• Title/Summary/Keyword: 계수반응자료

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Do the Futures and Spot Markets Respond Differently to the News? : An Empirical Study of KOSPI200 Futures Market (선물 및 현물시장은 뉴스에 대해 동일하게 반응하는가? : 코스피200 선물시장에 대한 실증적 연구)

  • Cho, Dam
    • The Korean Journal of Financial Management
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    • v.23 no.2
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    • pp.85-107
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    • 2006
  • This paper investigates whether the futures market responds to the news more sensitively and uses more diverse information than the spot market. The sensitivity to the news is measured by the coefficients of the model which regresses the daily changes in the futures prices to the daily changes in the theoretical prices computed from spot prices using the spot-futures parity. The diversity of news is measured by the mean range differences ($\overline{RD}$), mean hi-price differences($\overline{HD}$) and mean low-price differences. The data in this paper is the closing prices of the nearest-to-maturity and the second-nearest-to-maturity contracts of the KOSPI 200 index futures. As the estimates of the relative sensitivity of the futures prices($^{\beta}$) for the whole-period sample are not significantly different from 1, the sensitivity of two markets to the news are not different. However, $\hat{\beta}$ of the most recent period(Nov. 2002 to Dec. 2005) are strongly different from 1. And, in the most recent period, the futures price changes for the good news, which is defined as the price increase of KOSPI of more than 1.5% in a day, show additional sensitivity. Since the mean range different which measures the relative diversity of information used, are not significantly different from 0 for the whole-period and subperiod samples, and this can be interpreted that the futures market does not use more diverse information than the spot market. However, the mean high-price difference, which measures the relative diversity of good news, are significantly different from 0 for the nearest-maturity contracts in the whole-period and subperiod samples. This evidence supports that the futures prices reflects more diverse good news which brings price increase in the market.

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Development of the Perceived Stress Response Inventory (스트레스반응 지각척도의 개발)

  • Koh, Kyung-Bong;Park, Joong-Kyu;Kim, Chan-Hyung
    • Korean Journal of Psychosomatic Medicine
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    • v.7 no.1
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    • pp.26-41
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    • 1999
  • The perceived stress response inventory(PSRI) was developed to measure 4 types of current stress responses : emotional, somatic, cognitive, and behavioral responses. 242 patients with psychiatric disorders(71 patients with anxiety disorders, 73 patients with depressive disorders, 47 patients with somatoform disorders, 51 patients with psychosomatic disorders) and 215 healthy subjects completed the questionnaire including the PSRI. Global assessment of recent stress(GARS) scale, perceived stress questionnaire(PSQ) and symptom checklist-90-revised(SCL-90-R) were also administered at the same time. Factor analysis for each of 4 types of stress responses yielded 8 factors : negative emotional responses, general somatic symptoms, specific somatic symptoms, lowered cognitive function and general negative thinking, self-depreciative thinking, impulsive-aggressive thinking, passive-responsive and careless behavior, and impulsive-aggressive behavior. Both test-restest reliability(r= .83 -.93) and internal consistency(Cronbach's alpha : .79 -.96 for each of 8 subscales and .98 for total items of the scale) were all at statistically significant levels. Total scores of the PSRI significantly correlated with total scores of GARS scale, PSQ, and global indicies of SCL-90-R, respectively. The patient group had significantly higher scores than healthy subjects in each of all the subscales except impulsive-aggressive behavior subscale. These results suggest that the PSRI is a reliable and valid tool stable over time which may be effectively used for the research in stress-related field including psychosomatic medicine.

