全球石油海运市场景气指数研究

发布时间：2018-09-03 19:04

【摘要】：全球石油海运市场受供需关系剧烈变化的影响，具有明显的周期性波动特征，通过对全球石油海运市场景气状态的监测和分析，能够在一定程度上判断全球石油海运市场的景气状态及未来趋势，对于政府对石油海运业进行宏观调控及石油海运市场参与者判断市场趋势、投资决策和规避风险等都具有重要的实践意义。本文的内容主要包含以下四个部分：介绍了景气分析方法的原理和全球石油海运市场的周期性特征，确认了景气分析方法应用于全球石油海运市场研究的合理性；综合经济理论、市场实际情况及专家意见，从全球石油海运市场的供给、需求、收入、成本四个层面选取了共26个指标作为构建石油海运市场景气指数体系的基本元素；在对选取指标的数据进行预处理后，采用时差相关分析等方法将指标分为先行指标、同步指标、滞后指标三个类型；分别运用改进扩散指数方法和因子分析方法编制了全球石油海运市场的扩散指数体系和合成指数体系；结合五年来石油海运市场状况，对所建立的全球石油海运市场景气指数体系进行了实证分析；最后在所建立的景气指数体系基础上，构建了全球石油海运市场的景气监测预警体系。本文的研究表明：全球石油海运市场的各个指标之间存在明显地先行、同步和滞后关系，运用景气指数方法建立全球石油海运市场扩散指数和合成指数，，可以更加全面、及时、准确地分析和预测市场的现状及其趋势。
[Abstract]:The global oil shipping market is influenced by the drastic changes of supply and demand, and has obvious cyclical fluctuation characteristics. Through the monitoring and analysis of the prosperity of the global oil shipping market, To a certain extent, we can judge the prosperity and future trends of the global oil shipping market, and make macro-control over the oil shipping industry by the government and the market participants in the oil shipping market to judge the market trend. Investment decision-making and risk-aversion are of great practical significance. The content of this paper mainly includes the following four parts: the principle of the prosperity analysis method and the periodicity characteristics of the global oil shipping market are introduced, and the rationality of the application of the boom analysis method to the global oil and shipping market is confirmed; Synthesizing the economic theory, the market actual situation and the expert opinion, from the global oil shipping market supply, the demand, the income, the cost four stratification level has selected altogether 26 indexes as the basic element which constructs the petroleum shipping market prosperity index system; After preprocessing the data of selected indicators, the indexes are divided into three types by means of time-difference correlation analysis, such as advance index, synchronous index and lag index. Using the improved diffusion index method and factor analysis method, the diffusion index system and the composite index system of the global oil shipping market are developed, respectively, and combined with the state of the oil shipping market in the past five years, An empirical analysis of the established global oil and shipping market boom index system is carried out. Finally, based on the established prosperity index system, the global oil shipping market boom monitoring and warning system is constructed. The research in this paper shows that the relationship between the indexes of the global oil shipping market is obvious, and the relationship between synchronization and lag is obvious. The establishment of the diffusion index and the composite index of the global oil shipping market by using the boom index method can be more comprehensive and timely. Accurately analyze and forecast the current situation and trend of the 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】：2013
【分类号】：F416.22;F551

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