• Title/Summary/Keyword: 분산확대지수

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Hedging Transaction in the Stock Index Futures (주가지수선물의 헤징거래)

  • 윤석곤
    • Journal of the Korea Society of Computer and Information
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    • v.3 no.4
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    • pp.139-144
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    • 1998
  • Introduced into korea to diversify risk coming from the fluctuation of stock price with opening of the domestic capital market to foreigners, Suppress the turbulence of the dentistic securities market caused by the short term funds from foreign countries and vitalize investment in stock, the hedging transaction of stock index futures will promote the introduction of financial futures and commodity futures transaction. and it will contribute to enhancing the introduction all over the country and accelerating the advancement of the korea banking market. In addition, it is expected to make a great contribution to economic stability and smooth comic activity through its function of risk diversification and price decrement with the launch of the stock index futures.

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A Study on the Dependency between Port Logistics and Regional Economy - Focused on the BuUlGyeong Megacity - (항만물류와 지역경제 간의 연계성에 관한 연구 -부울경 메가시티를 중심으로-)

  • Li, Yun-Zhang;Li, Yue;Choi, Tae-Yeong
    • Journal of Korea Port Economic Association
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    • v.38 no.3
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    • pp.1-13
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    • 2022
  • The Busan-Ulsan-Gyeongsangmando(BuUlGyeong) megacity aims to grow into the second metropolitan area by strengthening the growth and connectivity of the southeast region in Korea. In order to analyze the linkage between port logistics and regional economic development, this study focused on the economic community of BuUlGyeong. The findings are as follows. First, it was found that vessel entry and departure had a positive (+) significant effect on cargo volume. Second, the cargo volume was found to have a preemptive effect on the vessel entry and exit ports and the composite index. Third, the composite Index was found to have a significant positive (+) effect on cargo volume. From the results of the variance decomposition, it can be confirmed that the composite index has a weak impact on ship entry/exit and cargo volume. Based on the above findings, some policy implications are derived. First, regional governments in BuUlGyeong should provide incentives to revitalize the maritime economy such as the expansion of maritime port infrastructure and encouraging investment. Second, since an increase in cargo transport volume at major national ports linked to the BuUlGyeong region has a positive (+) effect on economy. Therefore it is necessary to expand actively port marketing and regular service for the country and ports. Third, investments should be made continuously to expand the marine port infrastructure such as the expansion of facilities so that global shipping companies can continue to call megacities in BuUlGyeong ports for super-large ships and cruises.

Portfolio of Real Estate Price Index for ICT Environment Study on Diversification Effect (ICT 환경에서 부동산 가격지수 포트폴리오 분산효과에 관한 연구)

  • Jang, Dae-Seub;Min, Guy-Sik
    • The Journal of the Korea institute of electronic communication sciences
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    • v.9 no.3
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    • pp.393-402
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    • 2014
  • ICT environment to the survey released by the Bureau of Statistics 2012 Household Finance. Korean Welfare survey 24.9% of all households in financial assets, real estate is about three times more than 69.9%, respectively. The problem is that the information is slow and income deciles(deciles 1-4), a relatively high proportion of households with low(78.8 to 69%) of the real estate assets of the expansion of the world economy with low growth and low uncertainty, work from home due to the information changes in the structure of the economy, such as increases in real estate prices remain exposed to the risk of a phenomenon such as Pour House Pour Talent and low-income people is bound to be more serious symptoms. This low correlation is by constructing a composite asset portfolio, the weighted average risk of the individual assets while increasing overall revenue decrease that risk is based on the principle of portfolio by type and different areas in the ICT environment in a portfolio of real estate price index low correlation to financial assets by including the effect of dispersion stable complex asset portfolio and empirical Growth was divided.

