| 波罗的海运价指数与样本航线期租的协整关系研究 |
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| 引用本文： | 刘建林.波罗的海运价指数与样本航线期租的协整关系研究[J].数理统计与管理,2006,25(3):293-296. |
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| 作者姓名： | 刘建林 |
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| 作者单位： | 上海海事大学,交通运输学院,上海,200135 |
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| 基金项目： | 上海市高校科技发展基金 |
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| 摘 要： | 波罗的海运价指数BD I是综合反应干散货航运市场运价总水平的指标,在众多的运价指数中占有公认的主导地位。本文以BD I运价指数为研究对象,通过协整研究,证明了BD I运价指数与BC I4条样本航线期租价格之间稳定的联动关系,并且给出了它们的误差修正模型。
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| 关 键 词： | 运价指数 协整 误差修正模型 期租 |
| 文章编号： | 1002-1566(2006)03-0293-04 |
| 收稿时间： | 2004-10-08 |
| 修稿时间： | 2005-10 |
Study on the Co-integration Relationship Between the Baltic Freight Index and Prices on Sample Times of Time Charter |
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| LIU Jian-lin.Study on the Co-integration Relationship Between the Baltic Freight Index and Prices on Sample Times of Time Charter[J].Application of Statistics and Management,2006,25(3):293-296. |
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| Authors: | LIU Jian-lin |
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| Institution: | Transportation College, Shanghai Maritime University Shanghai 200135 China |
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| Abstract: | The BDI is an important integrated guideline on general level of dry bulky transports market.It is recognized as a dominating index among similar indexes.In this paper we investigate the BDI using the method of co-integration and Granger-causality test in the times serials analysis,our conclusin os that between the BDI and BCI4 has a steady linking relationship,and then we give the ECM. |
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| Keywords: | Baltic Freight Index Co-integrated Error Correvtion Model Time Charter |
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