A Study on the Interrelationships Between Baltic Dry Index and Domestic Bulk Shipping Industry Stock Price Under the Financial Crisis Events / 在金融風暴事件下BDI指數與國內散裝航運類股價連動關係之研究

碩士 / 義守大學 / 工業工程與管理學系碩士班 / 98 / Due to the free trading of international markets, economics of a country relies on importing and exporting goods by ships. The shipping costs changed when the international environments changed. The shipping costs are decided by the Baltic Dry Index. In this research, we focus on the correlation between Baltic Dry Index and the stock market of domestic bulk shipping in Taiwan. There are seven bulk shipping companies listed on the Taiwan Stock Exchange. This research targets on understanding the impacts on the stock prices of domestic bulk shipping companies made by Baltic Dry Index and provides information and analysis for the stock investors. In this research, the Grey Relational Analysis and the Back-Propagation neural network model are applied to find the relationship between the Baltic Dry Index and stock prices of domestic bulk shipping companies. A prediction system is built to predict the stock prices of domestic bulk shipping companies. By using this prediction system, stock investors are able to make their investing strategies. This research aims to develop a precise model set up by the Grey Relational Analysis which screens out the most related one within the factors

Identiferoai:union.ndltd.org:TW/098ISU05031078
Date January 2010
CreatorsYu-Ju Chiu, 邱玉茹
ContributorsPeitsang Wu, 巫沛倉
Source SetsNational Digital Library of Theses and Dissertations in Taiwan
Languagezh-TW
Detected LanguageEnglish
Type學位論文 ; thesis
Format75

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