碩士 / 開南管理學院 / 航運與物流管理系碩士班 / 94 / The global economic and trade is changing rapidly, which influence the freight at the shipping market. The bulk shipping takes the most part of shipping business in Taiwan. There are many factors influence the freight of bulk shipping, thus, the uncertainty is high, which attract researchers to study the fluctuate factors of the Baltic Dry Index. There are numerous factors influence the Baltic Dry Index (BDI), however, based on the related literature review, there are lack of related research. Besides, most of them short of overall analysis of the Baltic Dry Index. This research, therefore, tries to use four major influence factors which intriduct by Gray. The forecasting model mostly uses the tradition regression in this field, but it is unable to deal with outliers. This research utilizes the fuzzy piecewise regression analysis with automatic change-point detection to forecast Baltic Dry Index, to build the freight and rent development trends of the shipping market.
The result of this study shows that the major factors influence Baltic Dry Index are the Oil price, second hand price of the Capesize ship, second hand price of the Panamax ship, new building price of the Panamax ship, the rent of time charter for Capesize, the rent of voyage charter for grain, and the rent of voyage charter for coal. Among these factors, the second hand price of the Capesize ship and new building price of the Panamax ship are the most important impact factor of the Baltic Dry Index. By using above-mentioned impact forecasting model, the instant Baltic Dry Index can be obtained, which provide the bulk operators a clear picture when considering the rent of the ship.
| Identifer | oai:union.ndltd.org:TW/094KNU00301021 |
| Date | January 2006 |
| Creators | Hung-Chun Lin, 劉虹君 |
| Contributors | Cheng-Wei Lin, 林成蔚 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 92 |
Page generated in 0.0014 seconds