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Oil price movement and bank performance in an oil-importing country: a case of Indonesia conventional and Islamic banks

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dc.contributor.authorHanum Salsabilla
dc.contributor.supervisorMansor H. Ibrahim
dc.date.accessioned2024-03-18T00:54:08Z
dc.date.available2024-03-18T00:54:08Z
dc.date.issued2021
dc.description.abstractThe paper investigates the influence of oil prices on both conventional and Islamic bank profitability and risks in Indonesia by using the time series model for the period of 2013.08-2019.12. We employ autoregressive distributed lags (ARDL) bounds testing approach and Johansen- Juselius Cointegration Test to determine the long-run relationship between the variables, before utilizing ARDL and dynamic ordinary least square (DOLS) to determine the long-run estimation. We establish that oil price movements have similar effects on both the conventional and Islamic banks risk, with a a greater influence on Islamic banks. The authors also note that conventional banks risk is heavily influenced by the benchmark interest rate set by Bank Indonesia. Lastly, error-correction modeling is utilized to obtain the short-run dynamic. In this case, policy rate affects profitability in both banks. The influence, however, is different for the two in the short run. While policy rate has a negative influence on Islamic banks, it influences positively on conventional banks before it turns negative. The result implies that individual bank characteristics explain a substantial part of the within-country variation in rate and net profitability.en_US
dc.identifier.citationHanum Salsabilla. (2021). Oil price movement and bank performance in an oil-importing country: a case of Indonesia conventional and Islamic banks (Master dissertation). INCEIF, Kuala Lumpur. Retrieved from https://ikr.inceif.org/handle/INCEIF/3990en_US
dc.identifier.urihttps://ikr.inceif.edu.my/handle/INCEIF/3990
dc.languageEnglish
dc.language.isoengen_US
dc.publisherINCEIFen_US
dc.rights2021. INCEIF
dc.sourceSGPS
dc.subjectOil price movements
dc.subjectIslamic and conventional bank performance
dc.subjectOil-importing countries
dc.subjectIndonesia
dc.subjectProject paper (MSc)
dc.titleOil price movement and bank performance in an oil-importing country: a case of Indonesia conventional and Islamic banksen_US
dc.typeMasteren_US
dlc.maintopicIslamic banking
dspace.entity.typePublication
ikr.doctypeTheses
ikr.licenseAvailable in PDF format. Kindly email to kmc@inceif.edu.my to access the item
ikr.topic.maintopicIslamic bankingen_US
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