• 제목/요약/키워드: run time impact

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Dynamic Relationship between Stock Index and Asset Prices: A Long-run Analysis

  • NATARAJAN, Vinodh K;ABRAR UL HAQ, Muhammad;AKRAM, Farheen;SANKAR, Jayendira P
    • The Journal of Asian Finance, Economics and Business
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    • 제8권4호
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    • pp.601-611
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    • 2021
  • There are many asset prices which are interlinked and have a bearing on the stock market index. Studies have shown that the interrelationship among these asset prices vary and are inconsistent. The ultimate aim of this study is to examine the dynamic relationship between gold price, oil price, exchange rate and stock index. Monthly time series data has been utilized by the researcher to examine the interrelationship between four variables. The relationship among stock exchange rate index, oil price and gold price have been undertaken using regression and granger causality test. The results indicate that the exchange rate and oil price have an indirect influence on NIFTY; whereas gold price had a direct impact on NIFTY. It is evident from the results that volatility in the price of gold is mainly dependent on the exchange rate and vice versa. All the variables affect NIFTY in some way or the other. However, gold has a direct and vital relationship. From the study findings, it can be concluded that macroeconomic variables like commodity prices and foreign exchange rate, gold and oil, have a strong relationship on the return on securities at the national stock exchange of India.

기후변화에 따른 유역의 수문요소 및 수자원 영향평가 (Impact Assessment of Climate Change on Hydrologic Components and Water Resources in Watershed)

  • 권병식;김형수;서병하;김남원
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2005년도 학술발표회 논문집
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    • pp.143-148
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    • 2005
  • The main purpose of this study is to suggest and evaluate an operational method for assessing the potential impact of climate change on hydrologic components and water resources of regional scale river basins. The method, which uses large scale climate change information provided by a state of the art general circulation model(GCM) comprises a statistical downscaling approach and a spatially distributed hydrological model applied to a river basin located in Korea. First, we construct global climate change scenarios using the YONU GCM control run and transient experiments, then transform the YONU GCM grid-box predictions with coarse resolution of climate change into the site-specific values by statistical downscaling techniques. The values are used to modify the parameters of the stochastic weather generator model for the simulation of the site-specific daily weather time series. The weather series fed into a semi-distributed hydrological model called SLURP to simulate the streamflows associated with other water resources for the condition of $2CO_2$. This approach is applied to the Yongdam dam basin in southern part of Korea. The results show that under the condition of $2CO_2$, about $7.6\% of annual mean streamflow is reduced when it is compared with the observed one. And while Seasonal streamflows in the winter and autumn are increased, a streamflow in the summer is decreased. However, the seasonality of the simulated series is similar to the observed pattern and the analysis of the duration cure shows the mean of averaged low flow is increased while the averaged wet and normal flow are decreased for the climate change.

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기후변화가 용담댐 유역의 유출에 미치는 영향 (Impact of Climate Change on Yongdam Dam Basin)

  • 김병식;김형수;서병하;김남원
    • 한국수자원학회논문집
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    • 제37권3호
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    • pp.185-193
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    • 2004
  • 본 연구는 기후변화가 유역의 유출량과 수자원에 미치는 영향을 조사하고 평가하는데 목적이 있다. 이를 위하여 먼저, YONU GCM의 제한실험과 점증실험을 실시하여 전구적 규모의 기후변화 시나리오를 작성하였으며, 통계학적 축소기법과 추계학적 일기발생기법을 이용하여 대상지점의 일 수문기상 시계열을 모의하였다. 이렇게 얻은 시계열자료를 2CO2 상황에서의 유출량자료로 변환하기 위해 준 분포형 강우-유출 모형인 SLURP 모형에 입력하였다. 본 연구에서는 이 방법을 용담댐 유역에 적용하였으며, 그 결과, 기후변화시 연 평균 유출량의 경우 현재상황에 비해 약7.6% 감소하는 것으로 모의되었으며, 계절적으로 볼 때 겨울철과 가을철에는 유출량이 증가하였으나 여름철에는 감소하였다. 그러나, 유출량의 계절적 패턴은 변화가 없는 것으로 모의되었다.

