• 한국항만경제학회지
• /
• 제38권4호
• /
• pp.107-118
• /
• 2022

본 연구에서는 원유시장을 대상으로 위험-수익 관계와 시장 공포, 불확실성, 주식시장, 해상운임지수 사이의 연관성을 검증하기 위해 2002년 1월부터 2022년 6월까지 일별자료를 이용하여 분석하였다. 본 연구를 위해 위험-수익 관계는 TVP-EGARCH-M 모형을 적용하였으며, 시장 공포, 불확실성, 주식시장, 해상운임지수와의 관계를 분석하기 위해 웨이블릿 일치성 모형을 이용하였다. 본 연구의 분석결과는 다음과 같다. 첫째, 시간 가변적 위험-수익 관계 결과에 따르면, 원유시장도 높은 수익률과 높은 위험과 관련이 있는 것으로 나타났다. 둘째, 상관관계와 그랜져 인과관계 분석결과, 위험-수익 관계와 VIX, EPU, S&P500, BDI 사이에서 약한 상관관계가 존재하는 것으로 나타났다. 그리고 EPU, S&P500과 위험-수익 관계에서 양방향 인과관계가 존재하지 않는 것으로 나타났지만 VIX와 BDI는 위험-수익 관계에 영향을 주는 것으로 나타났다. 셋째, 웨이블릿 일관성 결과를 보면, 위험-수익 관계와 VIX, EPU, S&P500, BDI 간의 관계 정도는 시간 가변적인 것으로 나타났다. 특히, 위기기간(금융위기, 코로나19) 전후에 서로 간의 관계가 높은 것으로 나타났다. 그리고 장기에 연관성이 높은 것으로 나타났다. 또한 위험-수익 관계는 VIX, EPU와는 양(+)의 관계, S&P500, BDI와는 음(-)의 관계가 있는 것으로 나타났다. 따라서 시장참여자가 의사결정을 할 때 경제적인 환경 변화를 잘 인식해야 할 것이다.

• 대한원격탐사학회지
• /
• 제38권6_3호
• /
• pp.1847-1859
• /
• 2022

북한에서 발생한 산불은 비무장지대 등으로 남하하는 경우 우리나라에 직·간접적인 영향을 줄 수 있다. 이에 본 연구는 정보 접근불능 지역인 북한의 산불위험정보를 획득하기 위하여 Local Data Assimilation and Prediction System (LDAPS) 기상자료 기반의 지역 최적화된 산불위험지수 Forest Fire Danger Index (FFDI)를 산출하고, 2022년 4월 북한 고성군과 철원군의 산불 사례에 적용하였다. 그 결과 발화일 당시 FFDI가 각각 위험등급 Extreme과 Severe 구간에 해당하여 적합성을 확인하였다. 또한 산불 발생 전후의 위험도지도와 토양수분지도를 정성적으로 비교한 결과 상호 관계성을 파악하였으며, 향후 토양수분, 표준화강수지수(Standardized Precipitation Index, SPI), 식생수분지수(Normalized Difference Water Index, NDWI) 등을 결합하는 방식으로 산불발생위험지수의 개선이 필요하다.

• 대한임상검사과학회지
• /
• 제47권1호
• /
• pp.28-34
• /
• 2015

Pulse wave velocity (PWV) is used to non-invasively estimate the severity of arteriosclerosis by measuring arterial stiffness. Increased arterial stiffness measured by PWV stands for progressive arteriosclerosis and is caused by atherosclerotic risk factors. This study is focused on how brachial-ankle pulse wave velocity (baPWV) is related to the leading risk factors for arteriosclerosis or atherosclerosis. Subjects were 114, 69 males and 45 females who are in 60's and had baPWV test for acute stroke. The results are as follows: the group with increased arterial stiffness showed significant increase in HbA1c, total cholesterol, BSBP (brachial artery systolic blood pressure), BDBP (brachial artery diastolic blood pressure), CSBP (central artery systolic blood pressure), CDBP (central artery diastolic blood pressure), augmentation index (AIx) and diabetes mellitus. Correlation analysis between baPWV and atherosclerotic risk factor showed significant relationship in age, HbA1c, LDL cholesterol, BSBP, BDBP, CSBP, CDBP and augmentation index. baPWV was independently related to age and BSBP in multiple linear regression analysis. The group with increased arterial stiffness was independently related to BDBP in multiple logistic regression analysis. This study might be meaningful in evaluating the relationship between arterial stiffness and atherosclerotic risk factor in a new way, and be helped to make various studies for cardiovascular disease.

