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Faculty

(Last Updated: Dec 21, 2021 09:08)

Rangga Handika

Department of Business Economics

Associate Professor

rhandika@tiu.ac.jp


Education

  1. 2015 Ph.D. - Applied Finance and Actuarial Studies, Macquarie University
  2. 2014 Dr.rer.pol. - Economics, Georg-August-Universität Göttingen
  3. 2009 MCom - Accounting and Finance, Macquarie University
  4. 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)

Institute for International Strategy

https://www.tiu.ac.jp/iis/members/handika.html