A Study on the Effects of Export Insurance on the Exports of SMEs and Conglomerates (수출보험이 국내 중소기업 및 대기업의 수출에 미치는 영향에 관한 연구)

  • Lee, Dong-Joo
    • Korea Trade Review
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    • v.42 no.2
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    • pp.145-174
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    • 2017
  • Recently, due to the worsening global economic recession, Korea which is a small, export-oriented economy has decreased exports and the domestic economy also continues to stagnate. Therefore, for continued growth of our economy through export growth, we need to analyze the validity of export support system such as export insurance and prepare ways to expand exports. This study is to investigate the effects of Export Insurance on the exports of SMEs as well as LEs. For this purpose, this study conducted Time Series Analysis using data such as export, export insurance acquisition, export price index, exchange rate, and coincident composite index(CCI). First, as a result of the Granger Causality Test, the exports of LEs has found to have a causal relationship with the CCI, and CCI is to have a causal relationship with the short-term export insurance record. Second, the results of VAR analysis show that the export insurance acquisition result and the export price index have a positive effect on the exports of LEs, while the short - term export insurance has a negative effect on the exports of LEs. Third, as a result of variance decomposition, the export of LEs has much more influenced for mid to long term by the short-term export insurance acquisition compared to SMEs. Fourth, short-term export insurance has a positive effect on exports of SMEs. In order to activate short-term export insurance against SMEs, it is necessary to expand support for SMEs by local governments. This study aims to suggest policy implications for establishing effective export insurance policy by analyzing the effects of export insurance on the export of SMEs as well as LEs. It is necessary to carry out a time series analysis on the export results according to the insurance acquisition results by industry to measure the export support effect of export insurance more precisely.

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A Study on the Factors Affecting the Arson (방화 발생에 영향을 미치는 요인에 관한 연구)

  • Kim, Young-Chul;Bak, Woo-Sung;Lee, Su-Kyung
    • Fire Science and Engineering
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    • v.28 no.2
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    • pp.69-75
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    • 2014
  • This study derives the factors which affect the occurrence of arson from statistical data (population, economic, and social factors) by multiple regression analysis. Multiple regression analysis applies to 4 forms of functions, linear functions, semi-log functions, inverse log functions, and dual log functions. Also analysis respectively functions by using the stepwise progress which considered selection and deletion of the independent variable factors by each steps. In order to solve a problem of multiple regression analysis, autocorrelation and multicollinearity, Variance Inflation Factor (VIF) and the Durbin-Watson coefficient were considered. Through the analysis, the optimal model was determined by adjusted Rsquared which means statistical significance used determination, Adjusted R-squared of linear function is scored 0.935 (93.5%), the highest of the 4 forms of function, and so linear function is the optimal model in this study. Then interpretation to the optimal model is conducted. As a result of the analysis, the factors affecting the arson were resulted in lines, the incidence of crime (0.829), the general divorce rate (0.151), the financial autonomy rate (0.149), and the consumer price index (0.099).

The impacts of high speed train on the regional economy of Korea (고속철도(KTX) 개통이 지역경제에 미치는 영향 분석과 시사점)

  • Park, Mi Suk;Kim, Yongku
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.13-25
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    • 2016
  • High-speed railway (Korea Train Express) has had a deep impact on the regional economy of Korea. Current high-speed rail research is mostly theoretical, there is a lack of quantitative research using a precise algorithm to study the effect of high-speed railway on the regional economy. This paper analyses the influence of high-speed rail on the regional economy, with a focus on the Daegu area. Quantitative analysis using department store indexes and regional medical records is performed to calculate the economic influence of high-speed rail. The result shows that high-speed railway effects the regional economy though regional consumption growth and medical care trends.

A spatial panel regression model for household final consumption expenditure based on KTX effects (공간패널모형을 이용한 KTX 개통이 지역소비에 미친 영향 분석)

  • Na, Young;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1147-1154
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    • 2016
  • Impact of Korea train express (KTX) on the regional economy in Korea has been studied by many researchers. Current research is limited in the lack of quantitative research using a statistical model to study the effect of KTX on regional economy. This paper analyses the influence of KTX to the household final consumption expenditure, which is one of important regional economic index, using spatial panel regression model. The spatial structure is introduced through spatial autocorrelation matrix using adjacency of KTX connection. The result shows a significant effect of Korea train express on the regional economy.

