Faculty
(Last Updated: Dec 21, 2021 09:08)
Rangga Handika
Department of Business Economics
Associate Professor
rhandika@tiu.ac.jp
Education
- 2015 Ph.D. - Applied Finance and Actuarial Studies, Macquarie University
- 2014 Dr.rer.pol. - Economics, Georg-August-Universität Göttingen
- 2009 MCom - Accounting and Finance, Macquarie University
- 2005 SE - Economics: Accounting, Universitas Indonesia
Teaching and Research Interests:
Corporate Finance, Investments, Financial Accounting, Managerial Accounting, Principles of Economics, Quantitative Finance, Risk Management, Financial Economics and Financial Econometrics
Academic Appointments/Professional Experience
2020 - now
Associate Professor, Tokyo International University
2017 - 2020
Assistant Professor, Tokyo International University
2015-2017
Assistant Professor, Abu Dhabi University
2014-2015
Lecturer, Universitas Indonesia
Fellowship & Grants
2014-2015
Abu Dhabi University Faculty Research Grant (2017), SKK Migas – STEI ITB Applied Research Awards.
2014
Tanoto Foundation - LPEM FEUI Research Grantee.
2013
Macquarie University Post Graduate Research Fund.
Selected Publications/Conference Papers
“Are Cryptocurrencies Contagious to Asian Financial Markets?” (with G. Soepriyanto and S.A.H. Havidz), Research in International Business and Finance, No. 50 (2019): 416-429.
“The Predictive Power of Log-likelihood of GARCH Volatility” (with D.A. Chalid), Review of Accounting and Finance, Vol. 17, No. 4 (2018): 482-497.
“Price Change, Volatility And Accurate VaR: An Evidence From NSW And QLD Power Markets” (with Y. Khudri), The Journal of Alternative Investments, Vol. 20, No. 4 (2018): 82-95.
“Commodities Returns’ Volatility in Financialization Era” (with I.S. Putra), Studies in Economics and Finance, Vol. 34, No. 3 (2017): 344-362.
Modelling Price Spikes In Electricity Markets: The Impact Of Load, Weather And Capacity (with C. Truong, S. Trück and R. Weron, edited by M. Prokopczuk, Energy Pricing Models: Recent Advances, Methods and Tools, Chapter 7, USA: Palgrave Macmillan 2014)