• 한국안전학회지
• /
• 제29권2호
• /
• pp.62-67
• /
• 2014

The purpose of this study is to analyze the degree of risk of the working unit of nuclear power plants construction. In order to do this, and the risk index by type and source of risk judgment derived in the previous study were utilized. Further, to derive a risk index of unit work in nuclear power plant construction, a survey targeting safety professionals was conducted. The analytic hierarchy process (AHP) was used for analysis of the survey. The following results were obtained. Firstly, the results of AHP showed that main building work is the most dangerous work, and base excavation work is the second dangerous work among 21 unit works. Secondly, so, it is required to invest more and to take a increasing interest in unit works of civil and architecture as compared to other unit works. Further, the results could be used to reduce the degree of risk in construction of the nuclear power plant.

• 대한임상독성학회지
• /
• 제18권2호
• /
• pp.116-122
• /
• 2020

Acute respiratory failure is an important risk factor for mortality in patients with acute pesticide poisoning. Therefore, it is necessary to investigate the risk factors to predict respiratory failure in these patients. This study retrospectively investigated the clinical features of respiratory failure among patients with acute pesticide poisoning requiring mechanical ventilation. This study included patients who were admitted with intentional poisoning by pesticide ingestion from January 2017 to December 2019. Paraquat intoxication was excluded. Among 469 patients with acute pesticide poisoning, 398 patients were enrolled in this study. The respiratory failure rate was 30.4%. The rate of respiratory failure according to the type of pesticide was carbamate (75.0%), organophosphate (52.6%), glufosinate (52.1%), glyphosate (23%), pyrethroid (8.9%), and others (17%). The mortality was 25.6% in the respiratory failure group. The risk factors for respiratory failure were old age, low body mass index, and ingestion of more than 300 mL. In conclusion, respiratory failure is a risk factor for mortality in pesticide poisoning. Old age, low body mass index, and ingestion of more than 300 mL are the risk factors for predicting respiratory failure.

• 한국전문물리치료학회지
• /
• 제28권3호
• /
• pp.177-185
• /
• 2021

Background: Muscle undergoes change continuously with aging. Sarcopenia, in which muscle mass decrease with aging, is associated with various diseases, the risk of falling, and the deterioration of quality of life. Obesity and sarcopenia also have a synergy effect on the disease of the older adults. Objects: This study examined the risk factors for sarcopenia, sarcopenic obesity, and sarcopenia without obesity and developed prediction models. Methods: This machine-learning study used the 2008-2011 Korea National Health and Nutrition Examination Surveys in the analysis. After data curation, 5,563 older participants were selected, of whom 1,169 had sarcopenia, 538 had sarcopenic obesity, and 631 had sarcopenia without obesity; the remaining 4,394 were normal. Decision tree and random forest models were used to identify risk factors. Results: The risk factors for sarcopenia chosen by both methods were body mass index (BMI) and duration of moderate physical activity; those for sarcopenic obesity were sex, BMI, and duration of moderate physical activity; and those for sarcopenia without obesity were BMI and sex. The areas under the receiver operating characteristic curves of all prediction models exceeded 0.75. BMI could predict sarcopenia-related disease. Conclusion: Risk factors for sarcopenia-related diseases should be identified and programs for sarcopenia-related disease prevention should be developed. Data-mining research using population data should be conducted to enhance the effectiveness of early treatment for people with sarcopenia-related diseases through predictive models.

