中国出口集装箱运价指数与波罗的海运价指数对比分析..doc

. .. 中国出口集装箱运价指数与波罗的海运价指数对比分析 .. 摘 要 近年来，波罗的海运价指数已成为国际干散货运输市场走势的晴雨表，在很多方面起着重要的作用，如投资、预测国际贸易形势等。它也是欧洲、美国和日本等企业进行造船、综合物流和金融衍生工具投资的主要参考指标。中国也制定出中国出口集装箱运价，希望能得到各个国家的认可并使用它。 本文通过查找文献上的数据，并运用计量统计分析，基于其中的向量自回归模型、AR稳定性分析、Granger因果检验分析、脉冲响应分析，分析出BDI和CCFI之间的区别，以此得到CCFI还需改进的方面。 关键词：BDI；CCFI；计量统计分析 Abstract In recent years, the Baltic Freight Index has become an international dry bulk shipping market trends barometer. It plays an important role in many aspects, like investments, Forecast international trade situation etc. It is also the main reference index of shipbuilding, integrated logistics and financial derivatives in enterprises of Europe, the United States and Japan. China has developed the Chinese Containerized Freight, hoping to be recognized and used in each country. In this paper, data from literature and the tool, Statistical analysis of measurement were used. There are some differences found between BDI and CCFI through Vector auto-regression model, AR stability analysis, Granger causality test analysis, impulse response analysis. The result is that CCFI need improve in some aspects. Key words: BDI; CCFI; Statistical analysis of measurement .. 目录 TOC \o 1-3 \h \z \u HYPERLINK \l _Toc3580 摘 要 PAGEREF _Toc3580 I HYPERLINK \l _Toc32443 Abstract PAGEREF _Toc32443 II HYPERLINK \l _Toc24012 一、 波罗的海运价指数与中国出口集装箱指数的简述 PAGEREF _Toc24012 1 HYPERLINK \l _Toc17114 （一） 波罗的海运价指数的简述 PAGEREF _Toc17114 1 HYPERLINK \l _Toc2655 1． 简述波罗的海运价指数 PAGEREF _Toc2655 1 HYPERLINK \l _Toc6005 2． BDI的构成 PAGEREF _Toc6005 1 HYPERLINK \l _Toc11828 3． BDI影响因素 PAGEREF _Toc11828 2 HYPERLINK \l _Toc13608 4． BDI参考价值 PAGEREF _Toc13608 2 HYPERLINK \l _Toc28455 （二） 简述中国出口集装箱指数 PAGEREF _Toc28455 2 HYPERLINK \l _Toc838 1． 中国出口集装箱运价指数的含义 PAGEREF _Toc838 2 HYPERLINK \l _Toc13444 2． CCFI的构成 PAGEREF _Toc13444 3 HYPERLINK \l _Toc31785 3． 我国出口集装箱运价指数现状分析 PAGEREF _Toc31785 3 HYPERLINK \l _Toc26255 4． 我国集装箱班轮运价指数影响因素分析 PAGEREF _Toc26255 4 HYPERLINK \l _To