• Journal of Korea Port Economic Association
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• v.31 no.1
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• pp.1-14
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• 2015

The standard GARCH model imposing symmetry on the conditional variance, tends to fail in capturing some important features of the data. This paper, hence, introduces the models capturing asymmetric effect. They are the EGARCH model and the GJR model. We provide the systematic comparison of volatility models focusing on the asymmetric effect of news on volatility. Specifically, three diagnostic tests are provided: the sign bias test, the negative size bias test, and the positive size bias test. This paper shows that there is significant evidence of GARCH-type process in the data, as shown by the test for the Ljung-Box Q statistic on the squared residual data. The estimated unconditional density function for squared residual is clearly skewed to the left and markedly leptokurtic when compared with the standard normal distribution. The observation of volatility clustering is also clearly reinforced by the plot of the squared value of residuals of export volume and values. The unconditional variance of both export volumes and export value indicates that large shocks of either sign tend to be followed by large shocks, and small shocks of either sign tend to follow small shocks. The estimated export volume news impact curve for the GARCH also suggests that $h_t$ is overestimated for large negative and positive shocks. The conditional variance equation of the GARCH model for export volumes contains two parameters ${\alpha}$ and ${\beta}$ that are insignificant, indicating that the GARCH model is a poor characterization of the conditional variance of export volumes. The conditional variance equation of the EGARCH model for export value, however, shows a positive sign of parameter ${\delta}$, which is contrary to our expectation, while the GJR model exhibits that parameters ${\alpha}$ and ${\beta}$ are insignificant, and ${\delta}$ is marginally significant. That indicates that the asymmetric volatility models are poor characterization of the conditional variance of export value. It is concluded that the asymmetric EGARCH and GJR model are appropriate in explaining the volatility of export volume, while the symmetric standard GARCH model is good for capturing the volatility.

• Journal of Korean Society of Environmental Engineers
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• v.36 no.1
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• pp.29-34
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• 2014

This study was conducted to investigate removal characteristics for Synedra sp. and filter run time (FRT) according to the cell length in the Nakdong River. When used alone flocculent, the removal efficiency for Synedra tenera (around $100{\mu}m$) was constant with 90.9~94.4%, while Synedra acus (around $300{\mu}m$) had the lower removal efficiency as 60~70%. $PACS_2$ and PAC showed 5~6% higher removal for S. acus than others (HiB and LAS). When added coagulant aid, loess had no effect and also needed more amount of flocculent. Sodium Silicate increased the removal rate by max 10.6%. On the other hand, 2.5 mg/L of Polyamine showed 96.9% removal efficiency for S. acus increasing up to 25% more than $PACS_2$ alone. In the effect of water temperature, the removal for S. acus at $15^{\circ}C$ were 6% higher than at $4^{\circ}C$. There was no significant correlation between the removal efficiencys of turbidity and S. acus. The results of this study was similar to the actual water treatment process's removal characteristics for Synedra sp. depending on the cell length and temperature. In the actual process, the numbers of Synedra in settled water was established natural logarithm function with the filter run time (FRT), so we can predict FRT as Synedra numbers.

• Journal of the Korean Society of Hazard Mitigation
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• v.7 no.3
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• pp.19-31
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• 2007

Humidity and strain were estimated for understanding the relation between humidity change by self-desiccation and shrinkage in high-performance concrete with low water binder ratio and containing fly ash and blast furnace slag. Internal humidity change and shrinkage strain were about 10%, 10%, 7%, 11%, 11% and $320{\times}10^{-6}$, $270{\times}10^{-6}$, $231{\times}10^{-6}$, $371{\times}10^{-6}$, $350{\times}10^{-6}$ respectively on OPC30, O30F10, O30F20, O30G40, O30G50 and from the results, fly ash made humidity change and strain decrease but slag increase comparing with ordinary portland cement. Considering only relation internal humidity and shrinkage by self-desiccation, humidity change and shrinkage represented the strong linear relation regardless of mineral admixture. For specifying the relation on internal humidity change and autogenous shrinkage strain, shrinkage model was established which is driven by capillary pressure in pore water and surface energy in hydrates on the assumption of a single network and extended meniscus in pore system of concrete. This model and experimental results had a similar tendency so it would be concluded that the internal humidity change by self-desiccation in HPC originated in small pores less than 20nm, therefore controlling plan on autogenous shrinkage might be focused on surface tension of water and degree of saturation in small pore.

