DAFTAR PUSTAKA
Abledu, Godfrd Kwame dan Agbodah Kobina. 2013. Stochastic Forecasting and Modelling of Volatility Oil Prices in Ghana using ARIMA Time Series Model. European Journal of Business and Management Vol. 4, No. 16, 2013.
Adebiyi, Ayodele, Aderemi O.Adewumi dan Charles K. Ayo. 2014. Stock Price Prediction Using the ARIMA Model. UKSIM-AMSS 16th International Conference on Computer Modelling and Simulation.
Ahmed, Rana Abdullah dan Ani bin Shabri. 2014. Daily Crude Oil Price Forecasting Model Using ARIMA, Generalized Autoregressive Conditional Heteroscedastic and Support Vector Machines. American Journal of Applied Sciences 11(3): 425-432.
Ajija et al. 2011. Cara Cerdas Menguasai Eviews.Salemba Empat. Jakarta. Akpanta, A.C. dan I.E. Okorie. 2014. Application of Box-Jenkins Techniques in Modelling and Foreasting Nigeria Crude Oil Prices. Internatioanl Journal of Statistic and Application 2014. 4(6): 283-291.
Aprina, Hilda. 2014. Analisis Pengaruh Harga Crude Palm Oil (CPO) Dunia Terhadap Nilai Tukar Riil Rupiah. Jakarta.
Aritonang, Lerbin. 2002. Peramalan Bisnis. Edisi Kedua. Jakarta: Ghalia Indonesia.
Arshad, Fatimah Mohd dan Roslan A. Ghaffar. 1986. Crude Palm Oil Price Forecasting: BoxJenkins Approach. Pertanika Vol. 9 No. 3.
Badan
Pusat Statistik. Indeks Harga Konsumen (IHK). Dapat diakses pada [https://www.bps.go.id/Subjek/view/id/3#subjekViewTab1|accordion-daftar-subjek2]
pada pukul 21.22 pada tanggal 30 Mei 2016.
Bank
Indonesia. Inflation. Dapat diakses pada [http://www.bi.go.id/en/moneter/inflasi/pengenalan/Contents/Default.aspx] pukul 20.46 pada tanggal 30 Mei 2016.
Baum, F Christopher dan Paola Zerilli. 2014. Jumps and Stochastic Volatility Oil Futures Price Using Conditional Moments of Integrated Volatility. UK.
Berument, H. and H. Tasci. (2002). Infationary Effect of Crude Oil Prices in Turkey. Physica A (316). Pp. 568-580.
Bloomberg.com diakses pada tanggal 22 Juli 2016 pada pukul 20.00.
Case, Karl E. dan Ray. C Fair. 2007. Prinsip-prinsip Ekonomi. Edisi Kedelapan Jilid 1. Jakarta: Erlangga
Desvina, Ari Pani dan Sari Marlinda. Peramalan Kurs Transaksi Bank Indonesia Terhadap Mata Uang Dollar Amerika (USD) dengan menggunakan Model ARCH/GARCH. Jurnal Sains, Teknologi dan Industri Vol. 11, No. 1, 2013.
Dickey DA, Fuller WA. 1981. Likelihood ratios for autoregressive time series. 49:1057–1172
Econometrica,
Dogrul, H. G. and U. Soytas. (2010). Relationship between Oil Prices, Interest Rate, and Unemployment: Evidence from an Emerging Market. Energy Economics (32), pp. 1523–1528.
Engle, Robert F. 1982, “Autoregressive Conditional Heteroscedasticity with the estimates of the variance of United Kingdom Inflation”,Econometrica.
Eviews. Forecasting ARCH-GARCH. Eviews 8 User Guide II. Grestandhi et al. 2011. Analisa Perbandingan Metode Peramalan Indeks Harga Saham Gabungan (IHSG) dengan Metode Ols-ARCH/GARCH dan ARIMA. Yogyakarta.
Gujarati, D. (1995), Ekonometrika Dasar, Erlangga, Jakarta, Terjemahan: Drs. Ak. Sumarno Zain, MBA, hal. 233-251.
Gujarati, D. (2003). Basic Econometrics Third & Fourth edition. New York: McGraw-Hill.
Gujarati, D. (2006). Basic Econometrics, Fourth Edition, Mc Graw Hill, NewYork. Gujarati, D. 2004. Ekonometrika Dasar. Jakarta, Erlangga. Herawati, Sri dan Arif Djunaidy. 2014. Peramalan Harga Minyak Mentah Menggunakan Gabungan Metode ENSEMBLE EMPIRICAL MODE DECOMPOSITION (EEMD) dan Jaringan Syaraf Tiruan. Jurnal SimanteC, Vol. 4, No.1 Juni 2014.
