The impact of macroeconomic variables and crude oil price to Bursa Malaysia / Azmer Zul Imman Mohamad Azlan

The study aims to investigate the effect of macroeconomic variables and crude oil price towards Bursa Malaysia Energy Index. Four independent variables were chosen in conducting the research, namely, Industrial Production, Inflation, Money Supply (M2), and Crude Oil Price. The research utilized 34 m...

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Main Author:	Mohamad Azlan, Azmer Zul Imman
Format:	Thesis
Language:	English
Published:	2022
Subjects:	Macroeconomics Palm oil
Online Access:	https://ir.uitm.edu.my/id/eprint/104530/1/104530.pdf
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id	my-uitm-ir.104530
record_format	uketd_dc
spelling	my-uitm-ir.1045302024-10-29T09:32:39Z The impact of macroeconomic variables and crude oil price to Bursa Malaysia / Azmer Zul Imman Mohamad Azlan 2022 Mohamad Azlan, Azmer Zul Imman Macroeconomics Palm oil The study aims to investigate the effect of macroeconomic variables and crude oil price towards Bursa Malaysia Energy Index. Four independent variables were chosen in conducting the research, namely, Industrial Production, Inflation, Money Supply (M2), and Crude Oil Price. The research utilized 34 monthly observations from the period October 2018 until July 2021. In this research, 3 major tests were conducted, which are descriptive analysis, correlational analysis, and regression analysis. Furthermore, 5 assumption test was conducted to ensure the reliability of the regression result, namely the unit root test, co-integration, serial correlation, heteroscedasticity, and multicollinearity. The unit root test showed all variables were stationary at the first differenced, while the co-integration result showed the existence of long linear relationship between the variables. The research founds 2 variables that give significance impact towards Bursa Malaysia Energy Index, which are Money Supply and Crude Oil Price. Industrial Production and Inflation on the other hand showed nonsignificant impact towards Bursa Malaysia Energy Index. This research provides insight to future researcher and investors on how macroeconomic variables could give impact on oil-sector index in Malaysia and the results may contribute to informed investment decision making. 2022 Thesis https://ir.uitm.edu.my/id/eprint/104530/ https://ir.uitm.edu.my/id/eprint/104530/1/104530.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business and Management Hamran, Mohd Hakimi
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Hamran, Mohd Hakimi
topic	Macroeconomics Palm oil
spellingShingle	Macroeconomics Palm oil Mohamad Azlan, Azmer Zul Imman The impact of macroeconomic variables and crude oil price to Bursa Malaysia / Azmer Zul Imman Mohamad Azlan
description	The study aims to investigate the effect of macroeconomic variables and crude oil price towards Bursa Malaysia Energy Index. Four independent variables were chosen in conducting the research, namely, Industrial Production, Inflation, Money Supply (M2), and Crude Oil Price. The research utilized 34 monthly observations from the period October 2018 until July 2021. In this research, 3 major tests were conducted, which are descriptive analysis, correlational analysis, and regression analysis. Furthermore, 5 assumption test was conducted to ensure the reliability of the regression result, namely the unit root test, co-integration, serial correlation, heteroscedasticity, and multicollinearity. The unit root test showed all variables were stationary at the first differenced, while the co-integration result showed the existence of long linear relationship between the variables. The research founds 2 variables that give significance impact towards Bursa Malaysia Energy Index, which are Money Supply and Crude Oil Price. Industrial Production and Inflation on the other hand showed nonsignificant impact towards Bursa Malaysia Energy Index. This research provides insight to future researcher and investors on how macroeconomic variables could give impact on oil-sector index in Malaysia and the results may contribute to informed investment decision making.
format	Thesis
qualification_level	Bachelor degree
author	Mohamad Azlan, Azmer Zul Imman
author_facet	Mohamad Azlan, Azmer Zul Imman
author_sort	Mohamad Azlan, Azmer Zul Imman
title	The impact of macroeconomic variables and crude oil price to Bursa Malaysia / Azmer Zul Imman Mohamad Azlan
title_short	The impact of macroeconomic variables and crude oil price to Bursa Malaysia / Azmer Zul Imman Mohamad Azlan
title_full	The impact of macroeconomic variables and crude oil price to Bursa Malaysia / Azmer Zul Imman Mohamad Azlan
title_fullStr	The impact of macroeconomic variables and crude oil price to Bursa Malaysia / Azmer Zul Imman Mohamad Azlan
title_full_unstemmed	The impact of macroeconomic variables and crude oil price to Bursa Malaysia / Azmer Zul Imman Mohamad Azlan
title_sort	impact of macroeconomic variables and crude oil price to bursa malaysia / azmer zul imman mohamad azlan
granting_institution	Universiti Teknologi MARA, Johor
granting_department	Faculty of Business and Management
publishDate	2022
url	https://ir.uitm.edu.my/id/eprint/104530/1/104530.pdf
_version_	1818588106694066176

The impact of macroeconomic variables and crude oil price to Bursa Malaysia / Azmer Zul Imman Mohamad Azlan

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