Adryan, Ignatius Mario (2018) Korelasi Antara Minyak Mentah Dan Pasar Saham Menggunakan Pendekatan Wavelet = Correlation between Crude Oil and Stock Market Using Wavelet Approach. Bachelor thesis, Universitas Pelita Harapan.
![]() |
Text (Title)
Title.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (1MB) |
|
|
Text (Abstract)
Abstract.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (282kB) | Preview |
|
![]() |
Text (ToC)
ToC.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (291kB) |
|
|
Text (Chapter1)
Chapter1.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (277kB) | Preview |
|
![]() |
Text (Chapter2)
Chapter2.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (429kB) |
|
![]() |
Text (Chapter3)
Chapter3.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (361kB) |
|
![]() |
Text (Chapter4)
Chapter4.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (3MB) |
|
![]() |
Text (Chapter5)
Chapter5.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (273kB) |
|
|
Text (Bibliography)
Bibliography.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (281kB) | Preview |
|
![]() |
Text (Appendices)
Appendices.pdf Restricted to Repository staff only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (4MB) |
Abstract
Dalam ekonomi global, guncangan yang terjadi di satu pasar dapat memempengaruhi ke pasar lain. Penelitian ini mengkaji dampak guncangan minyak pada korelasi antara pasar saham dan minyak. Kami menguji perubahan dalam korelasi untuk skala waktu yang berbeda dengan interval kepercayaan yang tidak tumpang tindih berdasarkan korelasi wavelet yang diperkirakan. Hasil kami menunjukkan bahwa korelasi antara pasar minyak dan pasar saham cenderung stabil dalam periode tenang, sekitar nol, tetapi ini berubah selama guncangan minyak baik pada frekuensi yang lebih tinggi dan lebih rendah. Pada frekuensi rendah, jumlah kerusakan korelasi selama guncangan minyak lebih tinggi dan dapat diartikan sebagai pergeseran dalam gerakan bersama pasar.
Item Type: | Thesis (Bachelor) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Creators: |
|
||||||||||||
Contributors: |
|
||||||||||||
Additional Information: | SK 112-14 ADR k 2018; 31001000149691 | ||||||||||||
Uncontrolled Keywords: | Contagion; Interdependence; Oil and stock market returns; Wavelets | ||||||||||||
Subjects: | Q Science > QA Mathematics | ||||||||||||
Divisions: | University Subject > Current > Faculty/School - UPH Karawaci > Faculty of Science and Technology > Mathematics Current > Faculty/School - UPH Karawaci > Faculty of Science and Technology > Mathematics |
||||||||||||
Depositing User: | Mrs Veronica Fitri Astuti | ||||||||||||
Date Deposited: | 15 May 2021 14:28 | ||||||||||||
Last Modified: | 12 Nov 2021 03:50 | ||||||||||||
URI: | http://repository.uph.edu/id/eprint/25794 |
Actions (login required)
![]() |
View Item |