• Title/Summary/Keyword: STATIC-99

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Development of Electret to Improve Output and Stability of Triboelectric Nanogenerator (마찰대전 나노발전기의 출력 및 안정성 향상을 위한 일렉트렛 개발)

  • Kam, Dongik;Jang, Sunmin;Yun, Yeongcheol;Bae, Hongeun;Lee, Youngjin;Ra, Yoonsang;Cho, Sumin;Seo, Kyoung Duck;Cha, Kyoung Je;Choi, Dongwhi
    • Korean Chemical Engineering Research
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    • v.60 no.1
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    • pp.93-99
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    • 2022
  • With the rapid development of ultra-small and wearable device technology, continuous electricity supply without spatiotemporal limitations for driving electronic devices is required. Accordingly, Triboelectric nanogenerator (TENG), which utilizes static electricity generated by the contact and separation of two different materials, is being used as a means of effectively harvesting various types of energy dispersed without complex processes and designs due to its simple principle. However, to apply the TENG to real life, it is necessary to increase the electrical output. In addition, stable generation of electrical output, as well as increase in electrical output, is a task to be solved for the commercialization of TENG. In this study, we proposed a method to not only improve the output of TENG but also to stably represent the improved output. This was solved by using the contact layer, which is one of the components of TENG, as an electret for improved output and stability. The utilized electret was manufactured by sequentially performing corona charging-thermal annealing-corona charging on the Fluorinated ethylene propylene (FEP) film. Electric charges artificially injected due to corona charging enter a deep trap through the thermal annealing, so an electret that minimizes charge escape was fabricated and used in TENG. The output performance of the manufactured electret was verified by measuring the voltage output of the TENG in vertical contact separation mode, and the electret treated to the corona charging showed an output voltage 12 times higher than that of the pristine FEP film. The time and humidity stability of the electret was confirmed by measuring the output voltage of the TENG after exposing the electret to a general external environment and extreme humidity environment. In addition, it was shown that it can be applied to real-life by operating the LED by applying an electret to the clap-TENG with the motif of clap.

A Study on Industries's Leading at the Stock Market in Korea - Gradual Diffusion of Information and Cross-Asset Return Predictability- (산업의 주식시장 선행성에 관한 실증분석 - 자산간 수익률 예측 가능성 -)

  • Kim Jong-Kwon
    • Proceedings of the Safety Management and Science Conference
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    • 2004.11a
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    • pp.355-380
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    • 2004
  • I test the hypothesis that the gradual diffusion of information across asset markets leads to cross-asset return predictability in Korea. Using thirty-six industry portfolios and the broad market index as our test assets, I establish several key results. First, a number of industries such as semiconductor, electronics, metal, and petroleum lead the stock market by up to one month. In contrast, the market, which is widely followed, only leads a few industries. Importantly, an industry's ability to lead the market is correlated with its propensity to forecast various indicators of economic activity such as industrial production growth. Consistent with our hypothesis, these findings indicate that the market reacts with a delay to information in industry returns about its fundamentals because information diffuses only gradually across asset markets. Traditional theories of asset pricing assume that investors have unlimited information-processing capacity. However, this assumption does not hold for many traders, even the most sophisticated ones. Many economists recognize that investors are better characterized as being only boundedly rational(see Shiller(2000), Sims(2201)). Even from casual observation, few traders can pay attention to all sources of information much less understand their impact on the prices of assets that they trade. Indeed, a large literature in psychology documents the extent to which even attention is a precious cognitive resource(see, eg., Kahneman(1973), Nisbett and Ross(1980), Fiske and Taylor(1991)). A number of papers have explored the implications of limited information- processing capacity for asset prices. I will review this literature in Section II. For instance, Merton(1987) develops a static model of multiple stocks in which investors only have information about a limited number of stocks and only trade those that they have information about. Related models of limited market participation include brennan(1975) and Allen and Gale(1994). As a result, stocks that are less recognized by investors have a smaller investor base(neglected stocks) and trade at a greater discount because of limited risk sharing. More recently, Hong and Stein(1999) develop a dynamic model of a single asset in which information gradually diffuses across the investment public and investors are unable to perform the rational expectations trick of extracting information from prices. Hong and Stein(1999). My hypothesis is that the gradual diffusion of information across asset markets leads to cross-asset return predictability. This hypothesis relies on two key assumptions. The first is that valuable information that originates in one asset reaches investors in other markets only with a lag, i.e. news travels slowly across markets. The second assumption is that because of limited information-processing capacity, many (though not necessarily all) investors may not pay attention or be able to extract the information from the asset prices of markets that they do not participate in. These two assumptions taken together leads to cross-asset return predictability. My hypothesis would appear to be a very plausible one for a few reasons. To begin with, as pointed out by Merton(1987) and the subsequent literature on segmented markets and limited market participation, few investors trade all assets. Put another way, limited participation is a pervasive feature of financial markets. Indeed, even among equity money managers, there is specialization along industries such as sector or market timing funds. Some reasons for this limited market participation include tax, regulatory or liquidity constraints. More plausibly, investors have to specialize because they have their hands full trying to understand the markets that they do participate in

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