摘要
运价指数是由航运交易所发布的,以某时段内航运市场价格与基准时段的航运市场价格的比值,用于反映海运价格水平的动态变化。由波罗的海航交所发布的波罗的海干散货运价指数(BDI)是由若干条传统的干散货船航线的运价,按照各自在航运市场上的重要程度和所占比重构成的综合性指数,是国际干散货航运市场中最为权威的运价指数。因此波罗的海干散货运价指数(即BDI)的波动规律研究、对其发展趋势进行预测是业界关注的重点,建立BDI的马尔可夫链分析模型,在此基础上对BDI进行了短期预测分析,具有重要理论意义。
Freight index is released by the Shipping Exchange,which is used to reflect the dynamic change of the market price. It’s the ratio of the shipping market price in a certain period and the shipping market benchmark price.The Baltic dry freight index,named BDI,released by the Baltic Shipping Exchange,is composed of the price in several traditional dry bulk freight routes,according to the importance in the whole market and the proportion in comprehensive index.The BDI is the most au-thoritative freight index in the international dry bulk shipping market.So research to the fluctuation of BDI,prediction of its de-velopment trend is always the focus of different researchers all over the world.Establishing the Markov Chain analysis model for BDI,and doing the short-term forecasting,has important theoretical significance.
出处
《对外经贸》
2014年第6期38-40,共3页
FOREIGN ECONOMIC RELATIONS & TRADE
关键词
马尔可夫链
转移概率
BDI
BDI
Markov Chain
transition probability
