%0 Thesis
%9 Masters
%A Fiki Afif Jauhari, NIM.: 22208012050
%B FAKULTAS EKONOMI DAN BISNIS ISLAM
%D 2024
%F digilib:69120
%I UIN SUNAN KALIJAGA YOGYAKARTA
%K Resiko Geopolitik, Harga Minyak, Harga Emas, Nilai Tukar, Inflasi, Harga Saham Syariah
%P 126
%T DAMPAK GEOPOLITIK DAN HARGA KOMODITAS TERHADAP HARGA SAHAM SYARIAH DENGAN MAKROEKONOMI SEBAGAI MODERASI  (STUDI KASUS INDEKS DOW JOWNES ISLAMIC MARKET SAAT KONFLIK DI UKRAINA DAN TIMUR TENGAH)
%U https://digilib.uin-suka.ac.id/id/eprint/69120/
%X This research aims to analyze the impact of geopolitical risk and commodity prices (oil and gold) on Islamic stock prices, considering macroeconomic factors (exchange rate and inflation) as moderating variables. The sample in this study is the Dow Jones Islamic Market (DJIM) index from February 2022 to October 2024. The method used is Moderated Regression Analysis (MRA) with STATA software. The results indicate that geopolitical risk, particularly conflicts in Ukraine and the Middle East, have a significantly negative impact on DJIM stock prices, increasing market volatility. Rising oil and gold prices also tend to negatively affect stock prices, mainly due to increased production costs in the energy sector. The USD exchange rate moderates the relationship between oil and gold prices and DJIM stock prices, while inflation does not act as a moderator in the relationship between oil and gold prices and DJIM stock prices.
%Z Pembimbing: Dr. Prasojo M.Si