The Baltic Dry Index: Statistical Tools for Forecasting, Investment and Hedging Strategies
暫譯: 波羅的海乾貨運指數：預測、投資與對沖策略的統計工具
San Cristóbal, José Ramón
相關主題
商品描述
This book provides the knowledge and skills needed to analyze the Baltic Dry Index (BDI), its development, patterns, models, etc., from a statistical perspective. The BDI is one of the leading indicators of the maritime transport sector incorporating aspects of the future of the world economic activity. The core themes of the book deal with issues such as stationary and non-stationary time series; regression models; volatility of the BDI; cluster analysis; Markov models, etc. Moreover, the book demonstrates the practical implications than can be drawn from the statistical analysis of BDI for the shipping industry and other exporting industries, covering statistical forecasting, calculation of investment risks, hedging strategies and other tools to help the shipping industry to make sound business and investment decisions.
The book places great emphasis on a practical statistical approach to analyze the Baltic Dry Index using the free software Rstudio. Every chapter contains numerous examples of the application of the statistical methods and techniques analyzed, including the R commands, so that a reader can retrace the steps of the practical implementation of these methods and techniques to a particular subject.
The book is of interest to graduate students and scholars in economics, as well as brokers, managers, and professionals, etc., who wish to gain a deeper understanding of the BDI and its statistical implications for sound investment decisions.
商品描述(中文翻譯)
本書提供了從統計學的角度分析波羅的海乾貨指數（Baltic Dry Index, BDI）所需的知識和技能，包括其發展、模式、模型等。BDI 是海運運輸領域的主要指標之一，涵蓋了世界經濟活動未來的各個方面。本書的核心主題涉及穩態與非穩態時間序列、迴歸模型、BDI 的波動性、聚類分析、馬可夫模型等。此外，本書展示了從 BDI 的統計分析中可以得出的實際應用，對於航運業及其他出口行業，包括統計預測、投資風險計算、對沖策略及其他工具，幫助航運業做出明智的商業和投資決策。
本書非常強調使用免費軟體 Rstudio 來分析波羅的海乾貨指數的實用統計方法。每一章都包含了許多統計方法和技術應用的範例，包括 R 指令，以便讀者能夠重現這些方法和技術在特定主題上的實際實施步驟。
本書對於研究生和經濟學者，以及希望深入了解 BDI 及其對明智投資決策的統計意涵的經紀人、經理和專業人士等都具有興趣。
作者簡介
Dr San Cristóbal has been Senior Lecturer at the University of Cantabria, Spain, since 1998. He obtained his Ph.D. in 2004 and has been Dean of the Nautical School at the University of Cantabria from January 2012 to September 2021. His area of work is management science/operations research. He has authored many papers and two books.
In 2025, Jose Ramon San Cristobal Mateo has been listed in the World's Top 2% scientists ranking published by Stanford University.作者簡介(中文翻譯)
聖克里斯托瓦博士自1998年以來一直擔任西班牙坎塔布里亞大學的高級講師。他於2004年獲得博士學位，並於2012年1月至2021年9月擔任坎塔布里亞大學海事學院院長。他的工作領域是管理科學/運籌學。他已發表多篇論文和兩本書籍。
在2025年，何塞·拉蒙·聖克里斯托瓦·馬泰奧被斯坦福大學列入全球前2%的科學家排名。
