Küresel Konteyner Navlun Endekslerinden Türkiye’deki Limanların Çıktısına Oynaklık Yayılımı

Year 2019, , 101 - 113, 25.03.2019

Abdullah Açık

https://doi.org/10.20979/ueyd.519545

Cited By: 3

Abstract

Bu çalışmanın amacı konteyner navlun endeksleriyle
Türk limanlarında elleçlenen konteyner hacmi arasındaki ilişkiyi tespit
etmektir. Küresel konteyner navlun endekslerinden olan Şangay Konteynırlaşmış
Navlun Endeksi (SCFI) ve Çin Konteynırlaşmış Navlun Endeksi (CCFI)
değişkenlerinden Türk limanlarında elleçlenen konteyner hacmine olan oynaklık
yayılımını tespit etmeyi sağlayan varyansta nedensellik analizi kullanılmıştır.
Çalışmada kullanılan veri seti Kasım 2010 ve Temmuz 2018 tarihleri arasını
kapsayan aylık bazda 93 gözlemden oluşmaktadır. Elde edilen sonuçlara göre
sadece CCFI endeksinden konteyner hacmine anlamlı bir oynaklık yayılımı tespit
edilmiştir. Ayrıca, Türk limanlarındaki konteyner hacminin Çin navlun
endeksindeki pozitif şoklara negatif tepki verdiği belirlenmiştir. Bu
sonuçların liman işletmecilerine bir öncü gösterge sağlayarak politika
geliştirme süreçlerinde yardımcı olacağı umulmaktadır.

Keywords

Türk limanları, Konteyner navlun endeksleri, Taşıma maliyetleri, Varyansta nedensellik

Volatility Spillover from Global Container Freight Indices to Port Throughputs in Turkey

Abstract

The purpose of this
study is to determine the relationship between the container freight rates and
the volume of container handled at Turkish ports. To do this, causality in
variance analysis is used which enables to determine the volatility spillover
from global container freight indices, which are Shanghai Containerized Freight
Index (SCFI) and China Containerized Freight Index (CCFI), to container volume
handled in Turkish ports. The data set used in the study consists of 93
observations on a monthly basis covering the dates between November 2010 and
July 2018. According to the results obtained, a significant volatility
spillover has been only detected from the CCFI variable to the container
volume. In addition, it has been found that the container volume in Turkish
ports has reacted negatively to a positive shock in China container freight
index. It is hoped that these results will help the port operators in the
policy development stages by providing a leading indicator.

Keywords

Turkish ports, Container freight indices, Transport costs, Causality in variance

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