• Title/Summary/Keyword: global correlation

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Synchronization Phenomenon and Correlation Analysis of Global Stock Market (글로벌 주식시장의 동조화 현상과 상관관계 분석)

  • Choi, Jeong-Il
    • The Journal of the Korea Contents Association
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    • v.16 no.1
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    • pp.699-707
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    • 2016
  • The purpose of this study, including the Korea stock market and neighboring countries markets is seeing a look at the correlation and synchronization phenomenon. For this purpose, which is expected to have an impact on Korea's stock market, selection the United States and China, Japan, Germany on behalf of the European analyzed the data of the last 151 months. Any analysis, Korea market appeared to show a high correlation with the synchronization phenomenon in Germany and the United States. However Korea and Japan exhibited a low correlation. While the US market showed a very high correlation with Germany but showed a low correlation with China. China has been judged by the proprietary market due to a low correlation with the United States and Japan. The Japanese market has been more affected in Germany and the United States than Asian markets. German market is analyzed to influence the US market under the influence of the Asian market.

Volatility & Correlation Analysis of the East Asian Stock Market - Focusing on Korea·Japan·China·Hong Kong·Taiwan (동아시아 주식시장의 상관관계와 변동성 분석 - 한국·일본·중국·홍콩·대만을 중심으로)

  • Choi, Jeong-Il
    • The Journal of the Korea Contents Association
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    • v.17 no.5
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    • pp.165-173
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    • 2017
  • The purpose of this study was to analyze the correlation and volatility of Korea and neighboring East Asia stock markets. East Asian stock markets were selected for Japan, China, Hong Kong and Taiwan by economically and geographically close with Korea. If you understand the volatility and the correlation between Korea and the East Asian stock market, it may be helpful in predicting investment. And It may reduce the risk of investing of asset allocation in global portfolio level. For this using the national monthly return data for the last 163 months, I was calculating and comparison the rate and correlation, and regression analysis. Result of the correlation analysis, Korea have shown a low correlation with China. while showing a high correlation with Taiwan and Hong Kong. China has been forming its own market in East Asia and showing a low correlation with other countries exception Hong Kong. Hong Kong has been determined as the highest harmonization within the East Stock Market.

On the Change of Flood and Drought Occurrence Frequency due to Global Warming : 1. Change of Daily Rainfall Depth Distribution due to Different Monthly/Yearly Rainfall Depth (지구온난화에 따른 홍수 및 가뭄 발생빈도의 변화와 관련하여 : 1. 연/월강수량의 변화에 따른 일강수량 분포의 변화분석)

  • Yun, Yong-Nam;Yu, Cheon-Sang;Lee, Jae-Su;An, Jae-Hyeon
    • Journal of Korea Water Resources Association
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    • v.32 no.6
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    • pp.617-625
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    • 1999
  • Global warming has begun since the industrial revolution and it is getting worse recently. Even though the increase of greenhouse gases such as $CO_2$ is thought to be the main cause for global warming, its impact on global climate has not been revealed clearly in rather quantitative manners. However, researches using General Circulation Models(GCMs) has shown the accumulation of greenhouse gases increases the global mean temperature, which in turn impacts on the global water circulation pattern. This changes in global water circulation pattern result in abnormal and more frequent meteorological events such as severe floods and droughts, generally more severe than the normal ones, which are now common around the world and is referred as a indirect proof of global warming. Korean peninsula also cannot be an exception and have had several extremes recently. The main objective of this research is to analyze the impact of global warming on the change of flood and drought frequency. Based on the assumption that now is a point in a continuously changing climate due to global warming, we analyzed the observed daily rainfall data to find out how the increase of annual rainfall amount affects the distribution of daily rainfall. Obviously, the more the annual rainfall depth, the more frequency of much daily rainfall, and vice versa. However, the analysis of the 17 points data of Keum river basin in Korea shows that especially the number of days of under 10mm or over 50mm daily rainfall depth is highly correlated with the amount of annual rainfall depth, not the number of dry days with their correlation coefficients quite high around 0.8 to 0.9.

