对外经贸
對外經貿
대외경무
Heilongjiang Foreign Economic Relations and Trade
2014年
6期
38-40
,共3页
BDI%马尔可夫链%转移概率
BDI%馬爾可伕鏈%轉移概率
BDI%마이가부련%전이개솔
BDI%Markov Chain%transition probability
运价指数是由航运交易所发布的，以某时段内航运市场价格与基准时段的航运市场价格的比值，用于反映海运价格水平的动态变化。由波罗的海航交所发布的波罗的海干散货运价指数（BDI）是由若干条传统的干散货船航线的运价，按照各自在航运市场上的重要程度和所占比重构成的综合性指数，是国际干散货航运市场中最为权威的运价指数。因此波罗的海干散货运价指数（即BDI ）的波动规律研究、对其发展趋势进行预测是业界关注的重点，建立BDI的马尔可夫链分析模型，在此基础上对BDI 进行了短期预测分析，具有重要理论意义。
運價指數是由航運交易所髮佈的，以某時段內航運市場價格與基準時段的航運市場價格的比值，用于反映海運價格水平的動態變化。由波囉的海航交所髮佈的波囉的海榦散貨運價指數（BDI）是由若榦條傳統的榦散貨船航線的運價，按照各自在航運市場上的重要程度和所佔比重構成的綜閤性指數，是國際榦散貨航運市場中最為權威的運價指數。因此波囉的海榦散貨運價指數（即BDI ）的波動規律研究、對其髮展趨勢進行預測是業界關註的重點，建立BDI的馬爾可伕鏈分析模型，在此基礎上對BDI 進行瞭短期預測分析，具有重要理論意義。
운개지수시유항운교역소발포적，이모시단내항운시장개격여기준시단적항운시장개격적비치，용우반영해운개격수평적동태변화。유파라적해항교소발포적파라적해간산화운개지수（BDI）시유약간조전통적간산화선항선적운개，안조각자재항운시장상적중요정도화소점비중구성적종합성지수，시국제간산화항운시장중최위권위적운개지수。인차파라적해간산화운개지수（즉BDI ）적파동규률연구、대기발전추세진행예측시업계관주적중점，건립BDI적마이가부련분석모형，재차기출상대BDI 진행료단기예측분석，구유중요이론의의。
Freight index is released by the Shipping Exchange,which is used to reflect the dynamic change of the market price. It’s the ratio of the shipping market price in a certain period and the shipping market benchmark price.The Baltic dry freight index,named BDI,released by the Baltic Shipping Exchange,is composed of the price in several traditional dry bulk freight routes,according to the importance in the whole market and the proportion in comprehensive index.The BDI is the most au-thoritative freight index in the international dry bulk shipping market.So research to the fluctuation of BDI,prediction of its de-velopment trend is always the focus of different researchers all over the world.Establishing the Markov Chain analysis model for BDI,and doing the short-term forecasting,has important theoretical significance.
