• 제목/요약/키워드: System Generalized Method Moments

검색결과 28건 처리시간 0.026초

모멘트 정합 방법(Moment Matching Method)을 이용한 전기철도 급전시스템의 고조파 평가 (Harmonics Assessment for an Electric Railroad Feeding System using Moments Matching Method)

  • 이준경;이승혁;김진오
    • 전기학회논문지
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    • 제56권1호
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    • pp.1-7
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    • 2007
  • Generally, an electric railroad feeding system has many problems due to the different characteristics in contrast with a load of general three-phase AC electric power system. One of them is harmonics problem caused by the switching device existing in the feeding system, and moreover, the time-varying dynamic loads of rail way is inherently another cause to increase this harmonics problem. In Korea power systems, the electric railroad feeding system is directly supplied from the substation of KEPCO. Therefore, if voltages fluctuation or unbalanced voltages are created by the voltage and current distortion or voltage drop during operation, it affects directly the source of supply. The trainloads of electric railway system have non-periodic but iterative harmonic characteristics as operating condition, because the electric characteristic of the electric railroad feeding system is changed by physical conditions of the each trainload. According to the traditional study, the estimation of harmonics has been performed by deterministic way using the steady state data at the specific time. This method is easy to analyze harmonics, but it has limits in some cases which needs an assessment of dynamic load and reliability. Therefore, this paper proposes the probabilistic estimation method, moments matching method(MW) in order to overcome the drawback of deterministic method. In this paper, distributions for each harmonics are convolved to obtain the moments and cumulants of TDD(Total Demand Distortion), and this can be generalized for any number of trains. For the case study, the electric railway system of LAT(Intra Airport Transit) in Incheon International Airport is modeled using PSCAD/EMTDC dynamic simulator. The raw data of harmonics for the moments matching method is acquired from simulation of the LAT model.

Resonant Frequency Estimation of Reradiation Interference at MF from Power Transmission Lines Based on Generalized Resonance Theory

  • Bo, Tang;Bin, Chen;Zhibin, Zhao;Zheng, Xiao;Shuang, Wang
    • Journal of Electrical Engineering and Technology
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    • 제10권3호
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    • pp.1144-1153
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    • 2015
  • The resonant mechanism of reradiation interference (RRI) over 1.7MHz from power transmission lines cannot be obtained from IEEE standards, which are based on researches of field intensity. Hence, the resonance is ignored in National Standards of protecting distance between UHV power lines and radio stations in China, which would result in an excessive redundancy of protecting distance. Therefore, based on the generalized resonance theory, we proposed the idea of applying model-based parameter estimation (MBPE) to estimate the generalized resonance frequency of electrically large scattering objects. We also deduced equation expressions of the generalized resonance frequency and its quality factor Q in a lossy open electromagnetic system, i.e. an antenna-transmission line system in this paper. Taking the frequency band studied by IEEE and the frequency band over 1.7 MHz as object, we established three models of the RRI from transmission lines, namely the simplified line model, the tower line model considering cross arms and the line-surface mixed model. With the models, we calculated the scattering field of sampling points with equal intervals using method of moments, and then inferred expressions of Padé rational function. After calculating the zero-pole points of the Padé rational function, we eventually got the estimation of the RRI’s generalized resonant frequency. Our case studies indicate that the proposed estimation method is effective for predicting the generalized resonant frequency of RRI in medium frequency (MF, 0.3~3 MHz) band over 1.7 MHz, which expands the frequency band studied by IEEE.

How do Energy Consumption, Economic Growth and Logistics Development Interrelate?

  • HE, Yugang
    • 유통과학연구
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    • 제18권1호
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    • pp.71-83
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    • 2020
  • Purpose: Because the energy consumption, economic growth and logistics development are still the heated topics which have attracted many scholars' interests. Therefore, this paper attempts to analyze the effect of logistics development on the economic growth, explore the effect of the economic growth on energy consumption and to discuss the effect of the logistics development on energy intensity. Research design, data and methodology: Using the panel data over the period 2000-2017 of 156 countries and employing the country & year fixed effect model, system generalized method moments and random effect model, the empirical analyses of this propositions are performed. Results: The empirical findings present that the logistics development is positively related to the economic growth. The energy consumption in the t-1 period and economic growth are positively related to the current energy consumption. The logistics development is negatively related to the energy intensity. Meanwhile, the empirical findings also indicate that there is a great difference about these effects among the four sub-samples (low income 18 countries, low middle income 49 countries, upper middle income 44 countries, high income 49 countries). Conclusions: Based on the evidences in this paper provided, we can find that these variables can affect each other.

