Lesar, William Stephanus Tristan (2026) ANALYSIS OF THE INFLUENCE OF WORLD OIL PRICES, WORLD GOLD PRICES, FEDERAL FUNDS RATE, AND RUPIAH EXCHANGE RATE ON INDONESIA'S COMPOSITE STOCK PRICE INDEX. Undergraduate thesis, UPN Veteran Jawa Timur.
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Abstract
This study aims to analyze the influence of world oil prices, world gold prices, Federal Funds Rate, and rupiah exchange rate on the Composite Stock Price Index in Indonesia. The movement of the IDX-Composite as the main indicator of capital market performance is influenced by various global and domestic macroeconomic factors, including fluctuations in commodity prices and international monetary policy. The data used in this study is secondary data in the form of yearly time series data during a certain research period obtained from official sources of Bank Indonesia, the Central Statistics Agency, and Investing.com. The analysis method used is multiple linear regression with classical assumption testing and hypothesis tests which include t-test, F test, and determination coefficient. The results of the study show that simultaneously the world oil price, the world gold price, the world gold price, and the rupiah exchange rate have a significant effect on the JCI. Partially, the rupiah exchange rate variable and the Federal Funds Rate have a significant influence on the IDX-Composite, while world oil prices and world gold prices show different influences according to global economic conditions in the study period. The findings of this study are expected to provide information for investors and policymakers in understanding the macroeconomic factors that affect stock market movements in Indonesia.
| Item Type: | Thesis (Undergraduate) | ||||||||
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| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HC Economics |
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| Divisions: | Faculty of Economic and Business > Departement of Economics | ||||||||
| Depositing User: | William William Stephanus Tristan Lesar Lesar | ||||||||
| Date Deposited: | 02 Jun 2026 06:17 | ||||||||
| Last Modified: | 02 Jun 2026 06:53 | ||||||||
| URI: | https://repository.upnjatim.ac.id/id/eprint/53402 |
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