a positive effect. And the oil price variable shows a positive effect on JCI, and negative on JII.
Performance Evaluation of Stock Price Indexes in the Indonesia Stock Exchange Robiyanto, Robiyanto
International Research Journal of Business Studies Vol. 10 No. 3 (2017): December 2017 - March 2018
Publisher : Universitas Prasetiya Mulya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21632/irjbs.10.3.173-182

Abstract

This study evaluates the performance of stock price indexes in the Indonesia Stock Exchange by using Sharpe Index, Treynor Ratio,Jensen Alpha, Adjusted Sharpe Index, Adjusted Jensen Index and Sortino Ratio. The stock price indexes evaluated are the Jakarta Composite Index (JCI), Sectoral Index consisting of 10 sectoral stock price indexes, LQ45 Index, Jakarta Islamic Index (JII), Kompas100Index, BISNIS-27 Index, PEFINDO25 Index, SRI-KEHATI Index, Main Board Index (MBX), Developed Board Index (DBX). Data used in thisresearch is daily closing data of stock price indexes studied and riskfree interest rate represented by BI rate during period January 3, 2011, until July 17, 2017. Data were obtained from Bloomberg. The results of this study indicate that only three stock price indexes perform better than risk-free and stock-market instruments when calculated by using Sharpe Index, Treynor Ratio, Jensen Alpha, Adjusted Sharpe Index, and Adjusted Jensen Alpha Index. Meanwhile, when calculated by using the Sortino Ratio, the stock price index of miscellaneous industry sector has the best performance.
Cryptocurrencies as a Hedge and Safe Haven Instruments during Covid-19 Pandemic Yuhanitha, Nensya; Robiyanto, Robiyanto
JASF: Journal of Accounting and Strategic Finance Vol. 4 No. 1 (2021): JASF (Journal of Accounting and Strategic Finance) - June 2021
Publisher : Accounting Department, Faculty of Economics and Business, Universitas Pembangunan Nasional Veteran Jawa Timur

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33005/jasf.v4i1.129

Abstract

This study examines the potential of cryptocurrencies such as Bitcoin, Ethereum, ripple, tether, and Bitcoin cash as hedging instruments and a safe haven for the Indonesian capital market, especially during the Covid-19 pandemic era. Now, Indonesia's capital market condition is in turbulence. The benefit of this research is to help the investors make decisions on which cryptocurrencies can be an instrument hedge and safe haven in this Covid-19 pandemic era for Indonesia Stock Exchange (IDX). The data used in this study are data on the closing price of the Composite Stock Price Index (CSPI), bitcoin (BTC), Ethereum (ETH), ripple (XRP), tether (USDT), and bitcoin cash (BCH) from January 3 to June 16, 2020. Data analysis used Generalized AutoregressiveConditional Heteroscedasticity (GARCH) and Quantile Regression (QREG). This study found that Bitcoin, Ethereum, tether, and Bitcoin cash can act as a hedge, but only the ripple cannot act as a hedge. Bitcoin, Ethereum, ripple, tether, and bitcoin cash cannot act as a safe haven when the Indonesian capital market was getting extreme, like during the Covid-19 pandemic era. The roles of Bitcoin, Ethereum, ripple, tether, and bitcoin cash as safe havens will fade when conditions in the Indonesian capital market become more extreme. This research can be used as a reference for investors for their investments by looking top four cryptocurrencies as a hedging instrument. However, in severe conditions such as during the Covid-19 Pandemic, the top five cryptocurrencies cannot be used as a safe haven, as revealed in this study.
An Empirical Study of Bonds as a Safe Haven in Indonesia During COVID-19 and Russia-Ukraine War Arifin, Fahmi Ihwanul; Robiyanto, Robiyanto; Noegroho, Yefta Andi Kus; Harijono, Harijono
Media Ekonomi dan Manajemen Vol 41, No 1 (2026): January 2026
Publisher : Fakultas Ekonomika dan Bisnis UNTAG Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56444/mem.v41i1.6311

Abstract

This study examines whether government and corporate bonds in Indonesia act as hedging or safe haven assets during the COVID-19 pandemic and the Russia–Ukraine war. This study using data started from March 3, 2020 which is the date of the first Covid-19 case emerged in Indonesia to March 29, 2024 even though the war is not over yet on the time this study being conducted. The cut-off date for the Russia-Ukraine war is February 24, 2022. Generalized Autoregressive Conditional Heteroskedasticity (GARCH) is used in order to test the potential of bonds as hedges, while QREG used in order to test the potential of bond as safe haven. The findings show that during the period of financial and geopolitical crisis, Indonesian government and corporate bonds cannot be an effective safe haven or hedge against the stock market. While they can serve as diversification assets due to their stable volatility, these bonds lack the consistent negative correlation with the Composite Stock Price Index (CSPI) required for safe haven assets. Investors and portfolio managers should be cautious in relying on government bonds and corporate bonds as hedge against stock market declines. The results suggest that bonds may not provide the expected protection against stock market declines, so investors need to consider alternative diversification strategies or other hedging instruments when making investment decisions.
Determinants of United States - Indonesia Equity Market’s Dynamic Correlation: The Role of Commodities and Exchange Rate’s Volatilities Robiyanto, Robiyanto; Pangesti, Essy Indah; Harijono, Harijono; Frensidy, Budi
Media Ekonomi dan Manajemen Vol 38, No 2 (2023): July 2023
Publisher : Fakultas Ekonomika dan Bisnis UNTAG Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56444/mem.v38i2.3595

