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重庆交通大学学报（自然科学版）

重庆交通大学学报（自然科学版） ›› 2014, Vol. 33 ›› Issue (1): 125-128.DOI: 10.3969/j.issn.1674-0696.2014.01.28

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基于VECM 的Cape 市场即期运费和 期租费率关系研究

金明1,胡吴1,贾大山2   

  1. 1. 上海交通大学船舶海洋与建筑工程学院，上海200240;2. 交通运输部水运科学研究院，北京100089
  • 收稿日期:2012-10-12 修回日期:2012-03-10 出版日期:2014-02-15 发布日期:2015-01-22
  • 作者简介:金明(1987 一) ，男，湖北十堪人，硕士研究生，主要从事交通运输工程方面的研究。E-mail :jmline@sjtu.edu.cn
  • 基金资助:
    交通运输部交通应用基础研究项目(2011329222310)

Relationship between Spot Freight Market and Time Charter Rate in Capesize Market ?ased on VEC Model

Jin Ming , Hu Hao , Jia Dashan   

  1. 1. School of Naval Architecture , Ocean & Civil Engineering, Shanghai Jiaotong University , Shanghai 200240 , China;2. Research Institute of China Waterborne Transport , Beijing 100089 , China
  • Received:2012-10-12 Revised:2012-03-10 Online:2014-02-15 Published:2015-01-22

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摘要： 为分析海山甲型船市场即期运费，短期租船费率和长期租船费率之间的关系，建立VEC 模型对2001-2012 年 间海山甲型市场面板数据进行研究。结果表明:海山甲型市场即期运费与短期、长期租金之间存在协整关系;即期市场 对3 年以内的期租市场影响较为明显;短期租船费率和长期租船费率互相影响;可以利用短期租船市场信息推断长 期租船费率。

关键词: 海岬型船, 即期市场, 期租市场

Abstract: In order to analyze the relationship between spot freight markets , short run time charter rate and long run charter rate in capsize market , a VEC model was established based on the panel data from 2001 to 2012. Empirical study indicates that there is co-integration relationship between the three time series mentioned above; spot freight market has significant inf1uence on the charter rate in no more than 3 years; short run and long run charter rates are interactive. It is valid to forecast long run charter rate based on the information of short run.

Key words: capesize, spot freight market, time charter market

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