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题名: An Analysis of the Relationship between Asian Steel Index and the Baltic Capsize Index
作者: Ming-Tao Chou;Yuh-Ling Su;Tsung-Yu Chou;Han-Uei Liang
贡献者: 國立臺灣海洋大學:航運管理學系
关键词: BCI Index;ASI Index;Time-Series Analysis
日期: 2015
上传时间: 2017-06-19T07:03:44Z
出版者: Modern Economy
摘要: The Asian Steel Index (ASI) and Baltic Capsize Index (BCI)are important indices of the tramp shipping industry, where the BCI index reveals both the current tramp maritime transport fare and market status, while the ASI index is a composite index determined by the trade prices of steel. This paper first reviewed the literature of ASI and BCI indices to illustrate the current composition of the ASI index, as well as the BCI index in the present tramp maritime industry. A time-series analysis was then followed to construct the optimum model of ASI and BCI indices, and the results could be used as references for the maritime industry. According to the formulation of the multivariate time series models, the optimal mode was found to be VARMA (2,4), which meant that both the ASI and BCI indices would be affected by previous two series of data and have the error correction effect of 4 series. The results of this study confirm that ASI and BCI indices have impacts on each other, especially for the maritime zones of the BCI index, which are consistent with the status of China, a big country with high demands for raw steel material. Furthermore, this model allows the user to discover the impact multiplier of both indices. The construction of the model is hoped to help provide a reference for academics and businesses in the shipping industry.
關聯: 6(02) pp.207
URI: http://ntour.ntou.edu.tw:8080/ir/handle/987654321/43291
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