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Study of Mobility for Radionuclides in Nuclear Facility Sites (원자력 시설물 주변에서의 방사성 오염물 거동 특성 연구)

  • Chang, Seeun;Park, JongKul;Um, Wooyong
    • Economic and Environmental Geology
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    • v.51 no.2
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    • pp.99-111
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    • 2018
  • In this study three target radionuclides ($^{60}Co$, $^{137}Cs$, and $^{125}Sb$) were reacted with solid samples collected from the nuclear facility sites to investigate their sorption and mobility behaviors for preparing unexpected nuclear accidents. The highest sorption distribution coefficients ($K_{ds}$) of target radionuclides ($^{60}Co=947mL/g$, $^{137}Cs=2105mL/g$, $^{125}Sb=81.3mL/g$) were found in topsoil layer under groundwater condition, and the $K_d$ values of three radionuclides decreased in the order of fractured rock and bedrock samples under the same groundwater condition. High $K_d$ values of $^{60}Co$ in topsoil layer and fracture rock resulted from the clay minerals present, and the $K_d$ values decreased 58-69 % under seawater condition due to high ionic strength. $^{137}Cs$ sorption was controlled by the ion exchange reaction with $K^+$ on flayed edge sites (FES) of mica. The $^{137}Cs$ sorption was the most affected by seawater (89-97 % decrease), while $^{125}Sb$ sorption was not much affected by seawater. As the results of column and batch experiments, the retardation factors (R) of $^{137}Cs$, $^{60}Co$, and $^{125}Sb$ were determined about 5400-7400, 2000-2500, and 250-415, respectively, indicating no significant transport for these radionuclides even in fractured zone with groundwater. These results suggest that even in the case of severe nuclear accident at the nuclear facilities the mobility of released radionuclides ($^{60}Co$, $^{137}Cs$, and $^{125}Sb$) can be significantly retarded by the topsoil layer and fractured rock. In addition, the results of this study will be used for the safety and environmental performance assessment of nuclear facilities.

Effect of Climate Factors on Tree-Ring Growth of Larix leptolepis Distributed in Korea (기후인자가 일본잎갈나무의 연륜생장에 미치는 영향 분석)

  • Lim, Jong Hwan;Sung, Joo Han;Chun, Jung Hwa;Shin, Man Yong
    • Journal of Korean Society of Forest Science
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    • v.105 no.1
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    • pp.122-131
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    • 2016
  • This study was conducted to analyze the effect of climatic variables on tree-ring growth of Larix leptolepis distributed in Korea by dendroclimatological method. For this, annual tree-ring growth data of Larix leptolepis collected by the $5^{th}$ National Forest Inventory were first organized to analyze yearly growth patterns of the species. To explain the relationship between tree-ring growth of Larix leptolepis and climatic variables, monthly temperature and precipitation data from 1950 to 2010 were compared with tree-ring growth data for each county. When tree-ring growth data were analyzed through cluster analysis based on similarity of climatic conditions, six clusters were identified. In addition, index chronology of Larix leptolepis for each cluster was produced through cross-dating and standardization procedures. The adequacy of index chronologies was tested using basic statistics such as mean sensitivity, auto correlation, signal to noise ratio, and expressed population signal of annual tree-ring growth. Response function analysis was finally conducted to reveal the relationship between tree-ring growth and climatic variables for each cluster. The results of this study are expected to provide valuable information necessary for estimating local growth characteristics of Larix leptolepis and for predicting changes in tree growth patterns caused by climate change.

