文档介绍：摘要
本文的主要目的就是建立模型对铁矿石即期海运运价进行预测,以此为我国铁矿石相关经营者和海运承运人的决策提供参考。当前的铁矿石运输市场基本被三大矿山所控制,我国作为铁矿石进口第一大国,其相关航运企业在铁矿石即期海运市场上同三大矿山谈判时总体处于下风,综合上述背景与目的,本文对影响铁矿石即期海运运价因素进行了深入的研究,结合航运惯例与即期市场上的经营特点,通过建立BP神经网络模型,对铁矿石即期海运运价进行预测,所做的主要工作和取得的研究成果如下:
(1)分析铁矿石的贸易与谈判的特点。阐述铁矿石贸易的两种基本形式即长期协议合同与现货买卖,针对两种贸易形式的特点,提出铁矿石运输市场上的两种基本形式即长期包运合同与程租合同;介绍铁矿石谈判,分析离岸价与到岸价的主要区别,引伸出贸易商之间对租船权的争夺。
(2)介绍铁矿石主要进出口地区,基于铁矿石生产地区及消费地区都比较稳定的特点,分析铁矿石运输的航线和运输船型的选择。
(3)以西澳至青岛铁矿石运输航线为例,深入研究了影响该航线即期运价的影响因素,即铁矿石现货价格、BCI指数、西澳港口压港情况、好望角型船环北太平洋航线即期租金水平、油价、FFA指数(cape April 10)、东印至青岛即期运价,并建立铁矿石即期海运运价信号灯预警模型,为相关航运企业的市场决策提供感性引导。
(4)基于BP神经网络,建立铁矿石即期海运运价预测模型。本文以2010年3月1日至2010年3月25日的相关数据为样本,以西澳至青岛铁矿石运输航线为例,利用MATLAB进行仿真实验和铁矿石即期海运运价预测研究。
论文提出了影响铁矿石即期海运运价的7个主要因素:铁矿石现货价格、BCI指数、装货港压港情况、卸货港即期租金水平、油价、FFA指数、竞争航线运价水平。以7个因素作为输入变量,铁矿石即期海运运价作为输出变量建立模型,研究结果表明:该模型能比较准确直观地预测铁矿石即期海运运价。
关键词: 铁矿石,运价, 影响因素,BP神经网络,即期
Abstract
The thesis objects to set up a model to forecast the spot freight rate of iron ore, herewith presents a reference for their decision of the operators and carriers of iron ore. Currently, the iron ore market is basically controlled by the “top three miners”. Our country, as the biggest importer of iron ore in the world although, always in a tough position when negotiate with the “top three miners” on the spot freight market for iron by aforesaid, the article makes a deep research on the factors affecting the freight rate of spot iron ore, taking account of the shipping convention and characteristics of operating strategy of spot market, try to forecast the trend of spot freight rate of iron ore through the establishment of BP work models. Our main tasks and research achievements are as following:
(1) Aanalysis of the trade and negotiation of iron ore. Illustrating two basic forms of trading of iron ore, namely long period of contract and the spot transactions, according to their characteristics, put forward two basic forms of contract: COA and voyage charter; Introduction of iron ore negotiation, analysis the d