摘要
BDI(波罗的海干散货运价指数)是由波罗的海航交所发布的代表国际航运市场,特别是干散货运市场的重要运价指数。近年来国内航运、港口类企业在资本市场上的表现受到BDI指数影响。国内企业和科研院所对BDI指数的研究很多,但未见从数量关系的角度系统地分析BDI指数和国内航运上市公司表现联动性机理的研究。因此,采用灰色关联分析方法研究对航运和港口类上市公司的作用为港口航运类公司的经营提供规避价格风险的依据,为港口航运类股票投资者提供了操作指引。
The BDI（Baltic Dry Index） is an important freight index representing the international shipping market especially the bulk shipping market which had been published by the Baltic Exchange.The domestic shipping and port listed companies had been impacted by BDI more and more in the recent years.The BDI had been studied by scholars in domestic universities and companies widely.However,no systemic research of the linkage mechanism between the BDI and the stock price of domestic related listed companies from the aspect of quantitative analysis had been reported.Consequently,the grey correlation analysis had been taken to study the effect of BDI on domestic shipping and port listed companies in capital market which could be used as price risk avoiding basis for shipping and port listed companies while also provide the method for the listed shipping and port company investor to forecast the stock price.
出处
《商业研究》
CSSCI
北大核心
2011年第2期169-174,共6页
Commercial Research
基金
国家社科基金项目
项目编号:06BTQ017
