Penentu Perubahan Tingkat Harga Minyak Mentah Dunia (Kajian Di Malaysia, Arab Saudi Dan Amerika Syarikat

Anisah, Binti Zakariya (2015) Penentu Perubahan Tingkat Harga Minyak Mentah Dunia (Kajian Di Malaysia, Arab Saudi Dan Amerika Syarikat. [Final Year Project Report] (Unpublished)

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Abstract

This study was conducted to identify the variable that give the impact to level price changes of world crude oil from year 1961 until year 2013. Based on the previous studies, there are three factors that exchange the level price on world crude oil; inflation, Gross Domestic Product, and government expenditure. All factors had been analyze using unit root test such as Augmented Dickey Fuller (ADF), Philips-Perron test (PP), and Kwiatkowski, Philips, Schmidt and Shin test (KPSS). Besides that, Johansen and Juselius cointegration test approach, Vector Error Correction Model (VECM), and Granger Causality test also be used in this study to get the result. The result shows there were a stationary and significant relationship between variables and all the variable had one cointegration vector (r=1 ) that exists in Saudi Arabia and United States of America. All the decision that achieved will clarify the long-term and short-term trend of relationship among the variable.

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