Herrera, Ana Maria, Liang Hu dan Daniel Pastor. 2014. Forecasting Crude Oil Price Volatility. Department of Economics, Wayne State University.
Huang, Wei, Yoshiteru Nakamori dan Shou-Yang Wang. 2005
Irawan, B. (2008). Pengaruh Regulasi Produksi Minyak Organization of The PetroleumExporting Countries (OPEC) terhadap kebijakan Pemerintah Indonesia Mengenai Harga Bahan Bakar Minyak (BBM).
Kementrian Keuangan Republik Indonesia. 2015. Anggaran Pendapatan dan Belanja Negara Tahun 2016. Jakarta.
Kilian, L. (2008). Economic Effects of Energy Price Shocks. Journal of Economic Literature. Vol. 46, No. 4 (December), pp. 871 – 909.
Lardic, S and V. Mignon. (2008). Oil Prices and Economic Activity: An Asymmetric Cointegration Approach. Energy Economics (30), pp. 847 – 855.
Lardic, S., V. Mignon. (2006). The Impact of Oil Prices on GDP in European Countries : An Empirical Investigation Based on Asymmetric Cointegration. Energy Policy 34 (18), pp. 3910–3915.
Manescu, Cristiana dan Ine Van Robays. 2014. Forecasting The Brent Oil Price Addressing Time-Variation in Forecast Performance. European Central Bank Working Paper Series No. 1735.
Mankiw NG. 2007. Makroekonomi. Ed ke-6. Fitria Liza dan Imam Nurmawan [penterjemah]. Jakarta (ID) : Erlangga.
Mankiw Gregory, 2006. Pengantar Ekonomi Makro, Edisi Ketiga, Salemba
Empat Jakarta
Mishkin, Frederic S. 2008. Ekonomi Uang, Perbankan, dan Pasar Keuangan. Sembilan jilid 2. Penerbit Salemba Empat, Jakarta.
Edisi
Mouawad, J. (2008). Oil Prices Pass Record Set in ‘80s, But then Recede. The New York Times.
Mulyadi, M.I.A. (2012). Oil Price, GDP, Inflation and Exchange Rate: Evidence from Indonesia as a net Oil Exporter Country and a Net Oil Importer Country.
Nachrowi, D. dan Hardius Usman.2006. Pendekatan Populer dan Praktis Ekonometrika untuk Analisis Ekonomi dan Keuangan. Jakarta : FEUI
Nelson, C. R. dan C. I. Plosser (1982), "Trends and Random Walks in Macroeconomic Time Series", Journal of Monetary Economics, Vol. 10, hal. 139-162.
Nizar, Muhammad Afdi. 2012. The Impact of World Oil Prices Fluctuation on Indonesia’s Economy. Pusat Kajian Ekonomi Makro, Badan Kebijakan Fiskal, Kementrian Keuangan-RI, Jakarta.
Nochai, Rangsan dan Titida Nochai. 2006. ARIMA model For Forecasting Oil Palm Price. Universiti Ssains Malaysia, Penang.
Qianqian, Z. (2011). The Impact of International Oil Price fluctuation on China’s Economy. Energy Procedia (5), pp. 1360–1364.
Ramadhan, Bayu Ariestya. 2012. Analisis Perbandingan Metode ARIMA dan Metode GARCH untuk memprediksi Harga Saham. Fakultas Ekonomi dan Bisnis, Universitas Telkom.
Republika.com. APBN 2017. Diakses pada tanggal 22 Juli 2016 pada pukul 22.00.
Sadorsky, P. (1999). Oil Price Shocks and Stock Market Activity. Energy Economics (21), pp. 449 – 469.
Salvatore, Dominick. 2007. Mikroekonomi. Edisi Keempat. Jakarta: Erlangga Samah, A. Elly dan Yati Nurhayati. 2008. Kinerja Perekonomian Indonesia dengan Kenaikan Harga Minyak Mentah Dunia. Buletin Ilmiah, Litbang Perdagangan.
Todani, R.K. & Munyama, T., 2005 .Exchange rate volatility and exports in South Africa. [Online]. Available at Trade and Industry Policy http://www.tips.org.za/files/773.pdf. Turkey. Physica A (316). pp. 568-580.
Trading.com diakses pada tanggal 22 Juli 2016 pada pukul 20.30.
Widasari, Lulik Presdita dan Nuri Wahyuningsih. Aplikasi Model ARCH-GARCH dalam Peramaan Tingkat Inflasi. Jurnal Sains dan Seni Pomits Vol.1, No.1 (2012).
World Bank. (2016). Commodity Markets Outlook. A World Bank Quarterly Report.
