• 아태비즈니스연구
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• 제13권3호
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• pp.183-208
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• 2022

Purpose - The main purpose of this study is to widely investigate the impact of recent pandemic crises on the synchronization of the world capital markets through 25 stock indices from major developed countries. Design/methodology/approach - This study collects 25 stock indices from major developed countries and the time period is between January 5, 2001 and February 24, 2022. The data sets used in the study include finance.yahoo.com and Investing.com.. The Granger causality analysis, unit-root test, VAR analysis, and forecasting error variance decomposition were hired in order to analyze the data. Findings - First, there are significant inter-relations among 25 countries around recent major pandemic crises(such as SARS, A(H1N1), MERS, and COVID19), which is consistent result with previous literature. Second, COVID19 shows much stronger impact on the world-wide synchronization than other pandemics. Third, the return volatility of each stock market varies, unit root tests show that daily stock index data are unstable while daily stock index returns are stable, and VAR(Vector Auto Regression) analyses presents significant inter-relations among 25 capital markets. Fourth, from the impulse response function analyses, we find that each market affects the other markets for short term periods, about 2~4 days, and no long term effect was not found. Fifth, Granger causality tests show one-side or two-sides synchronization between capital markets and we estimate, through forecasting error variance decomposition method, that the explanatory portions of each capital market on other markets vary from 10 to 80%. Research implications or Originality - The above results all together show that pandemic crises have strong effects on the synchronization of world capital markets and imply that these synchronizations should be carefully considered both in the investment decisions by individual investors and in the financial and economic policies by governments.

• 조명전기설비학회논문지
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• 제27권2호
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• pp.54-61
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• 2013

This paper presents transient response behavior and frequency-dependent ground impedance of a single carbon ground electrode. The ground impedance of the carbon ground electrode was measured as a function of frequency of injected currents and simulated by using the distributed parameter circuit model with due regard to the frequency-dependent soil parameters, and the transient response behavior of the carbon ground electrode against impulse currents were investigated. As a consequence, the frequency-dependent ground impedance of the carbon ground electrode showed the capacitive behavior, that is, the ground impedance decreases with increasing the frequency of injected currents and lowers at the fast front time of impulse current. It was found that the carbon ground electrode is effective in grounding system for lightning protection. The ground impedance simulated with due regard to the frequency-dependent soil parameters was in good agreement with the measured data. The adequacy of the simulation technique and the distributed parameter circuit model for the carbon ground electrode was verified. It is expected that the simulation methodology, which analyzes the frequency-dependent ground impedance of the carbon ground electrode proposed in this work, can be used in the design of a grounding system for protection against lightning.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2002년도 추계학술대회논문집
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• pp.317-322
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• 2002

There are many researches to identify the rigid body properties from the mass-line obtained by impact hammer testing. The correct rigid body properties of the structure may be estimated if the mass-line of the structure could be obtained exactly. When the structure is mounted by elastic materials, the mass-line cannot be read correctly from the impulse response spectrum. The reason is due to the effects of rigid body modes of mounted structure. In this paper, the effects of rigid body modes of mounted structure to the mass-line are discussed and the method to remove these effects is also presented.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2002년도 추계학술대회논문초록집
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• pp.336.2-336
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• 2002

There are many researches to identify the rigid body properties from the mass-line obtained by impact hammer testing. The correct rigid body properties of the structure may be estimated if the mass-line of the structure could be obtained exactly. When the structure is mounted by elastic materials, the mass-line cannot be read correctly from the impulse response spectrum. The reason is due to the effects of rigid body modes of mounted structure. (omitted)

• 대한전자공학회논문지
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• 제27권3호
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• pp.145-155
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• 1990

適應 循環 필터에서 시스템 傳達 函數의 極點이 單位圓 밖으로 나감으로써 시스템이 불안정해지는 것을 방지하기 위해 適應 補償器를 채용한 適應 循環 필터 알고리듬을 제안하였고 제안한 알고리듬이 超安定性을 만족한다는 것을 證明하였다. 제안한 알고리듬 適應 雜音 除去器에 응용하여 LS방법의 適應 循環 필터를 이용한 適應 雜音 除去器, 適應 非循環 필터를 이용한 適應 雜音 除去器와의 성능을 比較하여 제안한 알고리듬의 妥當性을 立證하였다.

