碩士 / 長榮大學 / 航運管理研究所 / 103 / There are two important that indices in the liner shipping industry, one is the China Containerized Freight Index, (CCFI), the other one is the Shanghai Container Freight Index, (SCFI). First, both of the CCFI and SCFI Indices can display climate scenarios and established the commodity derivatives in the liner shipping market. However, this thesis is discussed CCFI and SCFI Indices and reviewing the current status of the liner shipping market in order to comprehend it market trending. Second, due to the modeling will be able to provide relevant financial analyze, this thesis uses the multiple time series analysis to construct optimization mode with CCFI and SCFI Indices.
Finally, the thesis takes to the VARMA model to deconstruct the CCFI and SCFI Indices, and the optimal model reached in this thesis is VARMA (1 , 1) which indicates are emerging to a one - stage lagging effect among the CCFI Index, and the existence of a one - error correcting factor. The results showed that the CCFI Index can get better information than the SCFI index. This thesis suggests the CCFI Index can refer to the freight interpretations or the forecasting purposes.
| Identifer | oai:union.ndltd.org:TW/103CJU00301001 |
| Date | January 2015 |
| Creators | Hua- Chieh Shih, 施慧潔 |
| Contributors | Ming - Tao Chou, 周明道 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 86 |
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