한국해양대학교

Detailed Information

Metadata Downloads

신호접근법을 이용한 건화물시장 해운조기경보시스템 구축에 관한 연구

Title
신호접근법을 이용한 건화물시장 해운조기경보시스템 구축에 관한 연구
Alternative Title
A Study on Early Warning System in the Drybulk Shipping Industry by Signal Approach
Author(s)
윤정노
Publication Year
2015
Publisher
한국해양대학교 해사산업대학원
URI
http://kmou.dcollection.net/jsp/common/DcLoOrgPer.jsp?sItemId=000002175408
http://repository.kmou.ac.kr/handle/2014.oak/9618
Abstract
Maritime industry is affected by outside factors significantly due its derivative demand characteristics. Exchange rate, international oil and commodity price, economic fluctuation all affect the demand in the maritime industry directly and the changes are applied immediately. However, the supply side can not react to these changes immediately and due to this uniqueness, maritime industry repeats the boom-bust cycle. Foreign exchange crisis that started since mid 2008 has shrunk the physical market resulting in long term recession of the industry. This led the bankruptcy of domestic shipping companies and the shipbuilding industry is also suffering from depression as a result. Maritime industry requires a large scale of funds and a high manpower. Therefore the government itself needs to operate early warning system in order to monitor the market and notice the upcoming risks by setting up a system to prepare for the situations. Currently, Republic of Korea is operating various early warning systems in markets such as, but not limited to, grain, commodity, finance, real estate and employment. Systems in these markets are inspected for the accuracy periodically and improved to increase the risk predictability. In this research, signal approach, which can be easily applied to the industries that has various related activities and also currently used in other areas, is used to establish early warning system. Overall leading index is composed of crisis index that is based on BDI and various leading indexes such as finance, economy, shipping and the others. As a result of computing overall leading index which is early warning system in maritime through signal approach, the index showed a high correlation coefficient with actual maritime risk index by difference of 4 months. Also, the result was highly accurate with overall leading index’s QPS at 0.37. Therefore, overall leading index which has been developed through this research seems suitable to be used as early warning index.
Appears in Collections:
항만물류학과 > Thesis
Files in This Item:
000002175408.pdf Download

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

Browse