The International Gas and Crude Oil Price Variability Effect on Indonesian Coal Mining Companies Listed at IDX

Adi, Tri Wahyu

doi:10.32479/ijeep.13263

Cited by 2 publications

(2 citation statements)

References 29 publications

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“…The data on industrial production are primarily provided by the Czech Statistical Office, they are called the monthly and quarterly basic index of industrial production, respectively. The inclusion of these variables can be observed in works of Adi (2022), Ji et al (2019), Mo et al (2012). As electricity, natural gas and emission permits are priced in euro, we also use the series of EUR/CZK spot exchange rate 1 to convert these series into corresponding series in CZK.…”

Section: Datamentioning

confidence: 99%

Modeling the Excess Return of ČEZ a.s. Share

Tran,

Vejmělek

2023

Liberec Economic Forum 2023

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To evaluate the excess return of ČEZ a.s. shares, we propose a multifactor asset pricing model derived from the Asset pricing theory. In addition to market risk, factors that may affect the performance of ČEZ a.s. shares are added. These are price of electricity, price of natural gas, price of CO2 emission allowances and the industrial production index. To take into account a possible persistence of the excess return and external shocks, autoregressive and moving average terms are also included into the model. Thus, from an econometric point of view, it is an ARMAX model. We verify the validity of the model on monthly and quarterly data from 9-2007 to 4-2023. The results of our analysis show that the proposed model can explain exceedingly well the variability of excess return of ČEZ a.s. stock in both monthly and quarterly time frequencies.

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Section: Datamentioning

confidence: 99%

Modeling the Excess Return of ČEZ a.s. Share

Tran,

Vejmělek

2023

Liberec Economic Forum 2023

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“…Fuel price increase sensitivity impact of a 50% increase in fuel price in generating cost is 3% on Nuclear Power Plants, 20% on Integrated (Brook et al, 2014). Gas Price has a significant negative effect on International Coal Demand, bidirectionally (Adi, 2022). Linn and Muehlenbachs (2018) found that low natural gas prices increase gas-fired electricity generation, reduce coalfired electricity generation, and reduce wholesale electricity prices.…”

Section: Fossil Fuel Price Nuclear Energy Generation and Comentioning

confidence: 99%

Nuclear Energy Generation, Fossil Fuel Price, Energy Mix Generation, Economic Growth, FDI Inflow and CO2 Emission: A Case Study on Developed and Developing Countries in the Asia Pacific Region

Adi,

Pawenary,

Prabowo

2023

IJEEP

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The net-zero scenario by 2050 (NZE) is a normative scenario that sets the stage for the global energy sector to reach net-zero emissions by 2050. This research aims to explore nuclear energy generation as a potential technological change in a future power generation base load, the factors that are affected and the effects on economic growth, FDI inflow, and CO2 emission in developed and developing countries in the Asia Pacific. The empirical analysis uses time-series data of nuclear energy generation, fossil fuel price, energy mix generation, economic growth, FDI inflow, and CO2 emission in the period 2001 – 2021. The inferential statistical method used to analyse in this research is a component-based using SmartPLS 3.2.9. This research find that Fossil fuel prices have no significant positive effect on nuclear energy generation in developed countries, and the opposite in developing countries, while a negative not significant effect on CO2 emission in both developed and developing countries, with a positive significant effect on economic growth in developed countries and the opposite in developing countries, with a negative significant effect on FDI inflow in developed countries and the opposite in developing countries, with a negative not significant effect on energy mix generation in developed countries and the opposite in developing countries. Nuclear energy generation has a negative not significant effect on energy mix generation in developed countries and the opposite in developing countries, with a negative not significant effect on economic growth in developed countries and the opposite in developing countries, with a positive not significant effect on FDI inflow in developed countries and the opposite in developing countries, with a positive significant effect on CO2 emission in developed countries and the opposite in developing countries. The energy mix generation find has a negative significant effect on economic growth in developed countries and the opposite in developing countries, with a positive significant effect on FDI Inflow and CO2 emission in both developed and developing countries. Economic growth has a negative not significant effect on CO2 emission in both developed and developing countries. FDI inflow has a negative significant effect on CO2 emission in developed countries and the opposite in developing countries.

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The International Gas and Crude Oil Price Variability Effect on Indonesian Coal Mining Companies Listed at IDX

Cited by 2 publications

References 29 publications

Modeling the Excess Return of ČEZ a.s. Share

Modeling the Excess Return of ČEZ a.s. Share

Nuclear Energy Generation, Fossil Fuel Price, Energy Mix Generation, Economic Growth, FDI Inflow and CO2 Emission: A Case Study on Developed and Developing Countries in the Asia Pacific Region

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