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Determine the hazards of radioactive elements and radon gas manufacturing processes in an Egyptian fertilizer factory

  • Soad Saad Fares
    • Nuclear Engineering and Technology
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    • v.56 no.5
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    • pp.1781-1795
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    • 2024
  • This study investigated the levels of radioactivity in soil surrounding a phosphate fertilizer factory in Egypt, aiming to assess potential risks to the population exposed to radiation. Concentrations of 238U, 226Ra, 232Th, and 40K were measured in soil samples collected from two subsites: one near the factory (subsite 1) and another further away (subsite 2). Two different systems were used for measuring radioactivity, a high-purity gamma ray spectroscopy system with an HPGe detector for gamma-emitting isotopes and a CR-39 solid nuclear track detector for alpha-emitting radon gas. Subsite 1, located close to the factory, displayed significantly elevated levels of 226Ra compared to global background levels (514 and 456 Bq/kg vs. 35 Bq/kg). Additionally, the concentrations of 238U (241.06 Bq/kg vs. global average 35 Bq/kg), 232Th (16.15 Bq/kg vs. global average 30 Bq/kg), and 40K (146.36 Bq/kg vs. global average 400 Bq/kg) were all above global averages. Furthermore, a high concentration of radon gas (337.06 μSv/y) was measured at subsite 1. The strong positive correlation observed between 226Ra and 238U (0.96256) provides further evidence of potentially elevated radioactivity levels near the factory. In contrast, subsite 2, situated farther from the factory, exhibited natural radioactive background levels within international limits. Quantitative analysis revealed that gamma ray absorbed doses for 226Ra and 232Th exceeded global averages in some samples. Specifically, 226Ra doses ranged from 7.8 to 46.26 ppm (exceeding the 20 ppm global average in some cases), and 232Th doses ranged from 1.98 to 9.14 ppm (exceeding the 10 ppm global average in some cases). The concentration of 40K, however, remained within the global range (0.07%-0.69 %). The observed imbalances in the ratios of Th/U (0.17-0.24 Bq/kg and 0.73-0.24 ppm) and U/Ra (0.81-0.73 Bq/kg and 0.73-0.17 ppm), both of which are significantly lower than their respective global averages of 4 and 2.4, point towards the presence of fertilizer-derived contamination. This conclusion is further supported by the high phosphate concentrations detected in the samples. Overall, this study suggests that radioactive contamination near the phosphate fertilizer factory significantly exceeds global background levels and international limits in some cases. This raises concerns about potential risks posed to surrounding agricultural land and crops.

A copula based bias correction method of climate data

  • Gyamfi Kwame Adutwum;Eun-Sung Chung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.160-160
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    • 2023
  • Generally, Global Climate Models (GCM) cannot be used directly due to their inherent error arising from over or under-estimation of climate variables compared to the observed data. Several bias correction methods have been devised to solve this problem. Most of the traditional bias correction methods are one dimensional as they bias correct the climate variables separately. One such method is the Quantile Mapping method which builds a transfer function based on the statistical differences between the GCM and observed variables. Laux et al. introduced a copula-based method that bias corrects simulated climate data by employing not one but two different climate variables simultaneously and essentially extends the traditional one dimensional method into two dimensions. but it has some limitations. This study uses objective functions to address specifically, the limitations of Laux's methods on the Quantile Mapping method. The objective functions used were the observed rank correlation function, the observed moment function and the observed likelihood function. To illustrate the performance of this method, it is applied to ten GCMs for 20 stations in South Korea. The marginal distributions used were the Weibull, Gamma, Lognormal, Logistic and the Gumbel distributions. The tested copula family include most Archimedean copula families. Five performance metrics are used to evaluate the efficiency of this method, the Mean Square Error, Root Mean Square Error, Kolmogorov-Smirnov test, Percent Bias, Nash-Sutcliffe Efficiency and the Kullback Leibler Divergence. The results showed a significant improvement of Laux's method especially when maximizing the observed rank correlation function and when maximizing a combination of the observed rank correlation and observed moments functions for all GCMs in the validation period.

