EVALUASI MULTIVARIAT FAKTOR-FAKTOR YANG BERDAMPAK PADA HARGA BITCOIN (ANALISIS EKONOMETRIK)

HARIATNA, DENDRA (2025) EVALUASI MULTIVARIAT FAKTOR-FAKTOR YANG BERDAMPAK PADA HARGA BITCOIN (ANALISIS EKONOMETRIK). S1 thesis, Universitas Mercu Buana Jakarta.

[img]
Preview
 Text (HAL COVER)
01 Cover.pdf
Download (304kB) | Preview
[img] Text (BAB I)
02 Bab 1.pdf
Restricted to Registered users only
Download (173kB)
[img] Text (BAB II)
03 Bab 2.pdf
Restricted to Registered users only
Download (215kB)
[img] Text (BAB III)
04 Bab 3.pdf
Restricted to Registered users only
Download (213kB)
[img] Text (BAB IV)
05 Bab 4.pdf
Restricted to Registered users only
Download (210kB)
[img] Text (BAB V)
06 Bab 5.pdf
Restricted to Registered users only
Download (137kB)
[img] Text (DAFTAR PUSTAKA)
07 Daftar Pustaka.pdf
Restricted to Registered users only
Download (136kB)
[img] Text (LAMPIRAN)
08 Lampiran.pdf
Restricted to Registered users only
Download (146kB)

Abstract

This study aims to analyze the factors that influence Bitcoin prices in the Indonesian crypto market using an econometric approach and market sentiment analysis. The main factors studied include trading volume, Consumer Price Index (CPI), and market sentiment. Secondary data from the period 2022 to 2024 are used in this study and analyzed using multiple linear regression to measure the relationship between independent variables and Bitcoin prices. The results show that trading volume has a positive and significant effect on Bitcoin prices, while CPI has a negative effect on Bitcoin prices. In addition, market sentiment also has a significant effect on Bitcoin prices, where positive sentiment tends to increase prices, while negative sentiment contributes to price decreases. These findings provide insights for investors, regulators, and market players regarding Bitcoin price dynamics, as well as assist in making investment decisions and risk management strategies in the Indonesian crypto ecosystem. Keywords: Bitcoin, Crypto Market, Econometric Analysis, Market Sentiment, Bitcoin Price Penelitian ini bertujuan untuk menganalisis faktor-faktor yang mempengaruhi harga Bitcoin di pasar kripto Indonesia dengan pendekatan ekonometrik dan analisis sentimen pasar. Faktor utama yang diteliti meliputi volume perdagangan, Indeks Harga Konsumen (CPI), dan sentimen pasar. Data sekunder dari periode 2022 hingga 2024 digunakan dalam penelitian ini dan dianalisis menggunakan regresi linier berganda untuk mengukur hubungan antara variabel independen terhadap harga Bitcoin. Hasil penelitian menunjukkan bahwa volume perdagangan memiliki pengaruh positif dan signifikan terhadap harga Bitcoin, sedangkan CPI berpengaruh negatif terhadap harga Bitcoin. Selain itu, sentimen pasar juga berpengaruh signifikan terhadap harga Bitcoin, di mana sentimen positif cenderung meningkatkan harga, sedangkan sentimen negatif berkontribusi pada penurunan harga. Temuan ini memberikan wawasan bagi investor, regulator, dan pelaku pasar mengenai dinamika harga Bitcoin, serta membantu dalam pengambilan keputusan investasi dan strategi manajemen risiko dalam ekosistem kripto Indonesia. Kata Kunci: Bitcoin, Pasar Kripto, Regresi Linier Berganda, Sentimen Pasar, Harga Bitcoin

Item Type: Thesis (S1)
Call Number CD: FE/MJ. 25 222
NIM/NIDN Creators: 43120110001
Uncontrolled Keywords: Bitcoin, Pasar Kripto, Regresi Linier Berganda, Sentimen Pasar, Harga Bitcoin
Subjects: 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi
300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan > 332.6 Investment/Investasi
300 Social Science/Ilmu-ilmu Sosial > 380 Commerce, Communications, Transportation (Perdagangan, Komunikasi, Transportasi) > 381 Commerce, Trade/Perdagangan > 381.1 Retail Trade/Perdagangan Ritail, Pasar
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.3 Personnel Management/Manajemen Personalia, Manajemen Sumber Daya Manusia, Manajemen SDM
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: khalimah
Date Deposited: 07 Aug 2025 04:30
Last Modified: 07 Aug 2025 04:30
URI: http://repository.mercubuana.ac.id/id/eprint/96642

Actions (login required)

View Item View Item
UMB Repository is powered by EPrints 3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.