国际油轮运价影响因素动态变化研究  

Study on Dynamic Change of Influence Factors of International Oil Tanker Freight Rate

作　　者：王思远[1] 潘静静[1,2] 余思勤[1] 

机构地区：[1]上海海事大学经济管理学院,上海201306 [2]福建农林大学交通与土木工程学院,福建福州350002

出　　处：《物流技术》2015年第17期116-119,共4页Logistics Technology

基　　金：国家自然科学基金青年项目(71101088);国家自然科学基金面向项目(71471109)

摘　　要：通过向量自回归模型,运用脉冲响应函数、方差分解以及格兰杰因果检验等方法,对比分析了不同时期波罗的海油轮运价指数波动与原油价格和世界经济状况的关联性。研究发现金融危机前后波罗的海油轮运价指数的日收益率变动最初主要受到自身影响,原油价格和世界经济变化分别在危机前后对油轮运价产生相对明显的冲击。In this paper, using the vector auto- regression model and such methods as the impulse response function, variance decomposition and Granger causality test, etc., we analyzed comparatively the correlation of the fluctuation of the BDTI with the crude oil price and world economic situation at different periods and found that the variation of the daily return rate of the BDTI was under its own influence at the earliest stage during the financial crisis and the crude oil price and the world economic change had significant impact on the freight rate of the oil tankers before and after the financial crisis respectively.

关 键 词：BDTI 国际油轮运价 VAR模型 因果检验 

分 类 号：U695[交通运输工程—港口、海岸及近海工程]