Jurnal Kajian Ekonomi dan Pembangunan
Vol 1, No 4 (2019): Jurnal Kajian Ekonomi dan Pembangunan

ANALISIS HUBUNGAN ANTARA HARGA MINYAK, PASAR SAHAM, DAN NILAI TUKAR DI INDONESIA

Nadia Kurnianti (Universitas Negeri Padang)
Idris Idris (Universitas Negeri Padang)

Article Info

Publish Date
03 Dec 2019

Abstract

The aim of this research is to analyze the relationship of causality between oil prices, stocks market, and exchange rates in Indonesia using VAR model. The data used in this study is time series data from January 2014 until December 2018 that was obtained from the relevant institutions. The variables use are oil prices (X1), stocks market (X2), and exchange rates (X3). The method used in this study is Vector Auto Reggression (VAR). The finding has shown that there are no causality relationship between the oil prices, stock markets, and exchanger rates. The finding also shown that there is only directional relationship between exchange rates with stocks market.

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Journal Info
Jurnal Kajian Ekonomi dan Pembangunan
Website

Abbrev

epb

Publisher

Universitas Negeri Padang

Subject

Economics, Econometrics & Finance Social Sciences

Description

Jurnal Kajian Ekonomi dan Pembangunan (JKEP) is a peer-reviewed journal that provides a forum for scientific works pertaining to Development Economics. This journal was first published since June 2019 by the Universitas Negeri Padang.This journal published four times a year and has e-ISSN 2656-0356. ...