ARTIZA, SHAFIRA (2025) PENGARUH HARGA MINYAK DUNIA TERHADAP EXCHANGE RATE VOLATILITY: STUDI KASUS NEGARA PENGIMPOR MINYAK DI DUNIA. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
The price of oil as one of the global commodities has an important role for the economy, one of which is raw material in almost all production lines in the world. This study wants to see how the effect of world oil prices on Exchange rate volatility in 40 oil importing countries using annual data from 2009 to 2024. This study aims to identify the effect of oil price, exchange rate regime, central bank interest rate, trade openness and money supply by applying Generalized method of Moment (GMM) to investigate the effect. The results show that oil price, exchange rate regime and money supply have a positive influence on exchange rate volatility. While central bank interest rate and trade openness have a negative effect on exchange rate volatility. Therefore, it is suggested that policymakers should control the purchase of oil imports while applying hedging techniques, so that when there is a spike in oil prices the exchange rate of the importing country will not be affected too much.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Harga minyak sebagai salah satu komoditas global memiliki peran penting bagi perekonomian, salah satunya adalah bahan baku dihampir seluruh lini produksi di dunia. Sehingga penelitian ini ingin melihat bagaimana pengaruh harga minyak dunia terhadap exchange rate volatility di 40 negara pengimpor minyak dengan menggunakan data tahunan dari 2009 hingga 2024. Penelitian ini bertujuan untuk mengidentifikasi pengaruh dari harga minyak, exchange rate regime, suku bunga bank sentral, keterbukaan perdagangan dan jumlah uang beredar dengan menerapkan metode Generalized method of Moment (GMM) untuk menyelidiki efek tersebut. Hasil diperoleh bahwa harga minyak, exchange rate regime dan jumlah uang beredar memiliki pengaruh positif terhadap exchange rate volatility. Sedangkan suku bunga bank sentral dan keterbukaan perdagangan memiliki pengaruh negatif terhadap exchange rate volatility. Oleh karena itu, disarankan agar para pembuat kebijakan tetap mengkontrol pembelian impor minyak sekaligus menerapkan teknik melindungi nilai, sehingga ketika terjadi lonjakan harga minyak nilai tukar negara pengimpor tidak akan terlalu terpengaruh. | |||||||||
| Uncontrolled Keywords: | Exchange rate volatility, Oil Price, Exchange Rate Regime, Generalized Method of Moment. Volatilitas Nilai Tukar, Harga Minyak, Rezim Nilai Tukar, Generalized Method Of Moment. | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HG Finance |
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| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
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| Depositing User: | shafira fira artiza | |||||||||
| Date Deposited: | 07 Aug 2025 03:50 | |||||||||
| Last Modified: | 07 Aug 2025 03:50 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/51632 |
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