摘要
通过对化学品航运市场主流船型船舶营运情况作跟踪分析,建立化学品船航运市场动态预测模型.并运用市场变化规律,利用计量经济学对市场单位载重吨期租水平曲线进行时间序列自回归平稳处理,并利用变量相关航运市场景气程度的相关关系,应用系统动力学进行变量间多元回归模型中对实际船舶运营期租水平进行解释,对回归方程进行敏感性分析,优化模型,得到市场化学品船期租水平与各市场变量的系数关系,并针对化学品船航运市场的系统性风险对回归方程进行修正,提出市场主流船型化学品船期租水平运价指数概念,为主流船型化学品船远期期租水平指数的远期交易、套期保值等操作作初步研究.
By the tracking and analysis of main size chemical tankers in shipping market,the dynamic marketing forecasting model was established. Based on the marketing performance circles and econometrics the time series of per metric ton time charter equivalent of sample chemical tankers was made smooth by moving average, and correlation between variables were introduced into the regression model for the establishment of the forecasting model, then the sensitivity analysis and model optimization were conducted for the accuracy coefficient between market time charter freight level and relevant marketing factors.By introducing correction factor into the regression results the systematic risks arising from marketing declining was removed. The forward time charter freight index was put forward,and the basic study of relevant trading and hedging operations was conducted.
出处
《数学的实践与认识》
北大核心
2017年第23期58-67,共10页
Mathematics in Practice and Theory
基金
国家自然科学基金(51078228)
2013年上海市研究生教育创新计划实施项目(第二批(20131129))