The Effect on Attention of College Students by Epidermal Cooling in Posterior and Lateral of Upper Cervix (경추부 후면 및 측면 피부 냉각 작용이 대학생의 주의력에 미치는 영향)

  • Chang, Ji Hong
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.15 no.5
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    • pp.328-334
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    • 2022
  • The process that one may consciously focuses on necessary stimulation among tremendous amount of stimulation through human sensory systems is called attention in psychology. It is known that the attention can be affected by many factors such as room temperatures, humidity level, etc. In the field of sports science, ice packs are widely used for recovery from exercise fatigue providing fast heat transfer by conduction. However, the effect on attention by so-called iced-pack-cooling has not been tested. This research focuses on the attention levels when one is provided with a special cooling pad on their dorsal and lateral cervices. 40 subjects were divided into four groups and their attention level was evaluated based on the exposure conditions of combinations in reading and light walking with and without the cooling pad. The Frankfruter Aufmerksamkeits-Inventar, FAIR was used to evaluate the attention levels; the performance index, quality index, and continuity index consist of the FAIR test indicating the selectiveness of the attention, correctness of the attention, and maintaining term of the attention, respectively. Analysis of variance was carried out for those variables and post-hoc if applicable. When visual attention is constantly used for reading and studying, application of conductive heat transfer by the cooling pads is significantly helpful for improvement in selectiveness of the attention and maintaining terms of the attention levels. Also, light walking yielded improvement in selectiveness of the attention and maintaining terms of the attention levels; however one should presupposedly consider the loss of reading time.

Benefit Evaluation for Traffic Transfer System using Contingent Valuation Method in Tourist Resort (CVM을 이용한 관광지 환승 교통시스템의 편익 추정에 관한 연구)

  • Lee, Byeong-Ju;Seo, Im-Gi;NamGung, Mun
    • Journal of Korean Society of Transportation
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    • v.25 no.4
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    • pp.57-66
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    • 2007
  • According to the rapid economic growth and the escalation of recreational tourism activities due to the change of job and working patterns, currently various traffic problems often occur in tourist areas. As tourist traffic, contrary to general traffic, is not regional but rather from outside the area of interest, it is hard to grasp the traffic situation surrounding the tourist area. Furthermore, since the traffic is concentrated during a limited tourist season, it is difficult to examine and solve the problem. In this study, in order to test the feasibility of introducing a traffic transfer system to reduce congestion in tourist areas, the authors considered the differences in traffic congestion between typical and tourist seasons and designed a willingness to pay model. The willingness to pay amount for a shuttle bus fare is assumed as 1,430 Won and 1,650 Won is assumed for a transfer parking charge. These amounts were slightly above the current bus fare in the study area, but many people thought that the introduction of a traffic transfer system would help to relieve the traffic congestion approaching the tourist area and to develop tourism resources. As the willingness to pay appeared high from the persons used in this study, it was indirectly confirmed that the introduction of a traffic transfer system would be a step in the right direction.

Persistent Scatterer Selection and Network Analysis for X-band PSInSAR (X-band PSInSAR를 위한 고정산란체 추출 및 네트워크 분석 기법)

  • Kim, Sang-Wan;Cho, Min-Ji
    • Korean Journal of Remote Sensing
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    • v.27 no.5
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    • pp.521-534
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    • 2011
  • The high-resolution X-band SAR systems such as COSMO-SkyMED and TerraSAR-X have been launched recently. In addition KOMPSAT-5 will be launched in the early of 2012. In this study we developed the new method for persistent scatterer candidate (PSC) selection and network construction, which is more suitable for PSInSAR analysis using multi-temporal X-band SAR data. PSC selection consists in two main steps: first, selection of initial PSCs based on amplitude dispersion index, mean amplitude, mean coherence. second, selection of final PSCs based on temporal coherence directly estimated from network analysis of initial PSCs. To increase the stability of network the Multi- TIN and complex network for non-urban area were addressed as well. The proposed algorithm was applied to twenty-one TerraSAR-X SAR of New Orleans. As a result many PSs were successfully extracted even in non-urban area. This research can be used as the practical application of KOMPSAT-5 for surface displacement monitoring using X-band PSInSAR.