| 基于FFA的运费风险管理研究 |
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| 引用本文： | 武佩剑,邓贵仕,田炜.基于FFA的运费风险管理研究[J].软科学,2008,22(9). |
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| 作者姓名： | 武佩剑 邓贵仕 田炜 |
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| 作者单位： | 大连理工大学,管理学院,辽宁,大连,116024 |
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| 摘 要： | 从运费风险管理角度,运用计量经济学方法,分析远期合约与现货价格协整关系,并建立了误差修正模型,可用于运费价格预测和FFA交易定价。
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| 关 键 词： | 远期运费协议 协整 误差修正模型 |
Research on Freight Risk Management Based on FFA |
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| WU Pei-jian,DENG Gui-shi,TIAN Wei.Research on Freight Risk Management Based on FFA[J].Soft Science,2008,22(9). |
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| Authors: | WU Pei-jian DENG Gui-shi TIAN Wei |
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| Abstract: | From the perspective of managing freight risk,this paper analyses the Co-integration relationship be- tween forward contracts and spot price by using the method of economics and constructs an error correction model which can be used to forecast the price of freight and Price for FFA trades. |
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| Keywords: | FFA Co-integration Error Correction Model |
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