航运市场静、动态预测模型研究-船舶与海洋结构物设计制造专业论文.docxVIP

华中科技大学博士学位论文 华 中 科 技 大 学 博 士 学 位 论 文 II II 其他外部经济状况不发生大变化的情况下，航运市场集装箱船运力的供需会出现一 个波动。重庆集装箱港船队运力系统动力学模型的模拟结果给出了，波动可能发生 的时间和幅度，这可以给航运公司制定订购新船的决策提供理论依据。 论文在此基础上进一步分析运力供给模型，认为运力供给是关于运力吨位，船 舶航速和航行距离的复合变量，提出运力效率的概念，修正运力效率模型。通常认 为，运力效率是市场运价的函数，论文通过分析发现，实际运力效率并不是随着运 价大幅度波动而波动，因此，论文给出加入闲置船舶项的运力效率修正模型，并将 该模型加入运力供给系统动力学模型，对近 20 年国际油船市场运价进行模拟。从 结果上看，模型可以准确模拟出运价的长期波动趋势，但精度不高。为了提高模型 的模拟精度，论文创新性提出将模拟结果输入量，带入自回归条件异方差(ARCH) 模型中，进行再次模拟的想法，给出航运市场 SD-ARCH 模型。ARCH 模型在研究 金融时间序列波动性方面有其他方法不可比拟的优势，利用该模型的这一优势，本 文提出的航运市场 SD-ARCH 模型完成了国际油船运价高精度的长期波动趋势模 拟。 关键词：航运市场 预测 运价 系统动力学 自回归条件异方差 III III Abstract As everyone knows, the shipping market is a free competition，complicated and changeable market. It is reflected by the change and development of the market price and its operating mechanism is supplied and decided by the relevant relationship between transportation demand and supply. If the international and domestic water way shipping enterprises want to make more profits, they must forecast the transportation demand state of the market accurately, hold the level of the freight rate, and adjust the transportation structure in time. Shipping market forecasting model can help enterprises operator predict the developing state of shipping market accurately and make decision rationally. Last century 70’s, studying the shipping market forecasting model was in vogue for a time, some of the models were supplied such as the transportation supply model which the Norwegian economist studied and Charemza and Gronicki have set up non- balanced bulk cargo model of the market. With the outburst of the Iraqi war and the arrival of the economic crisis of the world, the shipping market enters the depressing state for a long time, scholars who studies shipping market forecasting model are fewer and fewer too. Entering 21st century, with the fast development of global economy, the shipping market entered into unprecedented prosperous stage, the supply-demand relationship model of shipping market in the past cant be