海岬型干散货海运价格研究——与新造船价格波动周期的互谱分析

发布时间：2018-04-21 22:16

本文选题：海岬型干散货 + 海运价格　；参考：《价格理论与实践》2017年05期

【摘要】：海岬型海运市场是国际干散货市场中船型最大、最具代表性的市场之一,受到世界经济贸易环境等各种因素的影响,具有高波动性和周期性特征。本文运用互谱分析的理论方法,选择海岬型海运运价指数、海岬型船舶新造船价格以及海岬型船舶成交量等数据,建立其海运和造船两种市场价格周期的互谱分析模型,确定这两类价格周期波动相关程度及相位差,分析两个市场相互波动关联的周期性特征。研究结果表明:海岬型海运和造船等两种市场价格波动周期的相互影响。海岬型新造船价格和运价序列在45个月时的相干性最强;新船成交量序列和运价序列在周期分量36个月和10个月时存在较强的相干性。
[Abstract]:The headland shipping market is one of the largest and most representative markets in the international dry bulk market. It is influenced by various factors such as the world economic and trade environment and has the characteristics of high volatility and periodicity. In this paper, the cross-spectral analysis model of the two market price cycles of seaborne and shipbuilding is established by selecting the data of the headland shipping price index, the new shipbuilding price of the headland ship and the trading volume of the headland ship by using the theory method of cross-spectral analysis. The correlation degree and phase difference of these two kinds of price cycle volatility are determined, and the cyclical characteristics of the two markets are analyzed. The results show that the interaction of market price fluctuation cycles between headland shipping and shipbuilding. The price and freight sequence of headland new shipbuilding have the strongest correlation at 45 months, and the transaction volume sequence and freight sequence of new ship have strong coherence at 36 months and 10 months of periodic component.
【作者单位】：上海海事大学交通运输学院;西安外事学院商学院;上海财经大学国际工商管理学院;
【基金】：国家自然科学基金项目(51409157) 教育部人文社会科学研究项目(14YJC630008) 上海市浦江人才项目(17PJC053) 上海市科委研究项目(15590501700)
【分类号】：F551

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