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A Correlation Analysis between International Oil Price Fluctuations and Overseas Construction Order Volumes using Statistical Data (통계 데이터를 활용한 국제 유가와 해외건설 수주액의 상관성 분석)

  • Park, Hwan-Pyo
    • Journal of the Korea Institute of Building Construction
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    • v.24 no.2
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    • pp.273-284
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    • 2024
  • This study investigates the impact of international oil price fluctuations on overseas construction orders secured by domestic and foreign companies. The analysis employs statistical data spanning the past 20 years, encompassing international oil prices, overseas construction orders from domestic firms, and new overseas construction orders from the top 250 global construction companies. The correlation between these variables is assessed using correlation coefficients(R), determination coefficients(R2), and p-values. The results indicate a strong positive correlation between international oil prices and overseas construction orders. The correlation coefficient between domestic overseas construction orders and oil prices is found to be 0.8 or higher, signifying a significant influence. Similarly, a high correlation coefficient of 0.76 is observed between oil prices and new orders from leading global construction companies. Further analysis reveals a particularly strong correlation between oil prices and overseas construction orders in Asia and the Middle East, potentially due to the prevalence of oil-related projects in these regions. Additionally, a high correlation is observed between oil prices and orders for industrial facilities compared to architectural projects. This suggests an increase in plant construction volumes driven by fluctuations in oil prices. Based on these findings, the study proposes an entry strategy for navigating oil price volatility and maintaining competitiveness in the overseas construction market. Key recommendations include diversifying project locations and supplier bases; utilizing hedging techniques for exchange rate risk management, adapting to local infrastructure and market conditions, establishing local partnerships and securing skilled local labor, implementing technological innovations and digitization at construction sites to enhance productivity and cost reduction The insights gained from this study, coupled with the proposed overseas expansion strategies, offer valuable guidance for mitigating risks in the global construction market and fostering resilience in response to international oil price fluctuations. This approach is expected to strengthen the competitiveness of domestic and foreign construction firms seeking success in the international arena.

A Study on IT Curriculum Evaluation for College Students

  • Kim, Heon Joo;Kim, Kyung-mi;Yi, Kang
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.10
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    • pp.255-265
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    • 2022
  • We compared and analyzed the factors affecting the lecture evaluation of IT subjects, which are mandatory for all students of H University. The purpose of this study is to determine whether lecture satisfaction has a significant correlation with academic achievement, attendance rate, and categories of courses. In this study, we check whether the lecture satisfaction of IT liberal arts subjects that require a lot of computer-based practice differs from that of other liberal arts subjects. We used the 2,149 evaluation data of 12 lectures submitted by 2,322 students in the first and second semesters of year 2019 at University H. As for the lecture evaluation results, in addition to the evaluation scores of the multiple choice questions, the subjective questions were also quantified by classifying the statements submitted by the students into positive and negative types to make the results of the lecture evaluation objective. Our research results show that student group who have the higher attendance rates and academic achievements have higher level of lecture satisfaction and they also use more positive words than negative words in subjective evaluation questions. Students with the lower score use the more negative words, but the ratio between positive and negative words does not differ between groups. Higher attendance rates groups in the basic programming courses and software applications courses have higher lecture satisfaction ratio. But in the intermediate programming courses, the higher attendances rate and the lecture satisfaction do not have any significant relationship. Also students in the intermediate programming courses use more negative words than those in the basic programming courses.

Correlation and Hysteresis Analysis between Air and Water Temperatures in the Coastal Zone - Masan Bay (연안해역 기온과 수온의 상관관계 및 이력현상 분석)

  • Cho, Hong-Yeon;Lee, Khil-Ha;Cho, Kyung-Jun;Kim, Jun-Sung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.19 no.3
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    • pp.213-221
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    • 2007
  • In response to anthropogenic global warming due to a buildup greenhouse gas, the effect of the air temperature on water temperature has been noticed and some efforts have been made to build an air/water temperature relationship at the Masan Bay area by the Ministry of Maritime Affairs & Fisheries (MOMAF). As a result of analyzing the auto- and cross-correlation coefficient between air/water temperature, high correlation $(\sim0.9)$ is shown and the correlation coefficient of air temperature is higher than that of water temperature at the lag time less than approximately 10 days. Separate functions are fitted to the air/water relationship at the Masan Bay to take hysteresis into account. The slopes of the straight line for the rising limb are 0.829 and 0.774 for MA1 and MA2 station respectively, while 1.385 and 1.444 ($\sim1.75$ times larger) for the falling limb. Consequently, the seasonal hysteresis should be considered in order to determine an air/water relationship and accurately estimate the water temperature using the air temperature at Masan Bay.

