本文選題：BDI指數(shù) + 周期特性��； 參考：《管理評(píng)論》2017年04期

【摘要】：本文對(duì)BDI指數(shù)周期特性進(jìn)行了深入探討,主要?jiǎng)?chuàng)新點(diǎn)有:一是提出了BDI指數(shù)周期劃分和形成機(jī)制的理論分析框架,分析了需求側(cè)、供給側(cè)和非經(jīng)濟(jì)三個(gè)維度的影響因素綜合促成的BDI指數(shù)周期波動(dòng)。二是構(gòu)建了基于VMD-GRGC-FFT的BDI指數(shù)長(zhǎng)、中和短周期測(cè)算分析框架。借助變分模態(tài)分解法(VMD)對(duì)BDI指數(shù)進(jìn)行模態(tài)分量分解,采用灰色關(guān)聯(lián)度聚類分析法(GRGC)將模態(tài)分量重構(gòu)合成低頻、中頻和高頻三個(gè)新分量,以及通過快速傅立葉變換(FFT)模型全面測(cè)算BDI指數(shù)新分量對(duì)應(yīng)的平均周期。三是采集1985-2015年BDI指數(shù)頻度日/周/月的數(shù)據(jù)進(jìn)行實(shí)證分析,結(jié)果表明:BDI指數(shù)的長(zhǎng)周期約16年、中周期2-4年、短周期0.4-0.6年;在2016年至未來(lái)幾年的時(shí)期內(nèi),BDI指數(shù)仍將處于長(zhǎng)周期的蕭條階段和中周期的回復(fù)階段。
[Abstract]:In this paper, the characteristics of BDI exponent cycle are deeply discussed. The main innovations are as follows: first, the theoretical analysis framework for the division and formation mechanism of BDI exponent cycle is proposed, and the demand side is analyzed.Supply-side and non-economic dimensions of the impact of factors combined to promote the BDI index cycle fluctuations.Secondly, the analysis frame of long, medium and short period of BDI index based on VMD-GRGC-FFT is constructed.The modal components of BDI exponent are decomposed by the variational mode decomposition method, and the modal components are reconstructed into three new components: low frequency, middle frequency and high frequency by grey correlation degree clustering analysis.The mean period corresponding to the new component of BDI exponent is calculated by fast Fourier transform (FFT) model.Thirdly, the data of daily / week / month frequency of BDI index from 1985 to 2015 were collected for empirical analysis. The results show that the long period of BDI index is about 16 years, the middle period is 2-4 years, and the short period is 0.4-0.6 years.The BDI index will remain in a long period of depression and a mid-cycle recovery period in the period from 2016 to the next few years.
【作者單位】： 大連海事大學(xué)綜合交通運(yùn)輸協(xié)同創(chuàng)新中心;
【基金】：國(guó)家自然科學(xué)基金項(xiàng)目(71672016) 長(zhǎng)江學(xué)者和創(chuàng)新團(tuán)隊(duì)發(fā)展計(jì)劃資助項(xiàng)目(IRT13048) 河北省交通運(yùn)輸廳重點(diǎn)項(xiàng)目(ZJT2015037)
【分類號(hào)】：F551

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