【作者】 何应杰；

【导师】 吕靖；

【作者基本信息】 大连海事大学 ， 交通运输规划与管理， 2002， 硕士

【摘要】 国际干散货运输市场是国际航运市场的重要组成部分，但国际干散货运输市场的市场结构使国际干散货运输市场具有不同于其它航运市场的完全竞争市场特征。在价值规律的作用下，国际干散货运输产品的价格仍然是由运输劳务商品的价值决定的。完全竞争的市场特征使得影响国际干散货运价水平的各种因素的影响作用在该市场上得到了充分的体现，使市场的价格水平围绕价值中枢作宽幅的剧烈波动。代表国际干散货运价整体水平的波罗的海运价指数的历史数据呈现长期走高、周期波动以及随机波动的特征。 通过对波罗的海运价指数历史数据的数据结构分析，得到了国际干散货运价自身发展变化规律：在价值规律的作用下，国际干散货运价呈长期增长的趋势，并符合生长(Growth)曲线的特征；在世界贸易等与经济有关的因素影响下，国际干散货运价以六年为周期作循环波动；在国际干散货运输市场船舶供给量和季节性因素的影响下，国际干散货运价以两年为周期作季节性波动；本文用合理的数学方程描述了以上变化规律。三种趋势的叠加在整体上反映了波罗的海运价指数的波动规律。 对波罗的海运价指数分别提取长期趋势项、周期波动项和季节波动项以后，得到了一个符合ARMA模型建模要求的零均值平稳序列。对此序列建立的时间序列模型非常精确地模拟了波罗的海运价指数，并作出了误差极小的短期预测。 整体趋势的把握和短期精确预测保证了国际干散货运价分析结果在实际工作中具有一定的指导意义。更多还原

【Abstract】 International dry-bulk shipping market is an important part of international shipping market, but the structure of international dry-bulk shipping market makes it different from other shipping markets in it’s full competitiveness. Under the guidance of value principle, the price of the products in international dry-bulk shipping is still determined by the value of the service products in shipping. The market character of full competitiveness completely embodies various factors’ effects on the shipping price level of international dry-bulk shipping market, which makes the market’s price level fluctuate fiercely round the value center. The historic data of the Baltic Freight Index standing for the level of international dry-bulk shipping price takes on the feature of long-term rise, cyclical punctuation and casual fluctuation.By means of making an analysis of the data structure of the historic data of Baltic Freight Index, a self-developing-and-changing law of international dry-bulk shipping price is reached. Under the direction of value principle, the price of international dry-bulk shipping tends to keep on a long-term increase is characterized by Growth Curve. Under the influence of the factor related to economy such as world trade, the price of international dry-bulk shipping fluctuates with a cycling period of six years. Under the influence of seasonal factors such as the vessel supplying volume in the market, the price of international dry-bulk fluctuates seasonally with a period of two years. In addition, rational mathematical equation is used to describe the above-side changing law. The adding of the three tendencies wholly grasps the fluctuating law of Baltic Freight Index.After removing the long-term tendency, cyclical fluctuating and seasonal fluctuating one by one from Baltic Freight Index, a null means stationary series is reached which matched ARMA model. The staked model made up of the ARMA model set up from this series and all the equations of each removed element very precisely modulated Baltic Freight Index, and a short-term prediction with tiny error has been made.The grasp of the whole tendency and short-term precise prediction guarantee the analyzed result of international dry-bulk shipping price to be of certain guidance in practice.更多还原