PENGARUH INDIKATOR EKONOMI DAN HARGA MINYAK DUNIA TERHADAP HARGA SAHAM SEKTOR PERTAMBANGAN DENGAN HARGA EMAS DUNIA SEBAGAI VARIABEL MODERATING (Studi Kasus Pada Sektor Pertambangan di Bursa Efek Indonesia Periode 2017–2023)

DIWANSYAH, FINDIA AMELIANI (2025) PENGARUH INDIKATOR EKONOMI DAN HARGA MINYAK DUNIA TERHADAP HARGA SAHAM SEKTOR PERTAMBANGAN DENGAN HARGA EMAS DUNIA SEBAGAI VARIABEL MODERATING (Studi Kasus Pada Sektor Pertambangan di Bursa Efek Indonesia Periode 2017–2023). Master thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.

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Abstract

This study aims to examine the effect of economic indicators and global oil prices on the stock prices of the mining sector, with global gold prices as a moderating variable, in the mining sector listed on the Indonesia Stock Exchange during the period 2017–2023. The type of research used is quantitative research. The population in this study consists of mining sector companies listed on the Indonesia Stock Exchange during the 2017–2023 period, and through purposive sampling, a sample of 39 companies was obtained, resulting in a total of 273 data points. The analytical technique used in this study is Moderated Regression Analysis (MRA), conducted using Stata version 17. The results of this study indicate that inflation and interest rates have a negative and significant effect on stock prices, while exchange rates and global oil prices have no significant effect on stock prices. In contrast, global gold prices have a positive and significant effect on stock prices. Furthermore, global gold prices are able to moderate the influence of exchange rates and interest rates on stock prices in the mining sector, but they are not able to moderate the influence of inflation and global oil prices on stock prices in the mining sector.

Item Type:

Thesis (Master)

Contributors:

Contribution	Contributors	NIP/NIM
Thesis advisor	AKHMADI, AKHMADI	196511202002121002
Thesis advisor	ICHWANUDIN, WAWAN	197510232005011003

Additional Information:

Penelitian ini bertujuan untuk mengetahui Pengaruh Indikator Ekonomi Dan Harga Minyak Dunia Terhadap Harga Saham Sektor Pertambangan Dengan Harga Emas Dunia Sebagai Variabel Moderating Pada Sektor Pertambangan di Bursa Efek Indonesia Periode 2017–2023. Jenis penelitian yang digunakan adlaah penelitian kuantitatif. Populasi dalam penelitian ini adalah perusahaan Sektor Pertambangan Yang Tercatat di Bursa Efek Indonesia Periode 2017–2023 dengan teknik purposive sampling diperoleh sampel sebanyak 39 perusahaan sehingga terdapat total data dalam penelitian ini sebanyak 273 data. Teknik analisis yang digunakan pada penelitian ini adalah Moderated Regression Analysis (MRA) dengan menggunakan aplikasi Stata Ver. 17. Hasil penelitian ini menunjukkan inflasi dan suku bunga berpengaruh negatif dan signifikan terhadap harga saham, nilai tukar dan harga minyak dunia tidak berpengaruh terhadap harga saham dan harga emas dunia berpengaruh positif dan signifikan terhadap harga saham. Selain itu harga emas dunia mampu memoderasi pengaruh nilai tukar dan suku bunga terhadap harga saham sektor pertambangan namun tidak dapat memoderasi pengaruh inflasi dan harga minyak dunia terhadap harga saham sektor pertambangan.

Uncontrolled Keywords:

Stock Prices, Economic Indicators, World Oil Prices, World Gold Prices Harga Saham, Indikator Ekonomi, Harga Minyak Dunia, Harga Emas Dunia

Subjects:

H Social Sciences > H Social Sciences (General)

Divisions:

05-Fakultas Ekonomi dan Bisnis
08-Pascasarjana > 61101-Magister Manajemen

Depositing User:

Findia Ameliani

Date Deposited:

09 Jul 2025 02:26

Last Modified:

09 Jul 2025 02:26

URI:

http://eprints.untirta.ac.id/id/eprint/50959

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