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Rangga Handika
ランガ ハンディカ

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

Handika Rangga

Biographical Statement
(August 2017)

Rangga Handika is a Assistant Professor 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 the author of International Financial Risk Management using R and Financial Econometrics using R books. He has secured various national and international grants. Moreover, he has also served as a financial economics consultant at various institutions.

He was invited to present his paper in various academic meetings and conferences around the world. Some of them are the 30th USAEE/IAEE North American Conference (Washington DC USA, 2011), University of Technology Sydney QMF (Sydney Australia, 2011), Wrocław University of Technology (Wrocław Poland, 2012), Energy Finance Christmas Workshop Macquarie University (Sydney Australia, 2012), FIBA Conference (Bucharest Romania, 2013), 51st Meeting EWGFM and 1st Conference RCEM (London UK, 2013), 4th Annual Research Conference Abu Dhabi University (Abu Dhabi UAE, 2015), AEBIRIC (Kuala Lumpur Malaysia, 2016), ICOM (Abu Dhabi UAE, 2016), 6th IAC UI (Yogyakarta Indonesia, 2017), 12th AAM International Conference (Penang Malaysia, 2017), 2nd Australasian Commodity Markets Conference (Sydney Australia, 2018), 16th INFINITI Conference (Poznan Poland, 2018), ICABMIT (Tokyo Japan, 2018) and 2nd ICKMS (Houston USA, 2019).

Selected publications by Rangga Handika
(June 2019)

Peer-reviewed Journals

  • 2017
  • Ekananda, M. and Handika, R. “Indonesia monetary policy and banking loan: A poisson distribution impact analysis.” Herald NAMSCA 1: 785-790.
  • 2017
  • Handika, R. and Chalid, D. A. “The predictive power of log-likelihood of GARCH volatility.” Review of Accounting and Finance 17 (4): 482-497.
  • 2017
  • Handika, R. and Ashraf, S. “Financialized commodities and stock indices volatilities.” European Research Studies Journal 20 (1): 153-164.
  • 2018
  • Handika, R. and Khudri, Y. “Price change, volatility, and accurate VaR: Evidence from the NSW and QLD power markets.” The Journal of Alternative Investments 20 (4): 82-95.
  • 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.