航运运价指数技术分析研究与应用平台实现

【作者】 李正宏；

【导师】 施欣；

【作者基本信息】 上海海事大学 ， 交通运输规划与管理， 2003， 硕士

【摘要】 随着世界经济和国际贸易的发展，世界海运量在不断的增长，推动着国际航运市场的不断发展和完善。据统计，在世界贸易运输体系中，海洋运输业承担着90％的运输份额，对世界经济起着举足轻重的作用，因此，国际航运市场的供需态势，尤其是航运运价一直是人们关注的焦点。运价指数作为航运运价在一个时期的数值与一个标准值的比较，是航运市场的“晴雨表”，反映航运市场价格的变动趋势，进而揭示了航运市场及其相关市场的供需态势，从而为各类市场主体的经营和政府部门的宏观调控提供必要的决策依据。因此，研究航运运价指数，探讨其中运作的内在机理，分析其未来走势，具有很重要的理论和实践意义。 本文主要研究航运运价指数的生成、技术分析、相关性分析、预测及计算机化。论文主要分为以下五个部分： 第一部分研究航运运价指数的生成。以集装箱运价指数(CCFI)为研究对象，以港航EDI信息为信息源，研究如何从港航EDI信息中，获取有价值的信息，结合数据库技术，经过一定的加工处理，最后生成集装箱运价指数。 第二部分对航运运价指数进行技术分析。首先建立技术分析指标体系，然后阐述技术指标的应用原则，并运用数据库技术，对技术指标进行实证分析。 第三部分对航运运价指数进行相关性分析。以波罗的海干散货运价指数(BFI)为研究对象，运用统计分析软件，分析运价指数波动与船舶运力有关指标之间的相关程度。 第四部分研究航运运价指数的预测模型。以BFI为例，首先结合统计分析软件，对运价指数进行趋势性分析和季节性分析，然后剔除趋势性和季节性因素的影响，再经过一定的数据处理，得到一个平稳时间序列，最后利用Eviews分析工具，建立ARMA预测模型。 第五部分研究航运运价指数生成和技术分析应用平台的技术实现。以集装箱运价指数为例，研究如何运用数据库技术，实现基于港航EDI信息的集装箱运价指数生成与技术分析应用平台。更多还原

【Abstract】 With the development of world economic and international trade, the quantity of shipping has been increasing all over the world. Thus international shipping market is pushed to develop rapidly. According to the statistics, about 90 percent of the amount of cargo transportation is carried through ocean shipping in the world trade. So ocean shipping plays a great role in the world economic. The supply and demand condition of the international shipping market, especially ocean freight, is the focus which concerned people pay attention to. Freight index, as the rain glass of shipping market, response the fluctuant trend of ocean freight, dispose the supply and demand condition of shipping market and related market. Therefore, the study about technological analysis of freight index has important theoretic and realistic significance.This thesis mainly research on the creation, technological analysis, correlation analysis and database realization of freight index. It includes five parts as following.The first part is about the creation of shipping freight index. It makes an example of container freight index and studies the creation of container freight index based on port and shipping EDI information which includes a lot of information. This part mainly researches on how to create freight index from EDI.The second part is about the technological analysis of shipping freight index. Firstly, the writer builds up the indicator system of technological analysis. Then demonstrates the application principle of technological indicators. Finally, technologically analyse the real freight index with database system.The third part makes the correlation analysis on shipping freight index. It makes the Baltic dry bulk freight index as research objective. Theoretically, the fluctuations of freight index have something to do with fleet indicator. This part discusses the correlation extent between freight index and fleet indicator.The fourth part researches on the forecasting model of shipping freightindex. Firstly, the writer makes the analysis of tendency and seasonality by using statistics tools. Then removes the influence of tendency and seasonality and makes some data treatment in order to get a stable time series. Finally, build up ARM A forecasting model by using Eviews analytical tools.The fifth part researches on the technological realization of application platform about creation and technological analysis of shipping freight index. This part makes container freight index as example and studies on how to realize the application platform by using database system.Li Zhenghong(Transportation Management) Directed by Professor Shi Xin更多还原