【摘要】：中國(guó)出口集裝箱運(yùn)價(jià)指數(shù)(CCFI)能有效反映集裝箱海運(yùn)市場(chǎng)變化,是航運(yùn)企業(yè)經(jīng)營(yíng)決策、政府部門航運(yùn)產(chǎn)業(yè)政策制定的重要參考。本文基于經(jīng)驗(yàn)?zāi)B(tài)分解(EMD)方法數(shù)據(jù)驅(qū)動(dòng)的特征及處理非線性、非平穩(wěn)、多尺度數(shù)據(jù)序列的優(yōu)勢(shì),將CCFI有效分解為若干本征模態(tài)(IMFs);然后提出綜合考慮各IMFs的T檢驗(yàn)P值和波動(dòng)頻率對(duì)IMFs進(jìn)行重構(gòu),并基于希爾伯特變換和統(tǒng)計(jì)分析探討了各重構(gòu)項(xiàng)經(jīng)濟(jì)內(nèi)涵;最后從內(nèi)在影響因素角度探討了CCFI長(zhǎng)期發(fā)展趨勢(shì)、重大事件影響、季節(jié)波動(dòng)、短期市場(chǎng)不均衡的波動(dòng)特性。研究表明:CCFI長(zhǎng)期呈緩慢下降趨勢(shì),由市場(chǎng)船舶運(yùn)力供給大于貨運(yùn)需求決定;CCFI的暴漲暴跌由金融危機(jī)等重大事件引起,影響程度大,持續(xù)時(shí)間長(zhǎng);CCFI的季節(jié)波動(dòng)受季節(jié)性生產(chǎn)等因素影響,呈較規(guī)則正弦波動(dòng),高峰在9、10月份前后,低谷在3、4月份左右;CCFI短期市場(chǎng)不均衡波動(dòng)受油價(jià)、匯率等因素影響,影響程度小,持續(xù)時(shí)間短;CCFI波動(dòng)存在約4年的大周期、1年的小周期。
[Abstract]:China's export container price index (CCFI) can effectively reflect the changes of container shipping market and is an important reference for shipping enterprises to make business decisions and government departments to formulate shipping industry policies. Based on the data-driven characteristics of empirical mode decomposition (EMD) method and the advantages of dealing with nonlinear, non-stationary and multi-scale data sequences, The CCFI is decomposed into several intrinsic modes (IMFs), and then it is proposed to reconstruct the IMFs by considering the T test P value and fluctuation frequency of each IMFs, and the economic connotations of the reconstructed terms are discussed based on Hilbert transform and statistical analysis. Finally, the characteristics of CCFI long-term development trend, major event influence, seasonal fluctuation and short-term market unbalance are discussed from the perspective of internal influencing factors. The study shows that the trend of the slow decline of the CCFI has been slow for a long time. The increase and fall of CCFI is determined by the fact that the supply of shipping capacity in the market is greater than the demand for freight transport. The seasonal fluctuation of CCFI is affected by seasonal production and other factors, which is more regular sine wave. The peak is around September and October, and the low point is about March / April. The short-term market unbalance fluctuation of CCFI is influenced by oil price, exchange rate and other factors. The duration of CCFI fluctuation is about 4 years large period and 1 year small period.
【作者單位】： 珠海城市職業(yè)技術(shù)學(xué)院經(jīng)濟(jì)管理學(xué)院;大連海事大學(xué)綜合交通運(yùn)輸協(xié)同創(chuàng)新中心;
【基金】：國(guó)家自然科學(xué)基金項(xiàng)目:自貿(mào)區(qū)港口生態(tài)圈演化、平衡及評(píng)價(jià)機(jī)制研究(71672016,2016-2020) 長(zhǎng)江學(xué)者和創(chuàng)新團(tuán)隊(duì)發(fā)展計(jì)劃:港口協(xié)同發(fā)展與綠色增長(zhǎng)(IRT13048,2013-2017) 河北省交通運(yùn)輸廳重點(diǎn)項(xiàng)目:河北港群綠色增長(zhǎng)發(fā)展模式研究(ZJT2015037,2015-2017) 中國(guó)物流學(xué)會(huì)課題:廣東自貿(mào)區(qū)對(duì)珠海港的影響與對(duì)策研究(2016CSLKT3-154,2016-2017) 廣東省高職交通運(yùn)輸教指委課題:協(xié)同創(chuàng)新理念下高職港口與航運(yùn)管理專業(yè)課程體系構(gòu)建研究——基于工作過(guò)程系統(tǒng)化方法(jtysglzw201502,2015-2018)
【分類號(hào)】：F552;F752.62

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