【摘要】：中國出口集裝箱運價指數(shù)(CCFI)能有效反映集裝箱海運市場變化,是航運企業(yè)經(jīng)營決策、政府部門航運產(chǎn)業(yè)政策制定的重要參考。本文基于經(jīng)驗模態(tài)分解(EMD)方法數(shù)據(jù)驅(qū)動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,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P值和波動頻率對IMFs進行重構,并基于希爾伯特變換和統(tǒng)計分析探討了各重構項經(jīng)濟內(nèi)涵;最后從內(nèi)在影響因素角度探討了CCFI長期發(fā)展趨勢、重大事件影響、季節(jié)波動、短期市場不均衡的波動特性。研究表明:CCFI長期呈緩慢下降趨勢,由市場船舶運力供給大于貨運需求決定;CCFI的暴漲暴跌由金融危機等重大事件引起,影響程度大,持續(xù)時間長;CCFI的季節(jié)波動受季節(jié)性生產(chǎn)等因素影響,呈較規(guī)則正弦波動,高峰在9、10月份前后,低谷在3、4月份左右;CCFI短期市場不均衡波動受油價、匯率等因素影響,影響程度小,持續(xù)時間短;CCFI波動存在約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)技術學院經(jīng)濟管理學院;大連海事大學綜合交通運輸協(xié)同創(chuàng)新中心;
【基金】：國家自然科學基金項目:自貿(mào)區(qū)港口生態(tài)圈演化、平衡及評價機制研究(71672016,2016-2020) 長江學者和創(chuàng)新團隊發(fā)展計劃:港口協(xié)同發(fā)展與綠色增長(IRT13048,2013-2017) 河北省交通運輸廳重點項目:河北港群綠色增長發(fā)展模式研究(ZJT2015037,2015-2017) 中國物流學會課題:廣東自貿(mào)區(qū)對珠海港的影響與對策研究(2016CSLKT3-154,2016-2017) 廣東省高職交通運輸教指委課題:協(xié)同創(chuàng)新理念下高職港口與航運管理專業(yè)課程體系構建研究——基于工作過程系統(tǒng)化方法(jtysglzw201502,2015-2018)
【分類號】：F552;F752.62

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