航运市场风险体系研究的文献综述

Literature Review of the Research on Shipping Market Risk System

本文通过对航运市场风险体系的文献综述可以看出,目前针对集装箱航运市场、干散货航运市场和油轮市场波动性和有效市场的量化模型研究成果显著。但是,考察航运金融市场流动性、信息溢出效应、风险联动,以及高频数据下的波动率长记忆性、波动率测度、高频数据下尾部相关性研究和分析还远落后于实践,需要进一步展开研究。

This paper gives a literature review of the shipping market risk system for the container shipping market, the quantitative model of the dry bulk shipping market and the tanker market volatility and effective market research significantly. However, to study the shipping finance market liquidity, information spillovers risk linkage, as well as the long memory of the volatility in the high-frequency data volatility measures, high-frequency data, research and analysis of tail dependence is far from lagging behind the practice which needs further research.