全球干散货航运市场景气指数研究

发布时间：2018-04-05 22:20

本文选题：干散货航运市场　切入点：景气指标体系　出处：《上海交通大学》2012年硕士论文

【摘要】：全球干散货航运市场是国际航运市场中的重要组成部分,随着世界经济的发展,世界各国对于大宗商品的贸易需求越来越旺盛,干散货海上运输方式是这类商品主要运输方式,正在发挥着越来越大的作用。因此,其市场表现与全球经济发展息息相关,由于干散货市场处于完全竞争状态,并且受外部经济形势和其他因素影响,呈现出较强的周期波动特性,因此对干散货航运市场周期的分析和监测,也能在一定程度上判断全球经济发展的走向。本文针对这一问题,进行了全球干散货航运市场的景气指数的编制和研究。本文的主要内容包括:(1)介绍了景气指数编制的主要方法,有扩散指数和合成指数方法,并引入了优化的扩散指数算法。再分析了干散货航运市场的周期波动特性和影响因素,确认可以用上述三种方法来进行指标体系的构建。(2)根据实际情况,从干散货市场供给、需求、价格及成本四个层面共选取了总共27个指标。并运用K-L信息量等方法,将这些指标分为先行、一致和综合指标,同时设置了指标在不同指数体系中的权重。(3)对完成预处理之后的指标进行试算,最终编制出全球干散货航运市场的传统扩散指数、优化扩散指数和合成指数,并将结果与近五年来干散货市场的情况做实证分析,分析了该市场的景气动态变化。实证分析结果表明,建立的指标体系能较好地反应实际的运行态势,并能在一定程度上能起到预警的作用,可以作为全球干散货航运市场景气判断的参考依据。
[Abstract]:The global dry bulk shipping market is an important part of the international shipping market. With the development of the world economy, the international trade demand for commodities is more and more vigorous.Is playing a growing role.Therefore, its market performance is closely related to the development of the global economy. Because the dry bulk market is in a state of complete competition and is affected by external economic conditions and other factors, it has a strong cyclical fluctuation characteristic.Therefore, the analysis and monitoring of dry bulk shipping market cycle can judge the trend of global economic development to some extent.In order to solve this problem, the global dry bulk shipping market boom index is compiled and studied in this paper.The main contents of this paper include: 1) introduce the main methods of compiling boom index, including diffusion index and composite index, and introduce the optimized diffusion index algorithm.After analyzing the periodic fluctuation characteristics and influencing factors of the dry bulk shipping market, it is confirmed that the above three methods can be used to construct the index system. (2) according to the actual situation, supply and demand from the dry bulk market,A total of 27 indicators were selected at the four levels of price and cost.Using K-L information method, these indexes are divided into first, consistent and comprehensive indexes. At the same time, the weight of the indexes in different index systems is set up.Finally, the traditional diffusion index, optimizing diffusion index and composite index of the global dry bulk shipping market are worked out, and the results are empirically analyzed with the situation of the dry bulk cargo market in the past five years, and the dynamic changes of the market are analyzed.The results of empirical analysis show that the established index system can well reflect the actual operation situation and can play a role of early warning to a certain extent. It can be used as a reference for the global dry bulk shipping market to judge the prosperity of the world's dry bulk shipping market.
【学位授予单位】：上海交通大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F551;F224

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