국가간 기술혁신 파급경로에 관한 실증분석

  • 정동진;김한주;김상태;조상섭
    • Proceedings of the Korea Technology Innovation Society Conference
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    • 2004.11a
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    • pp.101-113
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    • 2004
  • 본 연구는 기술혁신파급경로를 결정하는 국가 간 무역역할에 대한 실증적인 분석을 목적으로 한다 이 연구목적을 위하여, 최근 자료인 1980년부터 2003년까지 15개 OECD국가를 대상으로 자국의 기술혁신을 결정하는 중요한 변수로 알려진 자국 R&D축적 및 무역대상국의 R&D축적자료를 구축하였으며, 이를 무역지수인 쌍방간에 수출 및 수입량을 경제규모로 나눈 가중지수를 이용하여 유입된 R&D축적량을 구축하였다. 또한 대상변수들의 기술혁신파급역할에 대하여 최근 논의되고 있는 비정상적 패널기법을 이용하여 분석하였다. 최근 제안되고 있는 비정상적 패널기법을 이용하여 국제 간에 기술혁신파급경로를 분석한 결과를 간단하게 요약하면, 다음과 같다. 첫째, 분석대상변수들은 비정상성을 갖는 것으로 나타났다. 둘째, 그러나 장기적으로 분석대상변수들이 서로 균형상태를 나타내는 공적분관계에 있음을 알 수 있었다. 셋째, 국가 간에 기술혁신파급경로의 방향과 정도를 파악하기 위하여 패널 공적분계수를 추정하였으나, 설정함수형태에 따라서 여러 가지 상반된 실증결과가 나타났다. 따라서 기존 연구Coe et al., 1995, Keller, 1998, Kao, et al., 1999 그리고 Funk, 2001]의 분석결과 및 그 시사점들이 서로 다른 이유는 분석대상변수들의 선택차이뿐만 아니라, 기술혁신경로에 대한 설정함수형태에 따라서 서로 다른 분석결과가 나타날 수 있는 가능성을 보여준다. 본 연구에서 나타난 분석결과의 시사점을 보면, 국가 간에 기술혁신파급경로분석은 기술혁신파급을 결정하는 매개변수선정도 중요하지만, 결정된 설명변수들 사이에 어떤 기술혁신파급에 관한 연관관계가 존재하는지에 대한 실증분석 즉 파급경로분석도 매우 중요함을 보여준다. 이러한 파급경로분석에는 기존의 선형가정뿐만 아니라 비선형가정을 이용한 기술파급경로분석을 통한 시사점제안이 요구된다.관적인 시스템을 제공하는 것이다.가 생성된다. $M_{C}$에 CaC $l_2$를 첨가한 경우 $M_{C}$는 완전히 $M_{Cl}$ 로 전이를 하였다. $M_{Cl}$ 에 CaC $l_2$를 첨가하였을 경우에는 아무런 수화물의 변화는 발생하지 않았다. 따라서 CaS $O_4$.2$H_2O$를 CaC $O_3$및 CaC $l_2$와 반응시켰을 때의 AFm상의 안정성 순서는 $M_{S}$ < $M_{C}$< $M_{Cl}$ 로 된다.phy. Finally, Regional Development and Regional Environmental Problems were highly correlated with accommodators.젼 공정을 거쳐 제조된다는 점을 고려할 때 이용가능한 에너지 함량계산에 직접 활용될 수는 없을 것이다.총단백질 및 AST에서 시간경과에 따른 삼투압 조절 능력에 문제가 있는 것으로 보여진다.c}C$에서 5시간 가열조리 후 잔존율은 각각 84.7% 및 73.3%였고, 질소가스 통기하에서는 잔존율이 88.9% 및 81.8%로 더욱 안정하였다.8% 및 12.44%, 201일 이상의 경우 13.17% 및 11.30%로 201일 이상의 유기의 경우에만 대조구와 삭제 구간에 유의적인(p<0.05) 차이를 나타내었다.는 담수(淡水)에서 10%o의 해수(海水)로 이주된지 14일(日) 이후에 신장(腎臟)에서 수축된 것으로 나타났다. 30%o의 해수(海水)에 적응(適應)된 틸라피아의 평균 신사구체(腎絲球體)의 면적은 담수(淡水)에 적응된 개체의 면적보다 유의성

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A Comparative Study on the REV, non-REV and Joint Network Methods for Analysis of Groundwater Flow in Jointed Rock Masses (절리암반내 지하수 유동해석을 위한 대표체적법, 비대표체적법 및 절리망 해석법의 비교 연구)