The Effect of Trade Integration on Business Cycle Synchronization in East Asia

  • NGUYEN, Vinh Thi Hong;HOANG, Thuy Thi Thanh;NGUYEN, Sang Minh
    • The Journal of Asian Finance, Economics and Business
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    • 제7권8호
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    • pp.225-231
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    • 2020
  • The paper aims to investigate the impact of trade integration on business cycle synchronization for the East Asian countries during 2005- 2017 based on the endogeneity hypothesis of Optimum Currency Area criteria. We test the determinants of business cycles by calculating bilateral trade, financial integration, and business cycle synchronization. Applying the system Generalized Method of Moments for dynamic panel data models, the results show that business cycle synchronization is highly associated with trade and financial integration. These findings confirm the endogeneity hypothesis that more trade integration will mitigate asymmetric shocks, and have a positive impact on the business cycle synchronization. The increased trade intensity and financial linkage lead to more correlated business cycles in East Asia. Apart from trade and financial integration, the trade structure differential, monetary policy similarity also influence the business cycle comovement. The significantly negative impact of trade structure differential on business cycle synchronization suggests that countries with less similar structures are more likely to undergo asymmetric shocks. The results also indicate that monetary policy matters for output comovement. This study recommends that the East Asian countries should focus on bilateral trade as well as financial integration with each other to reap benefits from the integration process.

Role of Information Sharing on the Impact of Foreign Banks' Penetration on Banking Competition

  • ZOHREHVAND, Azadeh;IBRAHIM, Saifuzzaman;HABIBULLAH, Muzafar Shah;YUSOP, Zulkornain;MAZLAN, Nur Syazwani
    • The Journal of Asian Finance, Economics and Business
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    • 제7권11호
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    • pp.707-715
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    • 2020
  • Globalization has led to an increase in foreign banks' penetration. It is argued that the presence of foreign banks may affect the banking sector of the host countries in several ways including their competition level. It is mentioned that the presence of the foreign banks could heightened the level of competition in the banking sector. Nonetheless, the impact of the foreign banks on competition could be influenced by the degree of information sharing in the banking industry. This study investigates the role of information sharing in moderating the impact of foreign bank penetration on host banking sector competition in selected developing countries. We employ panel data samples of 54 developing countries during the period from 1998 to 2016. The estimation is carried out using the two-step system of the Generalized Method of Moments (GMM) regression technique. This technique is adopted due to its robustness to all forms of endogeneity. The findings of this study show that the presence of information sharing could affect the relationship between foreign banks' penetration and competition. They suggest that improvement in information sharing by a host country may help foreign banks to improve monitoring and reduce the moral hazard and adverse selection problem.

Effects of the Utilization of Non-Reciprocal Trade Preferences Offered by QUAD Countries on Economic Growth in Beneficiary Countries

  • SENA KIMM GNANGNON
    • KDI Journal of Economic Policy
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    • 제45권1호
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    • pp.33-68
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    • 2023
  • The present article investigates empirically whether non-reciprocal trade preferences (NRTPs) offered by QUAD countries (Canada, the European Union, Japan, and the United States) to developing countries have helped to promote economic growth in the beneficiary countries. Two main blocks of NRTPs are considered here: Generalized System of Preferences (GSP) programs and other trade preferences programs. The analysis used a set of 90 beneficiary countries of NRTPs that are concurrently recipients of development aid over the period of 2002-2018. Using the two-step system generalized method of moments, the analysis indicated that while a higher degree of utilization of each of these two blocks of NRTPs has been associated with a high economic growth rate, development aid enhances this positive effect. This highlights the need for donors to support a development strategy based on the provision of both development aid and NRTPs if they are to help beneficiary countries to promote economic growth. Finally, when the positive economic growth effect of the utilization of NRTPs is higher, the result is a greater country's share of exports (under preferential tariffs) to QUAD countries out of their total merchandise exports.

아프리카 국가들의 경제성장률 변동성에 기후변화, 송금 및 농업 원조가 미치는 영향 분석 (Can Agricultural Aid and Remittances Alleviate Macroeconomic Volatility in Response to Climate Change Shocks?)

