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All Journal Jurnal Kajian Ilmiah Akuntansi Fakultas Ekonomi UNTAN (KIAFE) JAAKFE UNTAN ( (Jurnal Audit Dan Akuntansi Fakultas Ekonomi Universitas Tanjungpura) Jurnal Akuntansi Multiparadigma Journal of Economic, Bussines and Accounting (COSTING) Jurnal Ekonomi Bisnis, Manajemen dan Akuntansi (JEBMA) ABDI EQUATOR Golden Ratio of Auditing Research International Journal Of Economics Social And Technology Jurnal Kewirausahaan Bukit Pengharapan Moneter : Jurnal Ekonomi dan Keuangan JIBEMA: Jurnal Ilmu Bisnis, Ekonomi, Manajemen, dan Akuntansi
Amanah Hijriah
Universitas Tanjungpura
Automotive Engineering Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Industrial & Manufacturing Engineering Law, Crime, Criminology & Criminal Justice Social Sciences Other

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Guncangan Eksternal dan Fundamental Internal: Analisis Volatilitas Saham Sektor Energi di Indonesia Muhammad Sami; Amanah Hijriah; Rusliyawati Rusliyawati
Moneter : Jurnal Ekonomi dan Keuangan Vol. 4 No. 4 (2026): Oktober : Moneter : Jurnal Ekonomi dan Keuangan
Publisher : Asosiasi Riset Ekonomi dan Akuntansi Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.61132/moneter.v4i4.2630

Abstract

The stock price volatility of Indonesia's energy sector has consistently exceeded the market average reflected in the IHSG, with IDXENERGY averaging 21.01 percent compared to IHSG's 13.02 percent over the 2021–2025 period. This condition indicates relatively higher fluctuations in energy sector stocks and highlights the importance of examining factors that contribute to such volatility. Therefore, stock price fluctuations of companies in Indonesia’s energy sector are the primary focus of this study, specifically to measure the extent to which internal and external factors influence these fluctuations, encompassing Brent crude oil price volatility, geopolitical risk, dividend policy, leverage, and trading volume activity. Using the purposive sampling method, 46 companies in the energy sector listed on the Indonesia Stock Exchange were selected as research subjects, which were analyzed using the fixed-effects model with the aid of EViews version 12 software. Based on the results of data analysis, it was found that volatility in Brent crude oil prices and stock trading volume have a positive influence on stock price volatility. Meanwhile, geopolitical risk, dividend policy, and leverage do not have a statistically significant influence
Co-Authors Agista Maharani Ayu Puspitasari, Ayu Bambang Subroto Dandy Rajendra Bomantara Devi Rianti Marpaung Deya Febri Pratiwi Helisa Noviarty Ibnu Aswat Ira Grania Mustika Muhammad Sami Muhammad Ziyad Nurkholis Hamidi Rusliyawati, Rusliyawati Sari Rusmita Shirleen, Jessica Patrisia Try Kurnia Putra Vitriyan Espa Wawa Mutiara