2022 Fiscal Year Final Research Report
Forecasting model for the global marine container transportation market
| Project/Area Number |
20K22129
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| Research Category |
Grant-in-Aid for Research Activity Start-up
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| Allocation Type | Multi-year Fund |
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| Review Section |
0107:Economics, business administration, and related fields
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| Research Institution | Takushoku University |
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Principal Investigator |
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| Project Period (FY) |
2020-09-11 – 2023-03-31
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| Keywords | コンテナ / 国際物流 |
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| Outline of Final Research Achievements |
In this study, we (1) applied a vector autoregressive (VAR) model to container transport volumes on major shipping routes and nine economic indicators thought to affect them, and (2) compared the forecasting performance of a machine learning model and a time series model for freight rate indicators on major shipping routes. In the former case, we verified the persistence of the impact of economic conditions on container transport trends in exporting countries. The latter showed that differences in the container transportation market environment affect the accuracy of the freight rate forecasting model.
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| Free Research Field |
海運，国際物流
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| Academic Significance and Societal Importance of the Research Achievements |
(1)の結果は，経済指標がコンテナ輸送に与える影響の持続性を初めて示しており，海運や貿易などのビジネスに携わる人々が経済指標の変化に基づいて適切な意思決定を行うための貴重な情報となると考えられる．たとえば，海運業者による船舶の配船や荷主の運賃交渉などに有用であると考えられる．この結果を参考に輸出国のメーカーや輸入国の荷主も生産量や発注量・在庫量を適切に調整できる．(2)の研究は，コンテナ運賃に関する予測精度の向上に貢献しており，コンテナ船市場の運賃動向の実務者による理解や意思決定の合理性を高めることに貢献すると考えられる．また，運賃デリバティブへの投資に対する示唆も得られると考えられる．
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