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Please use this identifier to cite or link to this item: http://ntour.ntou.edu.tw:8080/ir/handle/987654321/32497

Title: 波羅地海乾散貨運價指數預測模型績效之研究—時間序列與灰色預測模型之應用
The Performance of Baltic Dry Index Forecasting Model: An Application of Time Series and Grey Forecasting Models
Authors: Liang G.S.;Cheng-Chi Chung;Chen H.Y.
梁金樹;鍾政棋;陳桓毅
Contributors: NTOU:Department of Shipping and Transportation Management
國立臺灣海洋大學:航運管理學系
Keywords: 灰預測;散裝航運;自我迴歸整合移動平均;波羅地海乾散貨運價指數
Grey forecasting;Auto-Regressive Integrated Moving Average;Baltic Dry Index;Bulk shipping transportation
Date: 2010-12
Issue Date: 2012-06-18T05:51:44Z
Publisher: Journal of Maritime Science
海運學報
Abstract: 摘要:散裝航運市場接近於完全競爭市場,運費與租金易受不確定的因素而影響,導致船東與傭船人面臨極高市場風險。波羅地海BDI運價指數為全球散裝航運經營的總體指標,如能有效掌握運價波動,必能降低船東與傭船人之風險。因此本文旨在預測並分析BDI運價指數,研究方法採用灰色理論的灰預測GM(1,1)模型與時間序列自我迴歸整合移動平均(ARIMA)模型,分別構建BDI運價指數的預測模型,並進行實證分析及其模型精確度之探討。研究結果可以提供船東與傭船人作為傭船決策之參考。
Abstract:Bulk shipping markets are close to a perfect competitive market that is influenced by many unpredictable factors. Freight rate and charter hire fluctuate unexpectedly so that owners and charterers encounter extreme high investment risks. The purpose of this paper is to forecast and analyze the Baltic Dry Index in order to effectively reduce shipping market risks. This paper applied Grey Model (1,1) and ARIMA (p,d,q) Model to construct BDI forecasting model for bulk shipping service, and to discuss its accuracy. The results of this paper will provide owners and charterers as a good reference for chartering decision-making.
Relation: 19(2), pp.1-18
URI: http://ntour.ntou.edu.tw/handle/987654321/32497
Appears in Collections:[航運管理學系] 期刊論文

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