Supriyanto
@unila.ac.id
Department of Business Administration, Faculty of Social and Political Science, University of Lampung Indomesia
University Of Lampung
1. Nama Lengkap (dengan gelar) Supriyanto,S.A.B.,M.Si.
2. Jenis Kelamin Laki-Laki
3. Jurusan S1-Ilmu Administrasi Bisnis
4. NIP/NIK/Identitas lainnya 231704890919101
5. NIDN 0019098903
6. ID Scopus 57218901506
7. Orcid Scopus 0000-0003-4687-016X
8. ID Shinta 6667724
9.
Tempat dan Tanggal Lahir Teluk Betung, 19 September 1989
10. E-mail
supriyantojts9@
11. No Telepon/HP 08567676540/ 089518773421
12. Alamat Kantor Jalan Sumantri Brodjonegoro, Gedung B, Lantai 2, Ruang Jurusan Administrasi Bisnis, Gedung Meneng, Rajabasa, Bandar Lampung, Provinsi Lampung
13. No Telepon/faks 0721-704626
14. Lulusan yang Telah Dihasilkan D3 = 9 orang S-1= 26 orang
15. Mata Kuliah yang Diampu 1. Matematika Bisnis
2. Statistika Bisnis
3. Perpajakan S1
4. Operasi Bisnis
5. Akuntansi
6. Aplikasi Komputer
7. Komputer Sekretari
8. Administrasi Perpajakan
EDUCATION
S2 Ilmu Administrasi, Universitas Lampung
RESEARCH INTERESTS
Keuangan, Akuntansi, Statistika
FUTURE PROJECTS
Accurate Estimated Model of Volatility Crude Oil Price
Crude oil price (COP) data are time-series data that are assessed as having both volatility and heteroscedasticity variance. One of the best models that can be applied to address the heteroscedasticity problem is GARCH (generalized autoregressive conditional heteroscedasticity) model. The purpose of this study is to construct the best-fitted model to forecast daily COP as well as to discuss the prepared recommendation for reducing the impact of daily COP movement. Daily COP data are observed for the last decade, i.e., from 2009 to 2018. The finding with the error of less than 0.0001 is AR (1) – GARCH (1,1). The implementation of the model is applicable for both predicting the next 90 days for the COP and its anticipated impact in the future. Because of the increasing prediction, it is recommended that policymakers convert energy use to renewable energy to reduce the cost of oil use.
Applications Invited
https://www.econjournals.com/index.php/ijeep
Characteristics of banks as determinants of profit management for islamic and conventional banks in ASEAN
This study aims to analyze company characteristics as a determinant of conventional and Islamic bank earnings management in several ASEAN countries (Association of South East Asian Nations). The Multiple Discriminant Analysis was applied to determine the differences between Islamic and Conventional Banks. This test was conducted based on Capital Adequacy Ratio, Income Before Tax and Interest, Non-Performaning and Changing Loans, and Company's Size in the banks of Indonesia, Malaysia, and Brunei Darussalam from 2014-2018. The data obtained from 200 banking entities were analyzed discriminatively. The results showed that there were simultaneous differences between Capital Adequacy Ratio, Earnings Before Tax, Loan Loss Provision, Non-Performing and Changing Loans, and Company's Size as determinants of earnings management between Islamic and conventional banks. Also, it was found that Company's Size was the dominant variable determining the management differences. Based on Discriminant Analysis, there were significant differences in the determinants of conventional and Islamic earnings management. The Changing Loan variable showed the highest contribution in determining earnings management in Islamic banks. Overall, this study found that conventional banks dominated Islamic system in practicing earnings management.
Applications Invited
The Impact of COVID-19 on Foreign Investor Selling Transactions (Case Study at LQ45 Company for the 2019-2020 Period)
This study aims to determine the significant differences in the fair value, equilibrium price, and volatility of LQ45 stock returns before and after the first COVID-19 event. We applied the Multiple Discriminant Analysis test by taking data 75 days before and after the national announcement of the first COVID-19 event for the period 2019-2020. The results showed the significance value of the fair value and the balance price of 0.129> 0.05 and 0.814> 0.05 decreased compared to before the COVID-19 incident. Meanwhile, the value of the volatility of stock returns was 0.047 <0.05. after the announcement shows the value has increased.
Applications Invited
Scopus Publications
Scopus Publications
Supriyanto Supriyanto, Mohammad Benny Alexandri, Nenden Kostini, and Ratna Meisa Dai
Growing Science
This paper examines the effect of macroeconomics and supply chain finance (SCF) on the profitability of the manufacturing companies, specifically in Indonesia from 2017 to 2021. Furthermore, the study demonstrates the critical role of macroeconomics and SCF in profitability through the use of general moment method (GMM). The results indicate that cash conversion cycle (CCC) is detrimental to profitability (P), while macroeconomics has a positive impact on it. In addition, strong profitability is negatively and positively correlated with the leverage (LEV) and sustainable supply chain management (MRPB) control variables, respectively.
