Korelasi Antara Minyak Mentah Dan Pasar Saham Menggunakan Pendekatan Wavelet = Correlation between Crude Oil and Stock Market Using Wavelet Approach

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.

[img] Text (Title)
Title.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (1MB)
[img]
Preview
Text (Abstract)
Abstract.pdf
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (282kB) | Preview
[img] Text (ToC)
ToC.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (291kB)
[img]
Preview
Text (Chapter1)
Chapter1.pdf
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (277kB) | Preview
[img] Text (Chapter2)
Chapter2.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (429kB)
[img] Text (Chapter3)
Chapter3.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (361kB)
[img] Text (Chapter4)
Chapter4.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (3MB)
[img] Text (Chapter5)
Chapter5.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (273kB)
[img]
Preview
Text (Bibliography)
Bibliography.pdf
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (281kB) | Preview
[img] 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:
CreatorsNIMEmail
Adryan, Ignatius MarioNIM1305000977UNSPECIFIED
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorMargaretha, HelenaNIDN0312057504UNSPECIFIED
Thesis advisorFerdinand, Ferry VincenttiusNIDN0323059001UNSPECIFIED
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 View Item