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集装箱运价指数数据源及算法分析

DOI: 10.16411/j.cnki.issn1006-7736.2015.03.016, PP. 87-92

Keywords: 集装箱运价,上海出口集装箱运价指数(SCFI),货代报价,日频次综合指数

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Abstract:

对指数及航运指数进行研究，分析SCFI在研发相关衍生品方面可能存在的问题，有针对性地从以下三个方面提出解决方案：首先，运价数据采用货代报价；其次，发布的频次改为每天一次；最后，由于货代运价存在负的运价，对分航线运价指数公式做相应调整.改进后的指数比SCFI更为贴近货主实际面对的集装箱运价波动，实现了集装箱运价指数的按日发布.

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