为了建立更全面反映国际航运市场运价波动以及景气程度的运价指数,以现有的主要运价指数为基础,采用拉氏公式构建了干散货、油轮和集装箱运输市场的综合运价指数.以这三大指数为依据,选用Logit模型,采用移动平均法构建具有动态权重的全球范围航运综合运价指数.历史数据验证的结果表明,该指数具有较高的实用价值.
Abstract
To establish international shipping freight index, which can fully reflect the fluctuation of freight and the prosperity of the market, major existing freight indexes were used as the foundation and Laplace formula calculation method was adopted to construct the integrated freight indexes of the dry bulk shipping, tanker shipping and container shipping market. Based on three indexes above, Logit model was chosen and the moving average method was used to construct a dynamic weighted global shipping integrated freight index. Historical data validation result shows that, the constructed index has a high practical value.
关键词
航运市场 /
综合运价指数 /
拉氏公式 /
Logit模型
Key words
shipping market /
integrated freight index /
Laplace formula /
Logit model
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参考文献
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基金
高等学校博士学科点专项科研基金资助课题(20102125110002)；中央高校基本科研业务费专项资金资助(2012TD020).
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