碩士 / 國立高雄海洋科技大學 / 供應鏈管理研究所 / 106 / Bulk shipping industry is a highly competitive and high-risk industry. In recent years, the industrial conditions are poor. Although there are having rumors about that it will return to the past level, there are still many well-known groups having the financial crisis and even the companies collapse or merger. Making decisions spends very long time unlike the general financial goods can be modified the decision-making in a short time, so every decision is very important. In this study, we use ARIMA and VAR in time series to make predictive analysis. Hope to find out the key impact of the BDI index that year,Andexpect the conclusions can help the same businesses and researches in thefuture. The study divides 2010-2015 into three time series (1) 2010 to 2013 (2) 2011 to 2014 (3) 2012 to 2015. Use the univarite and multivariate ARIMA models and VAR models to predict. ARIMA (2,1,1) was the optimal solution for the univarite and multivariate ARIMA models in the three time series, but in the VAR models (1) the first series was dominated by the IMF metal price index. (2) The second series was affected by the price index of the IMF wheat. (3) The third series was affected by the international crude oil price (Brent). The study found that the main reason for the range of the range are not the same.
| Identifer | oai:union.ndltd.org:TW/106NKIM0682002 |
| Date | January 2018 |
| Creators | SU,GUI-TING, 蘇桂亭 |
| Contributors | HONG, JUNG-YAO, 洪榮耀 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 65 |
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