| 基于VAR模型的新冠肺炎疫情对航运市场的溢出效应分析 |
| 投稿时间：2021-04-08 修订日期：2021-06-28 点此下载全文 |
| 引用本文：杨佳琳,葛颖恩.基于VAR模型的新冠肺炎疫情对航运市场的溢出效应分析[J].上海海事大学学报,2021,42(3):59-64. |
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| 基金项目:国家自然科学基金(72031005) |
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| 中文摘要:为分析新冠肺炎疫情对航运市场的影响，识别后疫情时代航运市场的潜在风险，用向量自回归(vector autoregression, VAR)和方差分解的方法测算疫情对航运市场的溢出效应。以各国家或地区新冠肺炎累计确诊人数比例代表其疫情严重程度；为消除季节性因素，以航运市场指标与上一年的同比变化率代表航运市场情况。结果显示：油船运输市场、干散货运输市场和集装箱船运输市场均受到新冠肺炎疫情的影响，但不同经济体因其在相对应的贸易市场中的供求关系不同，以及经济体对疫情的控制程度不同，所呈现的溢出效应关系亦不相同。 |
| 中文关键词:新冠肺炎(COVID 19) 方差分解 航运市场 区域经济 |
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| Spillover effect analysis of COVID 19 epidemic on shipping market based on VAR model |
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| Abstract:In order to analyze the impact of the COVID 19 epidemic on the shipping market and identify potential risks in the shipping market during the post COVID 19 period, the vector autoregression (VAR) and variance decomposition methods are adopted to measure the spillover effect of the epidemic on the shipping market. The ratio of the cumulated number of confirmed COVID 19 cases in a region or country is used to represent the severity of the epidemic; in order to eliminate seasonal factors, the year to year growth rate of the shipping market index is used to represent the shipping market condition. The result shows that the tanker shipping market, the dry bulk shipping market and the container shipping market are all affected by COVID 19 epidemic. However, because different economies have the different supply and demand relationships in their respective trade markets and diffrent degrees of control for the epidemic, the spillover effect relationship is not the same. |
| keywords:corona virus disease 2019 (COVID 19) variance decomposition shipping market region economy |
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