UI - Tesis (Membership) :: Kembali

UI - Tesis (Membership) :: Kembali

Identifikasi kemungkinan lindung nilai harga batubara melalui saham perusahaan batubara menggunakan kointegrasi = Identification hedge possibility of coal commodity through coal mines stock using panel cointegration / Andi Luxbinatur

Andi Luxbinatur; Sigit Sulistiyo Wibowo, supervisor; Zaafri Ananto Husodo, examiner; Cynthia Afriani, examiner ([Publisher not identified] , 2015)

 Abstrak

[Tujuan penelitian adalah untuk mengidentifikasi kemungkinan lindung nilai harga komoditas batubara melalui saham perusahaan tambang batubara menggunakan kointegrasi. Penelitian ini menggunakan perusahaan operator pembangkit listrik berbahan bakar batubara sebagai pihak yang terkena paparan risiko harga komoditas batubara. Pengujian kointegrasi menggunakan panel kointegrasi untuk memastikan generalisasi kointegrasi antara variabel-variable tersebut. Hasil daripenelitian ini menunjukkan adanya indikasi kointegrasi jangka panjang dan jangka pendek diantara variabel-variabel. Pengujian terhadap model lindung nilai memberikan indikasi kemungkinan penggunaan saham perusahaan tambang batubara untuk dijadikan lindung nilai atas harga komoditas batubara;The aim of this studi to identifiy hedge possibility of coal commodity throught coal mines stock using panel cointegration. This study use coal power plant company as entity that exposured by coal price risk. Cointegration test use panel cointegration to ensure generalization of the study between variables. Cointegration test between variables show indication the existance of cointegration. This study show that there is possibilty to use coal mines stock to hedge coal price risk.
, The aim of this studi to identifiy hedge possibility of coal commodity throught coal mines stock using panel cointegration. This study use coal power plant company as entity that exposured by coal price risk. Cointegration test use panel cointegration to ensure generalization of the study between variables. Cointegration test between variables show indication the existance of cointegration. This study show that there is possibilty to use coal mines stock to hedge coal price risk.
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 Metadata

Jenis Koleksi: UI - Tesis (Membership)
No. Panggil : T42733
Entri utama-Nama orang :
Entri tambahan-Nama orang :
Entri tambahan-Nama badan :
Subjek :
Penerbitan : [Place of publication not identified]: [Publisher not identified], 2015
Program Studi :
Sumber Pengatalogan : LibUI ind rda
Tipe Konten :
Tipe Media :
Tipe Carrier :
Deskripsi Fisik : xiii, 142 hlm. : ill. ; 28 cm. + lamp.
Catatan Bibliografi : hlm. 68-69
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, Lantai 3
  • Ketersediaan
  • Ulasan
No. Panggil No. Barkod Ketersediaan
T42733 15-17-050781898 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20415912