超大型矿砂船运营背景下的国际铁矿石海运运价的波动性  

Volatility of international shipping freight rate for iron ore under background of VLOC operation

作　　者：章强[1] 王学锋[1] 殷明[1] ZHANG Qiang WANG Xuefeng YIN Ming(School of Transport ＆ Communications, Shanghai Maritime University, Shanghai 201306, China)

机构地区：[1]上海海事大学交通运输学院,上海201306

出　　处：《上海海事大学学报》2016年第3期40-46,共7页Journal of Shanghai Maritime University

基　　金：国家自然科学基金(71402096);上海市自然科学基金(13ZR1418600);上海市哲学社会科学规划青年项目(2016EGL005);上海市教育委员会科研创新项目(14YS049)

摘　　要：为研究矿砂船的大型化与运价波动性的联系,针对国际主流铁矿石运输航线的好望角型船海运运价的时间序列,引入虚拟变量构建GARCH模型.研究发现,超大型矿砂船(Very Large Ore Carrier,VLOC)投入运营并未对主流铁矿石航线的好望角型船海运运价的波动性产生根本性的影响.相比图巴朗至青岛航线,图巴朗至鹿特丹航线的铁矿石海运运价更具稳定性.航运企业应根据市场需求积极优化船队结构和船舶运营市场的布局.To research the relationship between the upsizing of ore carriers and the volatility of freight rate,a dummy variable is introduced to build a GARCH model for the time series of freight rate of Capesize ships on main international shipping routes for iron ore. It is found that the operation of Very Large Ore Carriers（ VLOCs） does not fundamentally affect the volatility of Capesize freight rate on main international shipping routes for iron ore. Comparing with the freight rate volatility on the route from Tubario to Qingdao,the freight rate on the route from Tubario to Rotterdam is more stable. Shipping companies should optimize the fleet structure and the layout of target market to satisfy the market demand.

关 键 词：超大型矿砂船(VLOC) 铁矿石 运价 好望角型船 

分 类 号：U695.2[交通运输工程—港口、海岸及近海工程] F551[交通运输工程—船舶与海洋工程]