PENGARUH HARGA MINYAK KELAPA SAWIT DAN BATU BARA TERHADAP RETURN INDEKS HARGA SAHAM GABUNGAN
DOI:
https://doi.org/10.33197/jlscc.v1i2.967Keywords:
Minyak Kelapa Sawit, Batubara, Indeks Harga Saham Gabungan, KomoditasAbstract
Penelitian ini bertujuan untuk menganalisa pengaruh harga komoditas minyak kelapa sawit dan batubara terhadap return indeks harga saham gabungan. Penelitian menggunakan data sekunder yang diambil dari data historical atas harga futures komoditas minyak kelapa sawit dan batubara selama lima tahun. Teknik analisa yang digunakan dalam penelitian ini adalah Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) dengan menggunakan bantuan program EViews 12 SV. Hasil penelitian membuktikan bahwa harga batubara tidak berpengaruh signifikan positif terhadap return indeks harga saham gabungan, namun harga komoditas minyak kelapa sawit tidak berpengaruh signifikan positif terhadap return indeks harga saham gabungan.
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