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Please use this identifier to cite or link to this item: http://ntour.ntou.edu.tw:8080/ir/handle/987654321/8880

Title: 散裝航運波羅地海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 Baltic Dry Index Forecasting---Based on Grey Theory and Arima(P,D,Q)
Authors: 梁金樹
Contributors: NTOU:Department of Shipping and Transportation Management
Keywords: 散裝航運;BDI綜合運價指數;灰預測
Bulk shipping transportation;Baltic Dry Index;Grey forecast
Date: 2008-08
Issue Date: 2011-06-28T07:00:27Z
Abstract: 摘要:散裝航運接近於完全競爭市場,存在著許多難以預測之影響因素。運費與租金暴漲暴跌,導致船東或傭船人無所依循之結果,隱含著極高之市場風險。本研究預測波羅地海BDI (Baltic Dry Index)綜合運價指數,期能精確掌握散裝航運市場運價趨勢,以降低航運市場風險。本文採用灰預測GM(1,1)模式及時間數列ARIMA(p,d,q)模式,構建散裝航運BDI運價指數預測模式,進行比較分析。針對其模式之建構步驟及預測分析之結果,比較其精確度,提出其中精確度高者,作為建議船東、傭船人及租船人於相關營運決策時之參考,期能以此研究結果,減少此產業相關業者在營運上風險。
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 shipowners and charterers encounter extreme high investment risks. The purpose of this paper is to forecast and analyze the Baltic Dry Index (BDI) in order to effectively reduce shipping market risks. This paper applied Grey Model (1,1) and ARIMA (p,d,q) Model to construct BDI forecast model for bulk shipping service, and to discuss its accuracy. The results of this paper can provide shipowners and charters reference for chartering decision-making.
Relation: NSC97-2410-H019-014
URI: http://ntour.ntou.edu.tw/ir/handle/987654321/8880
Appears in Collections:[航運管理學系] 研究計畫

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