• Geophysics and Geophysical Exploration
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• v.12 no.4
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• pp.328-337
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• 2009

To investigate the relation between pore fluid conductivity and bulk resistivity of a rock sample it is assumed that electrolyte solution perfectly substitute the pore fluid that occupied the pore space within the sample in general. In this study, it is investigated that how much can the electrolyte solution substitute the pore fluid by repeating the same saturation process. Four kinds of NaCl solutions of 8, 160, 3200, 64000 ${\mu}S$/cm are used. The saturation process has repeated four times for each electrolyte in increasing conductivity order first then four times each in decreasing order. The more the saturation process repeated with the same electrolyte, the more electrolyte solution substitute the pore fluid. Geometric mean of bulk resistivity in increasing and decreasing orders with the same electrolyte solution is assumed to be mostly close to the bulk resistivity with perfect substitution. Bulk resistivity measurements for both increasing and decreasing order differs within 10% to the geometric mean when repeating the saturation process 4 times while maximum 40% difference is observed when single saturation process for each electrolyte solution with increasing order. The modified parallel resistant model can generally represent the relations between pore fluid resistivity and bulk resistivity in the experiment, but more experimental data with various rock samples with different porosity is needed to generalize the model.

• Food Engineering Progress
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• v.14 no.1
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• pp.35-40
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• 2010

Electronic nose (E-nose) was assessed for grading pungency of powdered red pepper. Complex pretreatments are not required for flavor analysis unlike HPLC or Scoville tests. Mild and pungent taste of powdered red pepper were mixed at various concentrations of 0, 25, 50, 75, and 100%. Those were analyzed using mass spectrometer-based E-nose. Discriminant function analysis (DFA) was conducted on E-nose data. The $R^{2}$ and F-value of dicriminant function first score (DF1) were 0.9946 and 355.65, respectively, when the samples were separated by a relative degree of pungent taste. DF1 value decreased with increasing the amount of powdered red pepper with a pungent taste. It is similar to the increase in the concentration of capsaicin. Increasing the amount of red pepper powder, dicriminant function second score (DF2) values were moved from the negative position into the positive position. The $R^{2}$ and F-value of DF1 were 0.9890, 165.17 and DF2 were 0.9219, 21.64. Also, the results by MS based E-nose agreed to that by HPLC. There is the potential to grade pungent taste of powdered red pepper using the E-nose.

• Korea Trade Review
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• v.48 no.2
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• pp.129-151
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• 2023

This study explores whether market share matters for ERPT and also for the effects of FTA on ERPT among exporting countries in the four major fishery import markets - frozen pollock, frozen mackerel, frozen tuna, and frozen spawn in South Korea. In addition, I investigate whether market share matters for price competition among exporting countries. For this, I estimate the export price equation based on the maximum likelihood method by utilizing data on export price in terms of Korean currency, and the cross rate between South Korea and the exporting countries from 2010:M1 to 2019:M12 for the four major fishery import markets. According to the findings, the market share of exporting countries in the import markets matters for the positive effects of FTA on ERPT; however, it is hard to find the relation between the market share of exporting counties and ERPT. In addition, I find little evidence on the effects of market share on price competition structures among exporting countries. I believe that this study helps domestic fishery producers to understand that ERPT, the effect of FTA on ERPT, and price competition structures among exporting countries would be affected by the market share of each exporting country in the major fishery import markets in South Korea. Also, this study would help domestic fishery producers to think about how to deal with the effects of the change in the exchange rate on fishery markets for each FTA partner according to its market share after FTA is effective.

• Horticultural Science & Technology
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• v.30 no.6
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• pp.700-708
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• 2012

In order to optimize a method to determine the firmness of Chinese cabbage, hardness of midrib tissues was examined based on their chronological order of emergence. Texture measurement using volodkevich bite jaws gave a consistent and highest regression ($r^2=0.85$) between firmness and the order of leaf emergence, while blade set, cylinder probe, and crisp fracture support rig showed a lower coefficient of determination. Thickness of midrib tissue within an individual head from 16 cultivars of Chinese cabbage was positively correlated with the order of emergence, becoming thinner toward inner leaves. Mean thickness of midrib tissue from the head ranged from 7.74 mm for 'CR-shingshing' and 9.28 mm for 'Norangyeorum'. The covariance of leaf thickness within a head was highly cultivar-dependent, ranging from 23.6% for 'Chihili' and 5.8% for 'Bulam'. Firmness of the midrib tissue, defined as maximum peak height per tissue thickness, became higher from outer to inner leaves, showing $2^{nd}$ order of regression. Mean firmness of the midrib tissue from individual head varied from 1.58 N for 'Rangno' to 3.46 N for 'CR-shingshing'. The $10^{th}$ or $11^{th}$ leaf brought the best correlation coefficient (r = 0.81) between firmness of an individual leaf and the mean firmness of the entire leaves in a head, suggesting a reliable and rapid method to estimate the firmness of a head in lieu of examining all leaves in the head. The relationship between firmness of midrib tissue and dry mass ($r=0.70^{**}$) as well as cell wall content ($r=0.58^*$) of the head were positively correlated. Results obtained from the present study suggested that a new method to determine midrib firmness would enable to clarify the relationship between textural quality of fresh Chinese cabbage and their processed product, 'Kimchi'. It will also be important to apply this method to screen textural quality of various genotypes under breeding programs.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.40 no.2
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• pp.260-267
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• 1995

