Analisis faktor-faktor penentu harga tembaga di pasar internasional terhadap PT Freeport Indonesia

Pekey, Simon Petrus (2021) Analisis faktor-faktor penentu harga tembaga di pasar internasional terhadap PT Freeport Indonesia. Masters thesis, IPB University.

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Abstract

Copper is one of the metal commodities traded on the world market because it has an important role in human life. Copper is an excellent conductor of electricity and heat and is resistant to corrosion. The price of copper in the international market is influenced by supply and demand. PT. Freeport Indonesia (PTFI) is one of the largest copper mines in the world that produces copper, therefore research is needed on the factors that influence the movement of copper prices, such as: causality between copper prices and observed variables, response impulses and decomposition variances due to shock caused by observed variable on the price of copper. This study uses monthly data starting from January 2005 to December 2019. The variables used are secondary data such as: Copper price, Industrial Producer Index (IPI), Producer Price Index (PPI), Fed Rate, Consumer Price Index ( CPI), New York Stock Exchange (NYSE), Oil Price and Gold Price. The research data was processed using the VECM method with the help of Eviews 10 software. From data processing, the following results are obtained: there is two-way causality relationship between CPI and copper prices, gold prices and IPI have oneway causal relationship to copper prices, copper prices have one-way relationship to PPI. The shock that occurred by IPI variable gave the largest impulse response in the short and long term to the copper price in addition to the shock that occurred by the copper price itself. In the short term, the largest decomposition variance was contributed by IPI and the price of copper itself, while in the long term the largest decomposition variance was contributed by IPI, fed rate, gold price, CPI, and also the price of copper itself. From the results of this study, it is concluded that the variables affect changes in copper prices are IPI, fed rate, gold price and CPI. For company analysts, it is better to pay attention the changes of IPI, fed rate, gold price and CPI in determining the copper contract selling price according to the duration of the copper contract sales to be carried out, so that the selling price can be predicted that is profitable for the company.

Item Type: Thesis (Masters)
Uncontrolled Keywords: Harga Tembaga, Impuls Respons, Kausalitas, Varian Dekomposisi, VECM, Eviews 10 Causality, Copper Price, Decomposition Variance, Impulse Response, VECM.
Subjects: Manajemen Strategi
Depositing User: SB-IPB Library
Date Deposited: 24 Nov 2022 04:00
Last Modified: 24 Nov 2022 04:00
URI: http://repository.sb.ipb.ac.id/id/eprint/3957

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