Küresel Konteyner Navlun Endekslerinden Türkiye’deki Limanların Çıktısına Oynaklık Yayılımı

Öz

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.

Anahtar Kelimeler

• 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

Kaynakça

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