In temperate zone planting rice at different date subjects the Crop to different climatic condition. The present study aimed at comparison of the change in source-sink relationship of the Japonica(J) and that of IndicaxJaponica(I$\times$J) type rice cultivars caused by shift of heading date. Two J- and two I$\times$J-type cultivars were made to head on August 16, August 26, and September 5. Sink capacity was changed by shift of heading date in different mode between the types of cultivars. In both types major determinant of sink capacity was number of effective tillers, and the number of spikelets per panicle was the minor. In J-type earlier planting/heading was beneficial to increased panicle numbers and this was due mainly to a larger diurnal difference in temperature. I$\times$J-type cultivars favored a higher daily mean temperature to increase the sink capacity. The ability of source at heading, in terms of leaf area per panicle, chlorophyll content per spiklet, photosynthetic ability of leaves per unit area at 25$\^{\circ}C$, carbohydrate and N contents of leaves, was not so different among different heading dates in both types. However, the source activity was governed principally by temperature during grain filling. The J-type cultivars headed on Sept. 5 and I$\times$J-type cultivars headed later than August 16 could not have had sufficient source activity in grain filling due to lower temperature.

• Journal of agriculture & life science
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• v.50 no.5
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• pp.173-182
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• 2016

This study was aimed to identify the phenotypic relationships between calving interval and lactation curve parameters in Korean Holstein cow. The data of 36,505 lactation records was obtained from the Dairy Herd Improvement program run by Dairy Cattle Improvemnet Center of National Agricultural Federation of Korea. All lactation records were collectied from the multiparous cows calving between 2011 to 2013. The estimated lactation curves were drawn using Wood model based on actual milk yield records, and NLIN Procedure of SAS program (ver. 9.2). General linear multivariate models for calving interval, 305-d milk yield, lactation parameters(A, b, c), persistency, peak day, and peak yield included fixed effects of calving year-season (spring, summer, fall and winter) and parity(2, 3 and 4). For calving interval, 305-d milk yield, lactation parameters(A, b, c), persistency, peak day and peak yield, all two fixed effect(calving year-season, parity) were significant(p<0.05). The estimated lactation functions using Wood model for 2, 3, and 4 parity were yt=24.66t0.175e-0.00302t, yt=24.69t0.192e-0.00334t, and yt=24.22t0.200e-0.00341t, respectively. Phenotypic correlation (partial residual correlation) between calving interval and 305-d milk yield, A, b, c, persistency, peak day, and peak yield were 0.093, -0.014, 0.028, -0.046, 0.099, 0.085, and 0.052, respectively. To conclude, if calving interval increase then ascent to peak, persistency, peak day and peak yield are increase, and descent after peak is decrease. So, total 305-d milk yield is increase.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.37 no.1
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• pp.93-103
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• 1992

Experiments were conducted in the research field of the Wheat and Barley Research Institute with three barley cultivars, Olbori, Kangbori and Suwon 18, which showed different growth characteristics. The highest rates of daily dry matter accumulation in grains were 1.03 1.94 mg / grain / day in early and optimum sowings and 0.88 1.88 mg / grain / day in late sowings, which occurred around 20～30 days after heading in early and optimum sowings and 15～20 days after heading in late sowings. Grains reached their maximum weight by 40 days after heading in early and optimum sowings and 35 days after heading in late sowings. Total sugar content in grains followed a pattern of linear increase immediately after heading, but it started to decrease around 20 days after heading. On the other hand, starch content continued to increase until maturity. The contents of both components were high in the order of ＆apos;Olbori＆apos; ＆gt; ＆apos;Kangbori＆apos; ＆gt; ＆apos;Suwon 18＆apos;, but they did not respond in a regular pattern to different sowings. 1,000 grain weight showed highly significant positive correlation(r=0.767$^{**}$) with the duration of grain growth, but it had negative correlations with the average (r=-0.548$^{**}$) or the sum (r=-0.595$^{**}$) of post-anthesis daily mean temperature.ature.