Οικονομετρική διερεύνηση μεταξύ του χρηματιστηριακού δείκτη διαπραγμάτευσης πετρελαίου West Texas Intermediate και των δεικτών διαπραγμάτευσης ναύλων για χύδην και ξηρά φορτία του Baltic Exchange (BDI, BDTI, BCTI)
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ΠετρέλαιοKeywords
Χρηματιστηριακοί δείκτες ; Εμπόριο πετρελαίου ; Διαδρομές πετρελαίου ; Δεξαμενόπλοια ; Μεθοδολογία χρονοσειρών ; Baltic Exchange ; BDTI ; BCTI ; BDI ; WTI ; Oil ; Oil trade ; Shipping routes ; Tanker vessels ; Time series analysisAbstract
This study deals with the econometric investigation of four indices. More specifically, investigated the following indices separately, BDTI (Baltic Dirty Tanker Index), BCTI (Baltic Clean Tanker Index) and ΒDI (Baltic Dry Index), which are published on a daily basis by the London-based Baltic Exchange, in correlation with the oil stock index WTI (West Texas Intermediate). For the purposes of the research daily values of prices for the period 1.1.2000 to 31.12.2014 were collected and a time-series analysis used.
The study also analyzed the oil as cargo and as raw material, analyzed the global oil trade, global shipping and oil routes but also carried out an analysis of tankers and types of loads to be transported.
The study concluded that the prices of oil indices (BDTI, BCTI) are affected from last year’s prices of WTI index, while prices of the dry cargo index (BDI) are affected from current year’s prices of WTI index.
Postgraduate Studies Programme
ΝαυτιλίαDepartment
Σχολή Ναυτιλίας και Βιομηχανίας. Τμήμα Ναυτιλιακών ΣπουδώνNumber of pages
90Language
GreekCollections
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Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές