亚洲市场化学品船期租水平远期运价指数研究  

The Study of Time Charter Forward Freight Agreement of Chemical Tankers in Asian Market

作　　者：王大山 刘文白[1] 顾晰妍 

机构地区：[1]上海海事大学经济管理学院,上海201602

出　　处：《数学的实践与认识》2017年第24期86-93,共8页Mathematics in Practice and Theory

基　　金：国家自然科学基金(51078228);2013年上海市研究生教育创新计划实施项目(20131129)

摘　　要：通过建立船舶-货物的亚洲区域化学品船航运市场动态预测模型,对区域内船舶营运情况作了分析.并运用市场变量相关航运市场景气程度的回归关系,应用系统动力学模拟的结果加入到回归模型中对实际船舶运营期租水平进行解释,对回归方程进行敏感性分析,优化模型,得到亚洲市场化学品船期租水平与各市场变量的系数关系,首次提出化学品船期租水平运价指数,并为亚洲航线化学品船远期期租水平指数的交易、与相关产品的价格对冲、套期保值等操作的可能性提出理论基础.By the application of marketing system dynamic forecasting model featuring the big data covering the shipments information of Asian chemical tanker market, the Asian chemical tanker shipping market performance and distribution were analyzed. Based on the correlation between marketing prosperity and marketing factors, the variables will be selected and introduced into the regression model for the establishment of the forecasting model, then the sensitivity analysis and model optimization will be conducted for the accuracy coefficient between Asian market time charter freight level and relevant marketing factors. Based on this correlation among variables, for the first time the chemical tanker time charter forward freight agreement will be proposed, and the theoretical application of same together with future trading and hedging operations of relevant products will be discussed.

关 键 词：亚洲化学品船航运市场 回归分析 期租水平运价指数 远期运价交易 

分 类 号：F551[经济管理—产业经济]