  • 문현구
    • Journal of the Korean Geotechnical Society
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    • v.15 no.5
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    • pp.217-228
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    • 1999
  • The three methods of analysis (i) REV(representative elemental volume), (ii) non-REV and (iii) joint network analysis are introduced in this paper to analyze the groundwater flow in jointed rock mass and the inflow into underground excavations. The results from those methods are compared one another to reveal their characteristics by varying the number of joints and the diameter of the opening. The pre-processor, the so-called sequential analysis, is introduced to predict the equivalent hydraulic conductivity of a jointed rock mass having a number of intersecting joints. Using the finite element mesh, joint map and sequential analysis, the equivalent hydraulic conductivities are calculated for all 445 elements. The hydraulic inhomogeneity and the determination of the representative properties of jointed rock masses are discussed. In the REV analysis where the entire rock mass is homogenized through the representative properties, the inflow is increased regularly and consistently by increasing the joint density, the opening size and the conductivity contrast value. Though the non-REV analysis showed irregular variation of the inflow due to the local inhomogeneity allowed to individual elements, the inflow approached the REV results as the characteristic length increases. The joint network analysis showed the most sensitive reaction to the joint density, the opening size and the presence of the network crossing the opening. The reliability of the network analysis depends on the geometric data of individual joints. In view of the limited field data on joint geometry and possible uncertainty the REV and non-REV methods are considered more practical and rational than the joint network analysis.

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Comparative Study on Exposure Factors for Risk Assessment in Contaminated Lands and Proposed Exposure Factors in Korea (토양오염 위해성평가를 위한 국가별 노출인자 비교분석 및 국내 노출인자 연구)

  • An, Youn-Joo;Lee, Woo-Mi
    • Journal of Soil and Groundwater Environment
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    • v.12 no.1
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    • pp.64-72
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    • 2007
  • Humans are exposed by a range of pollutants in soil via exposure routes such as ingestion, inhalation, and dermal contact. Risk assessment is a process of evaluating the adverse health effects of chemicals as a result of exposure to stressors, and it is a very useful tool to establish the cleanup goals in contaminated lands. In the exposure assessment that is one of main process in risk assessment, exposure factor plays a significant role to quantify the intake of soil pollutants. However there is a very limited study about the exposure factor applicable to Korea. In this study, we compared the exposure factors applied by the developed countries including the United States and representative European countries, and suggested the exposure factor that might be suitable in our situation. The exposure factors considered in this study include average lifetime, body weight, (exposed) skin surface area, life time, skin absorption, soil-skin adherence factor, and soil ingestion rate. This information is needed to quantitatively estimate the intake of soil pollutants in contaminated lands.

Parameter Sensitivity Analysis of VfloTM Model In Jungnang basin (중랑천 유역에서의 VfloTM 모형의 매개변수 민감도 분석)

  • Kim, Byung Sik;Kim, Bo Kyung;Kim, Hung Soo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.6B
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    • pp.503-512
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    • 2009
  • Watershed models, which are a tool for water cycle mechanism, are classified as the distributed model and the lumped model. Currently, the distributed models have been more widely used than lumped model for many researches and applications. The lumped model estimates the parameters in the conceptual and empirical sense, on the other hand, in the case of distributed model the first-guess value is estimated from the grid-based watershed characteristics and rainfall data. Therefore, the distributed model needs more detailed parameter adjustment in its calibration and also one should precisely understand the model parameters' characteristics and sensitivity. This study uses Jungnang basin as a study area and $Vflo^{TM}$ model, which is a physics-based distributed hydrologic model, is used to analyze its parameters' sensitivity. To begin with, 100 years frequency-design rainfall is derived from Huff's method for rainfall duration of 6 hours, then the discharge is simulated using the calibrated parameters of $Vflo^{TM}$ model. As a result, hydraulic conductivity and overland's roughness have an effect on runoff depth and peak discharge, respectively, while channel's roughness have influence on travel time and peak discharge.

