The impact of commodities price towards the Malaysian stock market / Nur Anira Rashidi

This study investigates the impact of commodities price towards the Malaysian stock market. Therefore, the purpose of this study is to have a clear view on the relationship between the dependent variable of KLCI and independent variables of palm oil, gold, and crude oil of commodities price in Malay...

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Main Author: Rashidi, Nur Anira
Format: Thesis
Language:English
Published: 2017
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/93849/1/93849.pdf
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spelling my-uitm-ir.938492024-06-18T06:43:21Z The impact of commodities price towards the Malaysian stock market / Nur Anira Rashidi 2017 Rashidi, Nur Anira Stock price indexes. Stock quotations This study investigates the impact of commodities price towards the Malaysian stock market. Therefore, the purpose of this study is to have a clear view on the relationship between the dependent variable of KLCI and independent variables of palm oil, gold, and crude oil of commodities price in Malaysia and find the factors that the most impact towards the Malaysian stock market. Thus, this research wants to investigate and help investors to determine which commodities price give more benefits to them. There is 3 sample data derived from the commodities price with tenyear period from 2006 to 2016 which make the total number of observation at 132. The samples included based on the availability and continuity of the data in monthly found in Data Stream Professional during the period of 2006 until 2016. The data has been analysed by using Eviews 8.0 to do descriptive, regression and correlation analysis. Using time series method, the findings indicate that gold and crude oil price are significant in explaining Malaysian stock market and both of it also the dominant factor that impact the KLCI while, palm oil price has no significant relationship with KLCI. 2017 Thesis https://ir.uitm.edu.my/id/eprint/93849/ https://ir.uitm.edu.my/id/eprint/93849/1/93849.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business Management Ismail, Hazila Ramdhan, Nur'Asyiqin
institution Universiti Teknologi MARA
collection UiTM Institutional Repository
language English
advisor Ismail, Hazila
Ramdhan, Nur'Asyiqin
topic Stock price indexes
Stock quotations
spellingShingle Stock price indexes
Stock quotations
Rashidi, Nur Anira
The impact of commodities price towards the Malaysian stock market / Nur Anira Rashidi
description This study investigates the impact of commodities price towards the Malaysian stock market. Therefore, the purpose of this study is to have a clear view on the relationship between the dependent variable of KLCI and independent variables of palm oil, gold, and crude oil of commodities price in Malaysia and find the factors that the most impact towards the Malaysian stock market. Thus, this research wants to investigate and help investors to determine which commodities price give more benefits to them. There is 3 sample data derived from the commodities price with tenyear period from 2006 to 2016 which make the total number of observation at 132. The samples included based on the availability and continuity of the data in monthly found in Data Stream Professional during the period of 2006 until 2016. The data has been analysed by using Eviews 8.0 to do descriptive, regression and correlation analysis. Using time series method, the findings indicate that gold and crude oil price are significant in explaining Malaysian stock market and both of it also the dominant factor that impact the KLCI while, palm oil price has no significant relationship with KLCI.
format Thesis
qualification_level Bachelor degree
author Rashidi, Nur Anira
author_facet Rashidi, Nur Anira
author_sort Rashidi, Nur Anira
title The impact of commodities price towards the Malaysian stock market / Nur Anira Rashidi
title_short The impact of commodities price towards the Malaysian stock market / Nur Anira Rashidi
title_full The impact of commodities price towards the Malaysian stock market / Nur Anira Rashidi
title_fullStr The impact of commodities price towards the Malaysian stock market / Nur Anira Rashidi
title_full_unstemmed The impact of commodities price towards the Malaysian stock market / Nur Anira Rashidi
title_sort impact of commodities price towards the malaysian stock market / nur anira rashidi
granting_institution Universiti Teknologi MARA, Johor
granting_department Faculty of Business Management
publishDate 2017
url https://ir.uitm.edu.my/id/eprint/93849/1/93849.pdf
_version_ 1804889910130245632