一、中文文獻
1.王予秀(2017),波羅的海運價指數與台灣消費者物價指數之關聯性,國立成功大學財務金融研究所碩士論文。2.呂學樺(2008),散裝船運市場運價影響因素之分析,國立交通大學運輸科技與管理學系碩士論文。3.周明道、林仕展(2010),波羅的海運價綜合指數與鋼價指數相關性之分析-以VAR模型之應用,運輸學刊,第二十二卷,第二期,頁211-232。
4.林玟伶(2015),匯率、經濟指標與鋼鐵價格之關聯性-以中國.日本.美國和印度為例,國立成功大學財務金融研究所碩士論文。5.林耿守(2015),全球散裝航運市場波羅的海運價指數與世界主要經濟指標相關聯性分析,國立高雄海洋科技大學航運技術研究所碩士論文。6.唐麗敏、元世龍、王慶也、李永鑫(2009),金融危機影響下航運市場計量經濟分析,大連海事大學學報社會科學版,第八卷第三期,頁15-18。
7.張娟華(2018),散裝海運運價指數與經濟成長率、鋼鐵指數、農金指數、能源指數間之因果分析,國立成功大學交通管理科學系碩士論文。8.張簡群祐(2014),波羅的海運費指數、國家經濟指標與亞洲鋼鐵價格之關聯性-以亞洲國家為例,國立高雄應用科技大學國際企業系碩士論文。9.許鈞甯(2009),經濟指標與國際鋼鐵價格之關聯性-以中國、美國和日本為例,國立成功大學經營管理碩士學位學程碩士論文。10.陳永順(2005),散裝海運經營學-理論與實務,臺北:文笙書局。
11.陳思源(2008),金磚四國經濟指標與鋼鐵價格之關聯性分析,國立高雄第一科技大學運籌管理所碩士論文。12.溫珮伶(2005),散裝海運市場運價決定機制及影響因素分析,中原大學國際貿易學系碩士論文。13.葉一中(2009),散裝海運運價指數與原物料價格預測模型之研究,國立成功大學交通管理學系碩士論文。14.劉守芬(2019),布蘭特原油價格、波羅地海海岬型指數、鐵礦砂現貨價格與鋼鐵價格指數間之關聯性研究,國立高雄科技大學國際企業系碩士論文。15.劉佳讓(2013),全球金融危機對散裝航運市場船貨供需之影響,國立臺灣海洋大學航運管理學系碩士論文。16.鄭晏晴(2008),散裝海運市場運價與原物料價格間之關連性研究,國立高雄海洋科技大學航運管理研究所碩士論文。17.謝宗憲(2014),波羅的海運價指數與股價指數及原物料價格指數之關聯性,國立中正大學經濟學系碩士論文。18.謝尚行、李思慧(2007),「散裝海運運價之決定因素與趨勢預測」,第五屆十校聯盟航運物流學術研討會,頁B1-43 - B1-60。
二、英文文獻
1.Bendall, H. and Stent, A. F. (2003), Investment Strategies in Market Uncertainty, Maritime Policy and Management,30(4), pp.293-303,
2.De Monie, G., Rodrigue, J. P., and Notteboom, T. E. (2009), Economic Cycles in Maritime Shipping and Ports: The Path to the Crisis of 2008, In International Workshop on Integrating Maritime Transport in Value Chains, pp. 9-12, Montreal.
3.Dickey, D. A., and Fuller, W. A. (1979), Distribution of the Estimators for Autoregressive Time Series with a Unit Root, Journal of the American Statistical Association, 74: pp.427-431.
4.Dickey, D. A., and Fuller W. A. (1981), Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root. Econometrica, 49(4): pp.1057-1072.
5.Engle, R.F. and Granger C.W.J. (1987), Cointegration and Error Correction: Representation, Estimation, and Testing, Econometrica, 55, pp. 251-276.
6.Granger, C. W. J. (1969), " Investigating Causal Relations by Econometric Model and Cross-spectral Methods", Econometrica, Vol. 37, No.3, pp.424-438.
7.Granger, C. W. J. (1981), Some Properties of Time Series Data and Their Use in Econometric Model Specification, Journal of Econometrics, 16(1): pp.121-130.
8.Granger, C. W. J. and Newbold P. (1974), Spurious Regressions in Econometrics, Journal of Econometrics, 2, pp. 111-120.
9.Hamilton, J. D. (1983),"Oil and the Macroeconomy since World War II," Journal of Political Economy, 91(2), pp.228-248.
10.Johansen, S. (1988), Statistical Analysis of Co-integration Vectors, Journal of Economics and Dynamics and Control, 12: pp.231-254.
11.Kavussanos, M.G., (1996), "Comparisons of Freight Market Volatility in the Dy-Cargo Ship Sector. Spot v. s. Time-Charter and Smaller v. s. Larger Vessels," Journal of Transport Economics and Policy, XXX1, pp.67-82.
12.Phillips, P. and Perron P. (1988), Testing for a Unit Root in Time Series Regression,
Biometrica, Vol. 75, pp.335-346.
13.Said, S. and Dickey, D. (1984), "Testing for Unit Roots in Autoregressive-Moving
Average Model of Unknown Order", Biometrica, 71, pp.599-607.
14.Sartorius, K., Sartorius, B. and Zuccollo, D. (2018), Does the Baltic Dry Index predict economic activity in South Africa? A review from 1985 to 2016, South African Journal of Economic and Management Sciences, Vol. 21.
15.Sims, C. A. (1980), "Macroeconomics and Reality", Econometrica, 48, pp.1-48.
16.Stopford, M., (2009), Forecasting - An Impossible Job? What Will the Global Stimulus Package Do for Shipping? Is It All About China? Are We Heading for Another Dry Bulk Bonanza? Clarkson Research.
17.Tsioumas, V., Papadimitriou S., Smirlis Y. and Zahran S. Z. (2017), The Asian Journal of Shipping and Logistics, Volume 33, pp.33-41