【摘要】 从运费风险管理角度,运用计量经济学方法,分析远期合约与现货价格协整关系,并建立了误差修正模型,可用于运费价格预测和FFA交易定价。更多还原

【Abstract】 From the perspective of managing freight risk,this paper analyses the Co-integration relationship be- tween forward contracts and spot price by using the method of economics and constructs an error correction model which can be used to forecast the price of freight and Price for FFA trades.更多还原