Analysis of the Relationship between CO2 Emissions, OCO-2 XCO2 and SIF in the Korean Peninsula (한반도 지역에서 CO2 배출량과 OCO-2 XCO2 및 SIF의 관계성 분석)

  • Yeji Hwang;Jaemin Kim;Yun Gon Lee
    • Korean Journal of Remote Sensing
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    • v.39 no.2
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    • pp.169-181
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    • 2023
  • Recently, in order to reduce carbon dioxide (CO2) emissions, which is the main cause of global warming, Korea has declared carbon emission reduction targets and carbon neutral. Accurate assessment of regional emissions and atmospheric CO2 concentrations is becoming important as a result. In this study, we identified the spatiotemporal differences between satellite-based atmospheric CO2 concentration and CO2 emissions for the Korean Peninsula region using column-averaged CO2 dry-air mole fraction from the Orbiting Carbon Observatory-2 and emission inventory. And we explained these differences using solar-induced fluorescence (SIF), a photosynthetic reaction index according to vegetation growth. The Greenhouse Gas Inventory and Research Center (GIR) and Emissions Database for Global Atmospheric Research (EDGAR) emissions continued to increase in Korea from 2014 to 2018, but the satellite-based atmospheric CO2 concentration decreased in 2018, respectively. Regionally, GIR and EDGAR emissions increased in 2018 in Gyeonggi-do and Chungcheongbuk-do, but satellite-based CO2 concentrations decreased for the corresponding years. In addition, the correlation analysis between emissions and satellite-based CO2 concentration showed a low correlation of 0.22 (GIR) and 0.16 (EDGAR) in Seoul and Gangwon-do. Atmospheric CO2 concentrations showed a different correlation with SIF by region. In the CO2-SIF correlation analysis for the growing season (May to September), Seoul and Gyeonggi-do showed a negative correlation coefficient of -0.26, Chungcheongbuk-do and Gangwon-do showed a positive correlation coefficient of 0.46. Therefore, it can be suggested that consideration of the CO2 absorption process is necessary for analyzing the relationship between the atmospheric CO2 concentration and emission inventory.

Effects from Social Supports and Global Self-Worth on Children's Stresses (친구, 가족, 교사의 사회적 지지 및 자아가치감에 따른 아동의 스트레스)

  • Han, Jong-Hye;Park, Sung-Ok;Lee, Young-Whan
    • Korean Journal of Human Ecology
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    • v.6 no.1
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    • pp.15-27
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    • 1997
  • The purpose of this study was to examine the effects from social supports and global self-worth on stresses for the children. The subjects were 438 children of the 5th grade in Elementary School and the first grade in Junior High School in Taejeon. The instruments used for this study were Children's Social Support, Global Self-Worth and Stress Scale. The data were analyzed using t-test, Pearson's correlation, multiple regression and path analysis. The main results of the study were as follows; 1. The stresses were different depending on age. When the family and the teacher give higher social supports, the 5th graders have higher global self-worth. When the family gives higher social supports, the stresses were decreased for the 5th graders. When the children have higher global self-worth, the stresses were decreased. 2. When the first graders in Junior High School experienced higher global self-worth and social supports from their friends, family, teacher, the stresses were decreased. 3. The first graders in Junior High School experienced more stresses than the 5th graders in Elementary School in parent-related and academic-related domains. But the first graders in Junior High School experienced less stresses than the 5th graders in Elementary School in friend-related domains. 4. The path analysis showed that social supports from friends and family explained 15% of the stresses for the 5th graders in elementary school. Social support from friends, family, and teacher explained 28% of the stresses for the first graders in Junior High School. 5. For the 5th graders in Elementary School, social supports from friends and family had direct influences on the global self-worth. And the global self-worth had direct influence on children's stresses. But for the first graders in Junior High School, social supports from friends, family, and teacher had direct influences on the global self-worth. And the social supports from friends had direct and indirect effects on children's stresses. 6. For predicting the stresses, the most significant variable was the global self-worth for the 5th graders in Elementary School and the first graders in Junior High School.

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