  • 유수빈;김태윤
    • 자원ㆍ환경경제연구
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    • 제25권4호
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    • pp.471-494
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    • 2016
  • 본 연구는 1996년부터 2013년의 경제성장률의 변동성 데이터를 이용하여 아프리카 28개국의 경제적 안정성에 영향을 미치는 요인을 분석한 것이다. 28개 아프리카 국가의 1996년 부터 2013년의 연도별 자료를 3년씩 따로 분류하여 총 6개의 시계열 자료를 구축하고 이를 토대로 패널 분석을 수행하였다. 송금 및 농업원조와 경제성장률의 변동성 간의 내생성 문제를 해결하기 위하여 system-GMM (system-Generalized Method of Moments)을 이용하였다. 분석결과 기후변화를 대표하는 요인 중 자연재해와 온도의 변동성만이 경제 안정성을 악화시키는 요인으로 나타났다. 반면 송금과 농업원조자금은 아프리카 국가들의 경제를 안정시키는 효과를 보이며, 특히 송금의 경우 자연재해 발생에 따른 경제 변동성을 감소시키는 보험의 역할을 하는 것으로 판단된다.

Surface and Interface Magnetism in CoTi/FeTi/CoTi(110)

  • Lee G.H.;Jin Y. J.;Lee J. I.;Hong S.C.
    • Journal of Magnetics
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    • 제10권1호
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    • pp.1-4
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    • 2005
  • We investigated the electronic structures and the magnetic properties of Ti-based intermetallic system of CoTi/FeTi/CoTi(110) surface and interface by using the all-electron full potential linearized augmented plane wave (FLAPW) method within the generalized gradient approximation (GGA). The calculated magnetic moments of interface Co and Fe atoms are 0.65 and 0.15 μ/sub B/, respectively. Surface and interface magnetism of CoTi/FeTi/CoTi(110) are discussed using the calculated density of states (DOS) and the spin densities.

Magnetism and Magnetocrystalline Anisotropy at fcc Fe (001) Surface

  • Yun, Won-Seok;Cha, Gi-Beom;Hong, Soon-Cheol
    • Journal of Magnetics
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    • 제13권4호
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    • pp.144-148
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    • 2008
  • The size and surface effects on the magnetism of a fcc Fe (001) surface was investigated by performing firstprinciples calculations on 3, 5, 7, and 9 monolayers fcc Fe (001) single slabs with two different two-dimensional lattice constants, ${\alpha}=3.44{\AA}$ (System I) and 3.65 ${\AA}$ (System II), using the all-electron full-potential linearized augmented plane wave method within a generalized gradient approximation. The surface layers were coupled ferromagnetically to the subsurface layer in both systems. However, the magnetism of the inner layers was quite different from each other. While all the inner layers of System II were ferromagnetically coupled in the same way as the surface layer, the inner layers of System I showed a peculiar magnetism, bilayer antiferromagnetism. The calculated spin magnetic moments per Fe atom were approximately 2.7 and 2.9 ${\mu}_B$ at the surface for Systems I and II, respectively, due to the almost occupied Fe d-state being in the majority spin state and band narrowing. The spin orientations of System I were out-of-plane regardless of its thickness, whereas the orientation of System II changed from out-of-plane to in-plane with increasing thickness.

The Relationship between Corporate Social Responsibility and Corporate Financial Performance: An Empirical Study of Commercial Banks in Vietnam

  • BUI, Hang Thi Thu
    • The Journal of Asian Finance, Economics and Business
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    • 제8권10호
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    • pp.373-383
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    • 2021
  • This article aims to examine the one-way relationship between corporate social responsibility (CSR) and the financial performance of Vietnamese commercial banks, mainly focusing on the moderating role of ownership structure. Net interest margin (NIM), return on assets (ROA), and return on equity (ROE) are selected to represent the financial performance of the bank. CSR was measured using a multi-method approach that included both quantitative and qualitative methods. Corporate Social Responsibility Expenditure (CSRE) was estimated using financial data. The Corporate Social Responsibility Disclosure (CSRD) index was created using the content analysis method. Using a sample of Vietnamese commercial banks from 2012 to 2019 to perform regressions in the dynamic panel models with the two-step system generalized method of moments (GMM) estimator, the results show a positive effect of both CSRE and CSRD on the financial performance of the bank. Empirical evidence shows that the positive relationship between CSRE and financial performance is more robust in statecontrolled banks than non-state-controlled banks. In contrast, the positive impact of CSRD on the financial performance of state-owned commercial banks is weaker than that of private banks. Finally, the paper points out the limitations and proposes future research directions.