Abstract

This study aims to analyze the effect of oil price volatility, gold price volatility and exchange rate volatility on the dynamic relationship between Indonesian and United States capital market. The data used in this study are daily closing prices of oil, gold and exchange rates (USD/IDR) as well as Indonesian capital market (JKSE) and United States capital market (DJIA) composite indices during period of January 2005 to October 2020. This study uses DCC-GARCH method to calculate the dynamic correlation between two capital markets and GARCH with the GED parameter to analyze oil volatility, gold volatility and exchange rate volatility on the integration of Indonesian capital market and United States capital market. The results of this study show positive and strong results on the integration of Indonesian and United States capital markets, thus proving that the movements of Indonesian market and American market tend to be strong and mutually influence the two capital markets. Moreover, the oil, gold and exchange rates volatilities have a negative effect on the integration of the Indonesia capital market and the US capital market. This finding implies investors should take oil, gold and exchange rates volatilities in their investment consideration.
Formulating Cryptocurrencies Dynamic Portfolio with Consumption Sectors’ Stocks Putra, Naufal Dwinanda Narra; Robiyanto, Robiyanto; Andreas, Hans Hananto
Media Ekonomi dan Manajemen Vol 37, No 2 (2022): July 2022
Publisher : Fakultas Ekonomika dan Bisnis UNTAG Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24856/mem.v37i2.2882

Abstract

This study was conducted to analyze the performance of the portfolio formed with different asset classes. The instrument used is the consumption sector index with 5 cryptocurrencies. Does the formed portfolio have a better performance than the portfolio that is only formed from the consumption sector index. The type of data in this study uses secondary data in the form of a daily frequency time series with a research period from January 2019 to January 2021. The data in this study used quantitative data. Portfolio performance measurement in this study was measured using the ratio of Sharpe, Treynor, Jensen, Sortino, and Omega. Based on the results of the study, it shows that the performance of the consumption sector index portfolio that is hedged with cryptocurrency produces a higher rate of return in the period during the pandemic than in the period before the pandemic. However, there is 1 crypto that produces negative values in each ratio and research period, namely Tether. Overall, the results of this study can be concluded that adding cryptocurrency to the formation of a portfolio will get a better portfolio performance.
Co-Authors A. Harijono A.A. Ketut Agung Cahyawan W Adiwidjojo, Enrico Pranata Agus Dwi Churniawan, Agus Dwi Akhmadi Akhmadi Alsyahrin, Dea Prastica Amalia, Yessi Andrian Dolfriandra Huruta Angelina, Ria Anggreni, Maretha Kris Dwi Apriani Dorkas Rambu Atahau Arifin, Fahmi Ihwanul Asmaul Husna Azalia, Kezia Maylani Budi Frensidy, Budi Butarbutar, Ruth Haryati Catherine, Happy Churniawan, Agus Dwi Dwijayati, Bonita Restu Eka Handriani Eka Kartika Untari Fitri, Alya Syafika Gunadi, Patrisinus Ceasar Hadisa, Nurul Hans Hananto Andreas Harjum Muharam Hartanto, Aldhi Fajar Harwi Kusnadi Heny Handayani Hermiana, Aida Islamy, Muhamad Rido Isnindar Isnindar Jeni, Frima Jusak Jusak Jusak, Jusak Komala Inggarwati, Komala Kusuma, Ria Lakaba, Angriana Leopoldus Ricky Sasongko Lestari, Urai Indah Rachmawati Liana, Jesica Luliana, Sri Marsela, Marsiana Melcin, Sella Angelina Mikasari, Wilda Nafiah, Ilma Nahar, Zuwan Nisfu Nera Umilia Purwanti, Nera Umilia Nugroho, Ainine Devara Nurlita, Eva Nurmainah Nurmainah Nurohman, Nurohman Oktavianto, Dismas Pangesti, Essy Indah Potto, Otniel Syebastian Agusto Pratiwi Apridamayanti, Pratiwi Pratiwi, Nabilla Putri Pratiwi, Siska Gita Priyanto, Aldi Putra, Naufal Dwinanda Narra Rahmadani, Ardha Laila Reni Haerani Rihfenti Ernayani Rosmimi, Monika Safitri, Yunita Dewi Salvatori, Etheldreda Gladys Samuel Martono Sanera, Ferlino Saputra, Ilham Saputri, Aisyah Sari, Ardilla Putri Naina Stefan, Yonatan Alvin Sudjinan, Sudjinan Supentri Suraya, Dini Susanti, Ressi Tamara, Sephia Lisa Tundjung Mahatma Wibowo, Stefanus Chandra Wisnu Mawardi Yefta Andi Kus Noegroho Yesmawati, Yesmawati Yuhanitha, Nensya Yuliana, Ashalia Fitri Yunita Yunita