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基于VECM的Cape市场即期运费和期租费率关系研究

DOI: 10.3969/j.issn.1674-0696.2014.01.28, PP. 125-128

Keywords: 海岬型船,即期市场,期租市场,capesize,spotfreightmarket,timechartermarket

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Abstract:

:?为分析海山甲型船市场即期运费,短期租船费率和长期租船费率之间的关系,建立VEC模型对2001-2012年间海山甲型市场面板数据进行研究。结果表明:海山甲型市场即期运费与短期、长期租金之间存在协整关系;即期市场对3年以内的期租市场影响较为明显;短期租船费率和长期租船费率互相影响;可以利用短期租船市场信息推断长期租船费率。

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