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101.
This paper introduces a new approach in timing the sale and purchase of ships in the tanker market and examines the performance of this trading strategy over the period January 1976 to September 2004. Based on the long-run cointegration relationship between earnings and price, we establish a trading model which can be used as an indicator of investment or divestment timing decisions. We also perform statistical tests using the bootstrap approach in order to discount the possibility of data snooping biases and test the robustness of our trading models. Our results indicate that trading strategies based on earning-price ratios significantly out-perform buy and hold strategies in the tanker market. 相似文献
102.
Home-based trip end models — A comparison between category analysis and regression analysis procedures 总被引:1,自引:0,他引:1
A. A. Douglas 《Transportation》1973,2(1):53-70
The trip end models which have been used in past transportation studies are briefly summarised. Problems associated with the use of zone-based models are outlined and reasons are given to support the development of models at the household rather than zonal level.It is suggested that recent developments which have taken place in household-based models have not been entirely logical. In particular, arguments between regression models and category analysis models have been confused with the use of aggregate (zonal) as against disaggregate (household) data — regression models being associated with the use of zonal data and category analysis models with household data. Misunderstood arguments and false notions regarding sample sizes have directed attention from the regression analysis approach.A detailed comparison of the category analysis and regression analysis methods for developing household-based trip end models is given. Both methods have been applied using data from the Monmouthshire Land Use Transportation Study. The regression results reported are from a very preliminary analysis and contain a number of anomalies, although it is thought that sufficient work has been done to provide an objective evaluation of the two methods.It is recommended that the household regression approach should be further investigated since it has advantages as a modelbuilding procedure and makes better use of sample data. A certain amount of categorisation of household types is necessary and the investigations would attempt to determine the best balance between categorisation and regression fitting. Further development will be restricted if the trend towards minimum sample sizes of about 1000 households is continued. Larger samples should be taken in certain circumstances to pursue development work. 相似文献
103.
K.-O. Endlicher P. Lugner 《Vehicle System Dynamics: International Journal of Vehicle Mechanics and Mobility》1990,19(2):71-95
This paper describes the modelling of a two axle railway-bogie with variable design configurations and its application in the investigation of the behaviour in transitional and circular curves. Several results indicate possibilities to improve the curving properties and recommend the usage of forced-steering bogies, which show better performance in narrow curves without unbearable sacrifices to high-speed-behaviour on straight track. 相似文献
104.
Using the concept of generalised costs to reflect quality in rail services, we consider the level of provision and quality of these services in the various forms they may take in a privatised environment within a model where we assume linear and separable demand and cost functions for analytical simplicity. Using the Pareto-efficient output and quality outcomes under a fully integrated system for reference (as well as those for a fully integrated profit-maximising monopolist) we show that if either bilateral monopoly or complementary monopoly emerge as a market structure the output of train services and their quality will generally fall. In the case of the emergence of both bilateral monopoly and complementary monopoly our analysis again suggests poor welfare outcomes. The implication that can be drawn from our analysis is that a regulator of a privatised rail system faces some severe problems if she is to attain the appropriate welfare targets. 相似文献
105.
A number of estimation procedures have been suggested for the situation where a prior estimate of an origin-destination matrix is to be updated on the basis of recently-acquired traffic counts. These procedures assume that both the link flows and the proportionate usage of each link made by each origin-destination flow (referred to collectively as the link choice proportions) are known. This paper examines the possibility and methods for estimating the link choice proportions. Three methods are presented: (1) using ad hoc iteration between trip distribution and traffic assignment; (2) combining trip distribution and assignment in one step; (3) solving a new optimization problem in which the path flows are directly considered as variables and its optimal solution is governed by a logit type formula. The algorithms, covergencies and computational efficiencies of these methods are investigated. Results of testing the three methods on example networks are discussed. 相似文献
106.
Wayne K. Talley 《Maritime Policy and Management》1988,15(4):327-331
The performance of marine terminals has generally been evaluated by comparing their actual throughputs with their optimum throughputs. The engineering approach that generally has been used to determine optimum throughputs may be appropriate when terminals have natural hinterlands. In a deregulated (competitive) environment in which the natural hinterlands of marine terminals have become diffused, the economic approach for determining optimum throughputs should be condiered. In such an environment, marine terminals are not only concerned with whether they can handle a given amount of cargo but also whether they can compete for such cargo. 相似文献
107.
Traditionally, liner markets have been seen as dominated by conferences on the seller side, facing small, unorganized shippers onn the buyers' side. This perceived asymmetry has greatly influenced conference legislation in North America (and more recently in the E.U.) and it has been deemed essential that government should regulate conference activities in order to curb any abuse of 'conference power'. In this view, shipowners and shippers are adversaries engaged in a zero-sum battle over transport costs rather than potential or actual partners in global distribution systems. This paper suggests that in today's global markets much can be achieved by cooperationn in the development of logistics systems and that shipowners and shippers may have much to gain from such cooperative alliances. A survey of shippers' councils in 1991-1992 demonstrates the diversity and increasing sophistication of many national shippers' councils, which devote themselves to the task of improving markets through education and the legislative process. The situation in the U.S.A. is different: for legal reasons, conventional shippers' councils do not exist. Instead, 'shippers' associations' play a commercial role in liner markets. It is suggested that European style shippers' councils can and should play an important role in the development and formulation of policies for internatinal liner markets. Such participation requires a cooperative industry environment quite different from the traditional adversarial approach, which is ill suited to global trade and logistics alliances. 相似文献
108.
109.
本文以联邦德国农业及经济状况为出发点,介绍了利用生物制品,主要是粮食,油料等农产品转化为发动机燃料的研究工作情况,并重点介绍了用菜籽油和酒精的试验研究情况。 相似文献
110.