【摘要】：全球石油海運(yùn)市場(chǎng)受供需關(guān)系劇烈變化的影響，具有明顯的周期性波動(dòng)特征，通過(guò)對(duì)全球石油海運(yùn)市場(chǎng)景氣狀態(tài)的監(jiān)測(cè)和分析，能夠在一定程度上判斷全球石油海運(yùn)市場(chǎng)的景氣狀態(tài)及未來(lái)趨勢(shì)，對(duì)于政府對(duì)石油海運(yùn)業(yè)進(jìn)行宏觀調(diào)控及石油海運(yùn)市場(chǎng)參與者判斷市場(chǎng)趨勢(shì)、投資決策和規(guī)避風(fēng)險(xiǎn)等都具有重要的實(shí)踐意義。 本文的內(nèi)容主要包含以下四個(gè)部分：介紹了景氣分析方法的原理和全球石油海運(yùn)市場(chǎng)的周期性特征，確認(rèn)了景氣分析方法應(yīng)用于全球石油海運(yùn)市場(chǎng)研究的合理性；綜合經(jīng)濟(jì)理論、市場(chǎng)實(shí)際情況及專家意見(jiàn)，從全球石油海運(yùn)市場(chǎng)的供給、需求、收入、成本四個(gè)層面選取了共26個(gè)指標(biāo)作為構(gòu)建石油海運(yùn)市場(chǎng)景氣指數(shù)體系的基本元素；在對(duì)選取指標(biāo)的數(shù)據(jù)進(jìn)行預(yù)處理后，采用時(shí)差相關(guān)分析等方法將指標(biāo)分為先行指標(biāo)、同步指標(biāo)、滯后指標(biāo)三個(gè)類型；分別運(yùn)用改進(jìn)擴(kuò)散指數(shù)方法和因子分析方法編制了全球石油海運(yùn)市場(chǎng)的擴(kuò)散指數(shù)體系和合成指數(shù)體系；結(jié)合五年來(lái)石油海運(yùn)市場(chǎng)狀況，對(duì)所建立的全球石油海運(yùn)市場(chǎng)景氣指數(shù)體系進(jìn)行了實(shí)證分析；最后在所建立的景氣指數(shù)體系基礎(chǔ)上，構(gòu)建了全球石油海運(yùn)市場(chǎng)的景氣監(jiān)測(cè)預(yù)警體系。 本文的研究表明：全球石油海運(yùn)市場(chǎng)的各個(gè)指標(biāo)之間存在明顯地先行、同步和滯后關(guān)系，運(yùn)用景氣指數(shù)方法建立全球石油海運(yùn)市場(chǎng)擴(kuò)散指數(shù)和合成指數(shù)，，可以更加全面、及時(shí)、準(zhǔn)確地分析和預(yù)測(cè)市場(chǎng)的現(xiàn)狀及其趨勢(shì)。
[Abstract]:The global oil shipping market is influenced by the drastic changes of supply and demand, and has obvious cyclical fluctuation characteristics. Through the monitoring and analysis of the prosperity of the global oil shipping market, To a certain extent, we can judge the prosperity and future trends of the global oil shipping market, and make macro-control over the oil shipping industry by the government and the market participants in the oil shipping market to judge the market trend. Investment decision-making and risk-aversion are of great practical significance. The content of this paper mainly includes the following four parts: the principle of the prosperity analysis method and the periodicity characteristics of the global oil shipping market are introduced, and the rationality of the application of the boom analysis method to the global oil and shipping market is confirmed; Synthesizing the economic theory, the market actual situation and the expert opinion, from the global oil shipping market supply, the demand, the income, the cost four stratification level has selected altogether 26 indexes as the basic element which constructs the petroleum shipping market prosperity index system; After preprocessing the data of selected indicators, the indexes are divided into three types by means of time-difference correlation analysis, such as advance index, synchronous index and lag index. Using the improved diffusion index method and factor analysis method, the diffusion index system and the composite index system of the global oil shipping market are developed, respectively, and combined with the state of the oil shipping market in the past five years, An empirical analysis of the established global oil and shipping market boom index system is carried out. Finally, based on the established prosperity index system, the global oil shipping market boom monitoring and warning system is constructed. The research in this paper shows that the relationship between the indexes of the global oil shipping market is obvious, and the relationship between synchronization and lag is obvious. The establishment of the diffusion index and the composite index of the global oil shipping market by using the boom index method can be more comprehensive and timely. Accurately analyze and forecast the current situation and trend of the market.
【學(xué)位授予單位】：上海交通大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F416.22;F551

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