干散货航运价格指数的多重分形特征分析  

Analysis of Multi-Fractal Characteristics of Shipping Price Index of Dry Bulk

作　　者：李电生[1] 李运红[1] 万培祥[1] 

机构地区：[1]中国海洋大学经济学院,山东青岛266100

出　　处：《中国海洋大学学报（社会科学版）》2013年第3期7-11,共5页Journal of Ocean University of China(Social Sciences)

基　　金：国家社科基金项目"FFA在中国相关航线上的市场效率研究"(09BJY074)

摘　　要：运用多重分形理论对干散货航运价格指数的分布结构进行研究,对运价指数的广义Hurst指数、质量指数τ(q)进行估算,结果表明干散货航运价格指数时间序列具有多重分形特征。并且结合多重分形谱分析法对运价指数的内部结构进行了研究,发现多重分形谱图左端明显低于右端,呈密集型分布,表明国际干散货运价指数总体呈增大趋势。Based on the multi fractal theory, this paper explores the distribution structure of the shipping price index of dry bulk, and estimates the generalized Hurst exponent and mass index. The results show that the time series of the shipping price index of dry bulk have multi-fractal characteristics. Meanwhile, combined with the multi-fractal spectrum analysis, the paper studies the internal structure of the freight index, and finds that the left end of the multi-fractal spectrum is obviously lower than the right end, and that the distribution is intensive, indicating that the shipping price index of dry bulk shows an overall growth trend.

关 键 词：运价指数 多重分形理论 多重分形谱分析法 

分 类 号：F250[经济管理—国民经济]