VaR方法在我国出口集装箱市场风险测量中的应用研究

The Study on the Application of VaR Method in Chinese Export Container Market Risk Measurement

通过对集装箱的风险度量,使得对航运市场更好的了解以便规避风险和盈利。文中通过对我国出口集装箱运价指数的研究,描绘了CCFI的发展趋势和对其进行风险预测,并通过实证的方法对其风险进行了度量,以说明如何使用VaR的方法在集装箱出口市场的应用。

We can deserve good outstanding of the shipping market.The tend of CCFI is depicted and the risk is forecasted by the research of China containerized Freight index in this article.The way of VaR is used in container shipping marker and is tested by the empirical study.