• Journal of the Korea Academia-Industrial cooperation Society
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• v.18 no.4
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• pp.260-266
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• 2017

The global economy, including Korea, has continuously searched for various market-friendly policies and new economic systems in pursuit of the forth industrial revolution. As a result, economic markets have grown, and factors affecting markets have diversified. Therefore, as for many company's decision makers, it has become an important issue to analyze and forecast markets accurately and effectively for rapid and appropriate decision making. In this study, we aim to improve the accuracy and validity of forecast models by applying extended information criteria in existing restricted information criteria to determine optimized modeling for the accurate analysis and prediction of complex market environments. In order to verify the practical use of the extended information criteria adopted in this study, we compare this study employing KOSPI data with previous studies. Experimental results show that applying extended information criteria is more accurate than using the existing information criteria.

• 건강소식
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• v.34 no.5
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• pp.40-41
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• 2010

아시아경제신문은 정상의 경제주간지 '이코노믹리뷰', 대중포털 '스투닷컴', 특화된 연예영화 웹진 '10아시아', 지방 경제특화 일간지 '광남일보', 세계 유수의 미래정보예측기관인 IHS 글로벌인 사이트와 함께 하는 '아시아경제전략연구소'와의 네트워크를 구축해 국내 미디어 시장의 최강자로 발전하고 있다. 역동성이 넘쳐 나는 아시아경제신문을 찾아가본다.

• Proceedings of the KIEE Conference
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• 2008.07a
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• pp.546-547
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• 2008

2003년부터 석유가격의 급격한 상승으로 인한 리비아 정부의 재정투자 증대 및 경제자유화 조치에 따른 내수증가 등으로 2003년 경제성장률이 9.1% 2004년도 7.9%, 2005년 8.45%의 눈부신 경제성장을 이룩하고 있는 리비아 전력수요를 예측하기 위한 프로그램을 개발하여 리비아 국영전력회사(GECOL) 직원들을 대상으로 수요예측에 관한 교육을 시행하고 향후 리비아 경제발전과 전력소비의 연관성에 에 관해 고찰하였다. 급증하는 오일달러를 이용한 사회간접 인프라구축에 집중하는 반면에 인접국가들과의 전력 계통연계도 함께 관찰하여 최적의 모델을 찾아 전력수요 예측에 활용할 수 있다.

• Economic Analysis
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• v.25 no.1
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• pp.1-33
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• 2019

This paper examines the economic factors that are related to the dynamics of the variance risk premium, and specially, which economic factors are related to the forecasting power of the variance premium regarding future index returns. Eleven general economic variables, eight interest rate variables, and eleven sentiment-associated variables are used to figure out the relevant economic variables that affect the variance risk premium. According to our empirical results, the won-dollar exchange rates, foreign reserves, the historical/implied volatility, and interest rate variables all have significant coefficients. The highest adjusted R-squared is more than 65 percent, indicating their significant explanatory power of the variance risk premium. Next, to verify the economic variables associated with the predictability of the variance risk premium, we conduct forecasting regressions to predict future stock returns and volatilities for one to six months. Our empirical analysis shows that only the won-dollar exchange rate, among the many variables associated with the dynamics of the variance risk premium, has a significant forecasting ability regarding future index returns. These results are consistent with results found in previous studies, including Londono (2012) and Bollerslev et al. (2014), which show that the variance risk premium is related to global risk factors.

• Korean Journal of Construction Engineering and Management
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• v.6 no.2 s.24
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• pp.129-138
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• 2005

The purpose of this study is to assess economic effects for an advanced technology-based HVAC system. The study has been performed using LCC technique for the economic analysis. Data for LCC analysis are collected from estimation and interview of estimators and maintenance experts of buildings. Based on the LCC analysis, the economic effect of a new HVAC system has been predicted as follows : for the investment during 15 years of study period, (1) $21.6\%$ of LCC saving is predicted, (2) return rate for the investment is 4.8 times in case of new construction, and 14.4 times in case of building remodelling.