• The Journal of the Acoustical Society of Korea
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• 제24권2E호
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• pp.61-66
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• 2005

Experimental work in underwater acoustic communications using passive phase conjugation has shown that the demodulation error depends on the relative drift rate between the source and receiver [Rouseff et al., IEEE J. Oceanic Eng. 26, 821-831 (2001)]. The observed effect involves the mismatch between the initial impulse response and the subsequent response after the source or receiver has changed locations. In the present work, the effect of drifting source is analyzed by numerical simulations and compared to the experimental results. The communications bit error rate is qualified as a function of drift rate, drifting direction, and source-receiver range.

• 경영과정보연구
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• 제27권
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• pp.131-147
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• 2008

The study examines common component existing in five Asian countries from 1991 to 2007. To do this, the daily stock market indices of Korea, Malaysia, Thailand, Indonesia, and the Philippines were used. Using a Vector Autoregressive Model this paper analyzes causal relations and dynamic interactions between five Asian stock markets. The findings in this study indicate that level of five Asian stock markets' stock return linkages are low. First, from the statistics for pair-wise Granger causality tests, I find Granger-causal relationship between Korea and Indonesia and between Malaysia and and Indonesia. Second, from the results of response function and the statistics of variance decomposition, I find that week shocks to Korean stock market return on Malaysia, Indonesia, Thailand, and the Philippines stock market returns. The results indicate increased Asian stock market linkages but the level is very low. This implies that the benefits of diversification within the five Asian stock markets are still existed.

• 한국해양공학회:학술대회논문집
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• 한국해양공학회 2001년도 추계학술대회 논문집
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• pp.220-226
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• 2001

It is important to estimate exactly wave forces acting on various types of offshore structures under the severe environmental conditions in the ocean site. This paper presents an easy experimental method which deals with transient waves. The proposed scheme made it possible to generate breaking waves at any position in the wave tank by changing the maximum slope of the component waves. The theoretical and experimental methods were investigated by generating concentrated waves which acted on a single and multiple cylinders. The waves forces increased rapidly when the models encountered breaking waves. The theoretical results underestimates the forces due to breaking waves. Therefore, the effects due to breaking waves should be considered carefully in the design process of a structure under the influence of breaking waves.

• 한국해양공학회지
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• 제15권4호
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• pp.8-13
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• 2001

It is important to estimate exactly wave forces acting on various types of offshore structures under the severe environmental conditions in the ocean site. This paper presents an easy experimental method which deals with transient waves. The proposed scheme made it possible to generate breaking waves at any position in the wave tank by changing the maximum slope of the component waves. The theoretical and experimental methods were investigated by generating concentrated waves which acted on a single and multiple cylinders. The waves forces increased rapidly when the models encountered breaking waves. The theoretical results underestimates the forces due to breaking waves. Therefore, the effects due to breaking waves should be considered carefully in the design process of a structure under the influence of breaking waves.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국제학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
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• pp.934-938
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• 1988

In this paper we present a method of determining the unknown degree of any 2D discrete linear shift-invariant system which is characterized only by the coefficients of the double power series of a transfer function, i.e. a 2D impulse response array. Our method is based on a 2D extension of Berlekamp-Massey algorithm for synthesis of linear feedback shift registers, and it gives a novel approach to identification and approximation of 2D linear systems, which can be distinguished in its simplicity and potential of applicability from the other 2D Levinson-type algorithms. Furthermore, we can solve problems of 2D Pade approximation and 2D system reduction on a reasonable assumption in the context of 2D linear systems theory.