Development and Evaluation of Traffic Conflict Criteria at an intersection (교차로 교통상충기준 개발 및 평가에 관한 연구)

  • 하태준;박형규;박제진;박찬모
    • Journal of Korean Society of Transportation
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    • v.20 no.2
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    • pp.105-115
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    • 2002
  • For many rears, traffic accident statistics are the most direct measure of safety for a signalized intersection. However it takes more than 2 or 3 yearn to collect certain accident data for adequate sample sizes. And the accident data itself is unreliable because of the difference between accident data recorded and accident that is actually occurred. Therefore, it is rather difficult to evaluate safety for a intersection by using accident data. For these reasons, traffic conflict technique(TCT) was developed as a buick and accurate counter-measure of safety for a intersection. However, the collected conflict data is not always reliable because there is absence of clear criteria for conflict. This study developed objective and accurate conflict criteria, which is shown below based on traffic engineering theory. Frist, the rear-end conflict is regarded, when the following vehicle takes evasive maneuver against the first vehicle within a certain distance, according to car-following theory. Second, lane-change conflict is regarded when the following vehicle takes evasive maneuver against first vehicle which is changing its lane within the minimum stopping distance of the following vehicle. Third, cross and opposing-left turn conflicts are regarded when the vehicle which receives green sign takes evasive maneuver against the vehicle which lost its right-of-way crossing a intersection. As a result of correlation analysis between conflict and accident, it is verified that the suggested conflict criteria in this study ave applicable. And it is proven that estimating safety evaluation for a intersection with conflict data is possible, according to the regression analysis preformed between accident and conflict, EPDO accident and conflict. Adopting the conflict criteria suggested in this study would be both quick and accurate method for diagnosing safety and operational deficiencies and for evaluation improvements at intersections. Further research is required to refine the suggested conflict criteria to extend its application. In addition, it is necessary to develope other types of conflict criteria, not included in this study, in later study.

Predictions of VO2max Using Metabolical Responses in Submaximal Exercise and 1,200 m Running for Male, and the Validity of These Prediction Models (성인 남성의 최대하 운동시 대사반응 및 1,200 m 달리기 기록을 이용한 최대산소섭취량 추정식 개발 및 타당도)

  • Im, J.H.;Jeon, Y.J.;Jang, H.K.;Kim, H.J.;Kim, K.H.;Lee, B.K.
    • Exercise Science
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    • v.21 no.2
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    • pp.231-242
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    • 2012
  • The purpose of this study was to develop the prediction model of VO2max using submaximal metabolic responses from the Bruce protocol, HR responses at several stages and 1,200 m running record, and to compare and analyse the validity of these prediction models. The subjects were consisted of 255 male(133 male for 1,200 m running). They were participated maximal exercise testing with Bruce protocol, and the metabolic responses were measured in the end of the first(3 minute), second stage(6 minute), and 1,200 m running record. Measurement items were VO2(㎖/kg/min), VCO2(㎖/kg/min), VE(L/min), HR(bpm) of 3 and 6 minute, time to HR 150 bpm and 170 bpm, HR difference between Bruce protocol 6 and 3 minute, 1,200 m running record. Analyzing with all variables using enter method, the multiple R of total variable model was 0.642(p<.01), SEE was 4.38 ㎖/kg/min, CV was 10.8 %, but multicolinearity was appeared. The multiple R of 3 minutes model 1 and model 2 were 0.341 and 0.461, SEE was 6.05 and 5.72 ㎖/kg/min, CV was 14.9 and 14.1%, and multicolinearity did not appeared. The multiple R of 6 minutes model 1 and model 2 were 0.350 and 0.456, SEE was 6.03 and 5.74 ㎖/kg/min, CV was 14.9 and 14.2%, and multicolinearity did not appeared. The R of HR 170 and HR 170 model were 0.151 and 0.154, SEE were 6.36~6.37 ㎖/kg/min, CV were 15.7%. The R of 1,200 m running model was 0.444, SEE was 4.82 ㎖/kg/min, CV were 11.9%. In conclusion, with considering usefulness and convenience through the validity of these prediction models, the prediction model of VO2max recommended 6 and 3 minute model, and the validity of HR model and 1,200 m running model were moderately low.