• 전기산업
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• v.15 no.10
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• pp.53-61
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• 2004

• 한국신재생에너지학회:학술대회논문집
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• 2010.11a
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• pp.181.2-181.2
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• 2010

탄소함유 에너지원의 고갈과 가격상승, 이들 에너지 사용에 수반되는 지구 온난화 문제들로 세계는 새로운 에너지원을 도입하고자 노력하고 있다. 그 중 풍력에너지는 자원이 풍부하고 끊임없이 재생되며 광범위한 지역에 분포되어 있고, 운전 중에 온실가스의 배출이 없다는 점에서 가장 경제성이 있고 유용한 에너지원으로 인식되고 있다. 풍력발전기는 선진 국가에서부터 꾸준히 성장해 왔으며, 그 성능을 개선시키기 위하여 많은 연구가 진행되고 있다. 풍력발전기를 설치하여 발전단지를 조성함에 있어서 발전량을 예측하기 위해서 발전기가 세워질 모든 지점에 허브높이의 실측타워를 세워 풍황데이터를 측정하여야 하지만 이런 방법은 재정적인 부담이 매우 크다. 따라서 본 논문에서는 서산기상대에서 측정된 기상데이터를 이용하여 태안해안국립공원내 만리포해수욕장 지역의 풍황 및 발전량을 예측하였다. 이 때 풍황 및 발전량 예측은 풍력단지 설계를 목적으로 사용되고 있는 WindPRO Basic과 WAsP-Interface 모듈을 이용하였다. 이렇게 예측된 풍황을 이용하여 발전단지를 조성하고, PARK 모듈을 사용하여 발전단지의 에너지를 계산하였으며, WindBANK 모듈을 이용하여 단지의 경제성을 평가하였다.

• Journal of Korea Port Economic Association
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• v.27 no.4
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• pp.1-11
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• 2011

In much the same way as the US Lehman crisis of 2008-2009 severely impacted the European economy through financial market dislocation, a European banking crisis would materially impact the US economy through a generalized increase in global risk aversion. A deepening of the European crisis could very well derail the US economic recovery and have a harmful impact on the Asian economies. This kind of vicious circle could be a bad news to the shipping companies. The purpose of the study is to predict the Baltic Dry Index representing the shipping business during the period of 2012 using the ARIMA-type models. This include the ARIMA and Intervention-ARIMA models. This article introduces the four ARIMA models and six Intervention-ARIMA models. The monthly data cover the period January 2000 through October 2011. The out-of-sample forecasting performance is also calculated. Forecasting performance is measured by three summary statistics: root mean squared percent error, mean absolute percent error and mean percent error. The root mean squared percent errors, however, are somewhat higher than normally expected. This reveals that it is very difficult to predict the BDI The ARIMA-type models show that the shipping market will be bearish in 2012. These pessimistic ex-ante forecasts are supported by the Hodrick-Prescott filtering technique.

• Journal of Labour Economics
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• v.37 no.1
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• pp.87-116
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• 2014

Forecasting of short-term employment fluctuations provides a useful tool for policy makers in risk managing the labor market. Following the process of producing the composite leading indicator for macro economy, the paper develops the employment leading indicator(ELI) for the purpose of short-term forecasting non-farm payroll employment in private sectors. ELI focuses on early detecting the point of time and the speed in phase change of employment level.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.38 no.1
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• pp.31-39
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• 2014

The performance of fuel cell/gas turbine hybrid systems is highly affected by system configuration. In this study, the performance of a hybrid system combining a molten carbonate fuel cell (MCFC) and an indirectly fired gas turbine was predicted. Firstly, general performance trends of the hybrid system depending on major design parameters were examined. Then, the most feasible design options with the least impact on the MCFC stack design conditions were drawn. The economic advantage of the hybrid system over the basic MCFC only system was evaluated.