Mohammad Benny Alexandri and Supriyanto Supriyanto
EconJournals
This study points to increase global monetary integration as a result of rising volatility spillovers. As a result, analyzing volatility spillovers for international areas that expand and improve through the usage of inventory returns and oil prices is critical. The EGARCH model is used to explore the Volatility Spillovers of oil agencies in five ASEAN international areas during the Covid-19 Pandemic. To assess the interrelationships of the ASEAN stock index as well as the path of volatility, data were acquired from five global sites with very large volatility spillovers, namely Indonesia, Malaysia, Singapore, Thailand, and Vietnam. The findings show that this search is critical for ASEAN traders as well as Filipinos. Furthermore, because accurate forecasting of volatility spillover in global equity markets is required to reduce portfolio risk, this search has a substantial and viable significance.
Supriyanto Supriyanto, Suripto Suripto, Arif Sugiono, and Putri Irmala Sari
EconJournals
This study points to analyze the determinants of stock return revelation in oil and gas mining division companies recorded on the Indonesia Stock Trade-in 2019-2021 amid the Covid-19 emergency. The think about utilized the Eviews Program as information preparing and the irregular impact relapse show was chosen to look at the relationship between outside and inside markers as autonomous factors counting Current Ratio, debt to equity ratio, total asset turnover, return on assets, oil price, an exchange rate, institutional ownership. The comes about appeared that the current proportion, obligation to value ratio and add up to resource turnover did not influence stock returns. Return on resources, exchange rates, and institutional ownership have a negative and significant impact on stock returns, while oil prices have a positive and widespread effect on stock returns. © 2021, Econjournals. All rights reserved.
Mohammad Benny Alexandri and Supriyanto Supriyanto
EconJournals
This study aims to analyze the determinants of the influence of oil price volatility and price limits on Energy sub-sector companies listed on the Indonesia Stock Exchange in 2018-2021 before and after Covid-19. This study uses the Eviews 10 program as information preparation and the results of irregular influence are selected to see the relationship between the dependent and independent variables which calculates oil price volatility (WTI), price limit (PL), return on assets (ROA), earnings per share (EPS) , and exchange rate (FOREX). The result is that the current proportion, the ratio of Return on Resources (ROA), and Trade Rate (FOREX) do not affect stock returns. Price limit (PL), Earning Per Share (EPS), and World Oil Cost (WTI) affect the return of shares of energy sub-sector companies, namely oil and coal which are listed on the Indonesia Stock Exchange in 2018-2021 period before and after Covid-19.
Supriyanto Supriyanto, Mohammad Benny Alexandri, Nenden Kostini, and Ratna Meisa Dai
EconJournals
Suripto Suripto and Supriyanto Supriyanto
EconJournals
Suripto Suripto and Supriyanto Supriyanto
Growing Science
This study aims to analyze company characteristics as a determinant of conventional and Islamic bank earnings management in several ASEAN countries (Association of South East Asian Nations). The Multiple Discriminant Analysis was applied to determine the differences between Islamic and Conventional Banks. This test was conducted based on Capital Adequacy Ratio, Income Before Tax and Interest, Non-Performing and Changing Loans, and Company's Size in the banks of Indonesia, Malaysia, and Brunei Darussalam from 2014 to 2018. The data obtained from 200 banking entities were analyzed discriminatively. The results showed that there were simultaneous differences between Capital Adequacy Ratio, Earnings Before Tax, Loan Loss Provision, Non-Performing and Changing Loans, and Company's Size as determinants of earnings management between Islamic and conventional banks. Also, it was found that Company's Size was the dominant variable determining the management differences. Based on Discriminant Analysis, there were significant differences in the determinants of conventional and Islamic earnings management. The Changing Loan variable showed the highest contribution in determining earnings management in Islamic banks. Overall, this study found that conventional banks dominated Islamic system in practicing earnings management.
Toto Gunarto, Rialdi Azhar, Novita Tresiana, Supriyanto Supriyanto, and Ayi Ahadiat
EconJournals
Crude oil price (COP) data are time-series data that are assessed as having both volatility and heteroscedasticity variance. One of the best models that can be applied to address the heteroscedasticity problem is GARCH (generalized autoregressive conditional heteroscedasticity) model. The purpose of this study is to construct the best-fitted model to forecast daily COP as well as to discuss the prepared recommendation for reducing the impact of daily COP movement. Daily COP data are observed for the last decade, i.e., from 2009 to 2018. The finding with the error of less than 0.0001 is AR (1) – GARCH (1,1). The implementation of the model is applicable for both predicting the next 90 days for the COP and its anticipated impact in the future. Because of the increasing prediction, it is recommended that policymakers convert energy use to renewable energy to reduce the cost of oil use.