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Rangga Handika
ランガ ハンディカ

Full-time Lecturer
  • B.A., Universitas Indonesia
  • M.Com., Macquarie University
  • Ph.D., Macquarie University
  • Dr.rer.pol., Georg-August-Universitat Gottingen
rhandika[at mark]

Handika Rangga

Biographical Statement
(August 2017)

Rangga Handika is a Full-time Lecturer at the Institute of International Strategy (IIS) in Tokyo International University (TIU). He obtained his doctorates both in finance at the Macquarie University (Sydney, Australia) in 2015 and in economics at the Georg-August-Universität Göttingen (Göttingen, Germany) in 2014. Formerly, he was a lecturer at the Universitas Indonesia (Jakarta, Indonesia) from 2009 to 2010 and from 2014 to 2015, and a faculty member at the Abu Dhabi University (UAE) from 2015 to 2017. In 2016, he received the Distinguished Teaching Awards from the Abu Dhabi University in recognition of his distinguished teaching.

Dr. Handika has authored several papers in peer-reviewed international journals listed in Scopus, Australian Business Deans Council (ABDC), and Association of Business Schools (ABS). He is also the author of Financial Econometrics using R Book. He has secured various national and international grants. Moreover, he has also served as a financial economics consultant at various institutions.

He has presented his papers in various academic meetings and conferences around the world. Some of them are the 30th United States Association for Energy Economics (USAEE)/International Association for Energy Economics (IAEE) North American Conference (Washington DC, USA) in 2011, University of Technology Sydney Quantitative Methods in Finance (QMF) (Sydney, Australia) in 2011, Wrocław University of Technology (Wrocław, Poland) in 2012, Energy Finance Christmas Workshop Macquarie University (Sydney, Australia) in 2012, Finance and Banking (FIBA) Conference (Bucharest, Romania) in 2013, 51st Meeting EURO Working Group for Commodities and Financial Modeling (EWGFM) and 1st Conference of the Research Center for Energy Management (RCEM) (London, UK) in 2013, 4th Annual Research Conference Abu Dhabi University (Abu Dhabi, UAE) in 2015, Advances in Economics and Business Issues Research International Conference (AEBIRIC) (Kuala Lumpur, Malaysia) in 2016, and International Conference on Organization and Management (ICOM) (Abu Dhabi, UAE) in 2016.

Selected publications by Rangga Handika
(September 2017)

Peer-reviewed Journals

  • 2017
  • Handika, R. and Putra, I. S. “Commodities returns’ volatility in financialization era.” Studies in Economics and Finance 34 (3): 344-362.
  • 2016
  • Handika, R. and Triandaru, S. “Is the best GARCH (p,q) VaR estimate also the best in reality? An evidence from Australian interconnected power markets.” International Journal of Energy Economics and Policy 4(6): 814-821.
  • 2016
  • Handika, R. and Triandaru, S. “Retailer Value-at-Risk in interconnected power markets: An Australian empirical analysis.” International Journal of Economics and Financial Issues 6S(6): 6-9.
  • 2016
  • Nurkholis; Nuryadin, D.; Syaifudin, N.; Handika, R.; Setyobudi, R. H.; and Udjianto, D. W. “The economic of marine sector in Indonesia.” Aquatic Procedia 7: 181-186.
  • 2011
  • Handika, R. “Value-at-Risk (VaR) in Indonesia LQ-45 Companies.” Journal of Applied Finance and Accounting 2(3): 93-108.
  • Book Chapter

    • 2014
    • Handika, R.; Truong, C.; Trück, S.; and Weron, R. “Modelling price spikes in electricity markets: The impact of load, weather and capacity.” In Prokopczuk, M. Ed. Energy Pricing Models: Recent Advances, Methods and Tools . Palgrave Macmillan, New York, N.Y. Pp. 195-221.
    • Textbooks

      • 2017
      • Handika, R. International Financial Risk Management Using R (English).CreateSpace Independent Publishing Platform, North Charleston, USA.
      • 2016
      • Handika, R. Financial Econometrics Using R (English Version). Mitra Wacana Media, Bogor, Indonesia.
      • 2015
      • Handika, R. Ekonometrika Keuangan Menggunakan Software R (Indonesian Language Version). Mitra Wacana Media, Bogor, Indonesia.