• The Journal of Asian Finance, Economics and Business
• /
• 제9권1호
• /
• pp.143-152
• /
• 2022

This paper examines the relationship between investor sentiment and the risk of a stock price crash at the firm level. Our dataset includes 131 firms listed on the Saudi stock exchange (Tadawul) from 2011 to 2019, as well as 953 firm-year observations. To evaluate crash risk, we employ two distinct proxies and propose an index for measuring firm-level sentiment which we use for the first time in our study. The average turnover rate, price-earnings ratio, and overnight return are the three sentiment proxies we utilize in our index. Our findings show that high levels of investor emotion increase managers' proclivity to withhold unfavorable news from investors, which aggravates the risk of a stock price crash. We undertake cross-sectional regressions by sector to ensure the robustness of our findings, and our findings are confirmed. After accounting for any endogeneity issues with the GMM technique, the results remain the same. Furthermore, we analyze the liquidity effect by dividing our sample into subsamples with better and worse liquidity and find that firms with worse liquidity have a considerably greater positive impact of investor mood. Overall, our findings help investors and regulators recognize the significance of this downside risk and how to manage it in the stock market.

• 대한수학회논문집
• /
• 제23권1호
• /
• pp.141-151
• /
• 2008

In this paper, we derive the nonlinear equation for European option pricing containing liquidity risk which can be defined as the inverse of the partial derivative of the underlying asset price with respect to the amount of assets traded in the efficient market. Numerical solutions are obtained by using finite element method and compared with option prices of KOSPI200 Stock Index. These prices computed with liquidity risk are considered more realistic than the prices of Black-Scholes model without liquidity risk.

• Clinical and Experimental Pediatrics
• /
• 제62권10호
• /
• pp.374-379
• /
• 2019

Background: Attention deficit hyperactivity disorder (ADHD) symptoms have a major impact on individuals, families, and society. Therefore identification risk factors of ADHD are a public health priority. Purpose: This is meta-analysis evaluated the association between maternal prepregnancy body mass index and the risk of ADHD among the resulting offspring. Methods: The search identified studies published through December 2018 in the PubMed, Web of Science, and Scopus databases. The odds ratios (ORs) or hazard ratios (HRs) with 95% confidence intervals (CI) extracted from eligible studies were used as the common measure of association among studies. Results: A significant association was found between overweight women and the risk of ADHD among children with the pooled HR and OR estimates (HR, 1.27 and 95% CI, 1.17-1.37; OR, 1.28 and 95% CI, 1.15-1.40, respectively). This association was significant between obese women and the risk of ADHD among children and adolescents with the pooled estimates of HR and OR (HR, 1.65 and 95% CI, 1.55-1.76; OR, 1.42 and 95% CI, 1.23-1.61). Conclusion: The current epidemiological studies present sufficient evidence that prepregnancy overweight and obesity are significantly associated with an increased risk of ADHD among children and adolescents. These findings provide a new approach to preventing ADHD by controlling weight gain in the prenatal period, which should be considered by policymakers.

• 한국방재안전학회논문집
• /
• 제9권2호
• /
• pp.15-21
• /
• 2016

국민안전처에서 발행하는 재난연감에 의하면 교통사고 화재 붕괴등 사회재난을 23가지로 분류하고 있다. 과거 재난은 주로 태풍 가뭄등 자연의 영향으로 발생한 반면 사회가 도시 중심으로 집중됨에 따라 사회재난의 종류와 빈도, 규모는 점점 증가하고 있는 추세이다. 그러나 이러한 사회재난이 가지고 있는 위해성이 어느 정도인지 객관적으로 판단할 수 있는 구체적인 기준과 평가방법이 없는 상태이다. 따라서 본 연구는 주요 사회재난 중 교통사고, 화재사고, 붕괴사고를 대상으로 최근 8년간 발생한 빈도, 인명피해규모, 재산피해규모에 관한 데이터를 활용하여 3차원 공간좌표상의 두 점간의 거리(유클리드거리)로써 재난위해지수를 산정하여 사회재난의 유형별 정량적인 평가가 가능하도록 하였다. 이 결과를 활용하여 주요 사회재난 유형별 위해성 순위를 정량적으로 평가할 수 있어 국가 재난관리체계 구축 시 기초자료로 활용될 수 있을 것으로 사료된다.