relation: https://eprints.untirta.ac.id/51632/
title: PENGARUH HARGA MINYAK DUNIA TERHADAP EXCHANGE RATE VOLATILITY: STUDI KASUS   NEGARA PENGIMPOR MINYAK DI DUNIA
creator: ARTIZA, SHAFIRA
subject: HB Economic Theory
subject: HG Finance
description: 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.
date: 2025
type: Thesis
type: NonPeerReviewed
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identifier: https://eprints.untirta.ac.id/51632/1/Shafira%20Artiza_5553210047_fulltext.pdf
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identifier: https://eprints.untirta.ac.id/51632/2/Shafira%20Artiza_5553210047_01.pdf
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identifier: https://eprints.untirta.ac.id/51632/6/Shafira%20Artiza_5553210047_05.pdf
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identifier: https://eprints.untirta.ac.id/51632/7/Shafira%20Artiza_5553210047_CP.pdf
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identifier: https://eprints.untirta.ac.id/51632/8/Shafira%20Artiza_5553210047_ref.pdf
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identifier: https://eprints.untirta.ac.id/51632/9/Shafira%20Artiza_5553210047_lamp.pdf
identifier:   ARTIZA, SHAFIRA  (2025) PENGARUH HARGA MINYAK DUNIA TERHADAP EXCHANGE RATE VOLATILITY: STUDI KASUS NEGARA PENGIMPOR MINYAK DI DUNIA.  S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.