| BDI指数与上证综指的相关性 |
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| 引用本文： | 刘斌,刘超,万众,刘霄宇.BDI指数与上证综指的相关性[J].大连海事大学学报(自然科学版),2010,36(3). |
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| 作者姓名： | 刘斌 刘超 万众 刘霄宇 |
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| 作者单位： | 刘斌,LIU Bin(大连海事大学,交通运输管理学院,辽宁,大连,116026);刘超,LIU Chao(山东大学威海分校,商学院,山东,威海,264200);万众,WAN Zhong(中国联通丹东分公司,辽宁,丹东,118000);刘霄宇,LIU Xiaoyu(浙江大学,外国语学院,杭州,310020) |
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| 摘 要： | 波罗的海干散货指数(BDI)和上海证券综合指数(上证综指)在2007—2009年的走势反映了金融危机背景下世界经济的变化趋势.选取2007—2009年BDI指数和上证综指的周均值作为实证研究的样本数据,对曲线图、散点图进行描述性分析,并进行相关性和波动趋势分析.结果显示:BDI指数与上证综指呈现正相关;上证综指一定程度上揭示了中国和世界经济的走势,确切反映了中国经济与世界航运市场的变化状况;上证综指的可借鉴性优于BDI.金融危机的爆发证明上证综指具有解释中国和世界航运市场变化的指向标的作用.
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| 关 键 词： | 波罗的海干散货指数(BDI) 上海证券综合指数(上证综指) 相关性 |
Correlation between Baltic dry index and Shanghai stock exchange composite index |
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| LIU Bin,LIU Chao,WAN Zhong,LIU Xiaoyu.Correlation between Baltic dry index and Shanghai stock exchange composite index[J].Journal of Dalian Maritime University,2010,36(3). |
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| Authors: | LIU Bin LIU Chao WAN Zhong LIU Xiaoyu |
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| Institution: | LIU Bin1,LIU Chao2,WAN Zhong3,LIU Xiaoyu4(1.Transportation Management College,Dalian Maritime University,Dalian 116026,China,2.Business College,Sh,ong University Weihai Branch,Weihai 264200,3.Chian Unicom LTD.,D,ong Branch,D,ong 118000,4.Foreign Language College,Zhejiang University,Hangzhou 310020,China) |
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| Abstract: | The variations of Baltic dry index(BDI) and Shanghai stock exchange composite index(SSE composite index) over the last three years reflect the historical features of the world economy in the context of financial crisis.To test the correlation between SSE composite index and BDI,taking the weekly average of SSE composite index and BDI from 2007 to 2009 as empirical sample data,the curve graph and the scattered chart were analyzed,then,the statistical analysis was done.Result indicates that SSE composite inde... |
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| Keywords: | Baltic dry index(BDI) Shanghai stock exchange composite index(SSE composite index) correlation |
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