The Impact of Crude Oil Prices on Macroeconomic Factors in Korea

  • Yoon, Il-Hyun
    • 아태비즈니스연구
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    • 제13권2호
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    • pp.39-50
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    • 2022
  • Purpose - The purpose of this study is to examine how Korea's macroeconomic factors, such as GDP, CPI, Export, Import, Unemployment rate and USD/KRW exchange rate, are affected by the oil price shocks. Design/methodology/approach - This study used monthly and quarterly time-series data of each variable for the period 1983 to 2022, consisting of two sub-periods, to employ Granger causality test and GARCH method in order to identify the role of the oil price movement in macroeconomic factors in Korea. Findings - Korea's currency rate to the US dollar is negatively correlated with the price change of crude oil while the GDP change is positively correlated with the price change of crude oil with strong relationship between Export and Import in particular. The exchange rate and GDP growth are believed to be not correlated with the oil price change for the pre-GFC period. According to the Granger causality test, the price change in crude oil has a causal impact on CPI, Export and Import while other factors are relatively slightly affected. Transmission effect from the oil price to Export is found and there also exists volatility spillover from oil price to economic variables under examination. Comparing two sub-periods, CPI and Export volatility responds negatively to shocks in the oil price for the pre-GFC period while volatility of CPI and Unemployment reacts positively to the oil price shocks for the post-GFC period. Research implications or Originality - The findings of this study could be helpful for both domestic and international investors to build their portfolio for the risk management since rising WTI price can be interpreted as a result of global economic growth and ensuing increase in the worldwide demand of the crude oil. Consequently, the national output is expected to increase and the currency is also expected to be strong in the long run.

Evaluation of Erosivity Index (EI) in Calculation of R Factor for the RUSLE

  • Kim, Hye-Jin;Song, Jin-A;Lim, You-Jin;Chung, Doug-Young
    • 한국토양비료학회지
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    • 제45권1호
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    • pp.112-117
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    • 2012
  • The Revised Universal Soil Loss Equation (RUSLE) is a revision of the Universal Soil Loss Equation (USLE). However, changes for each factor of the USLE have been made in RUSLE which can be used to compute soil loss on areas only where significant overland flow occurs. RUSLE which requires standardized methods to satisfy new data requirements estimates soil movement at a particular site by utilizing the same factorial approach employed by the USLE. The rainfall erosivity in the RUSLE expressed through the R-factor to quantify the effect of raindrop impact and to reflect the amount and rate of runoff likely is associated with the rain. Calculating the R-factor value in the RUSLE equation to predict the related soil loss may be possible to analyse the variability of rainfall erosivity with long time-series of concerned rainfall data. However, daily time step models cannot return proper estimates when run on other specific rainfall patters such as storm and daily cumulative precipitation. Therefore, it is desirable that cross-checking is carried out amongst different time-aggregations typical rainfall event may cause error in estimating the potential soil loss in definite conditions.

ICT와 업무의 변화 - 일의 파편화 관점에서 - (ICT and the Changing Nature of Work: Work Fragmentation)

  • 이세윤;박준기;이정우
    • 정보화정책
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    • 제21권1호
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    • pp.35-56
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    • 2014
  • ICT가 도입되면서, 업무의 수행이 예전에 비해서 파편화되고 있다. 파편화는 업무의 연속성을 해친다는 측면에서 생산성에 부정적일 수 있지만, 일의 파편화를 잘 관리하여 조합한다면 업무의 모드를 효과적으로 미래형으로 전환하여 생산성을 향상시킬 수도 있을 것이다. 본 연구에서는 일의 파편화가 어떠한 유형으로 나타나고, 유형에 따라 업무의 특성들은 어떻게 다른지를 조사 분석 하였다. 이러한 연구목적을 달성하기 위해 파편화의 종류와 정도, 그리고 ICT 사용을 포함한 업무의 특성에 관해서 설문을 구성하였고 이를 활용하여 데이터를 수집하였다. 실제 기업 근무자들을 대상으로 수집한 300건의 설문 응답을 분석에 사용하였다. 군집분석을 통해 업무 시간/공간 편중형, 업무 시간 분산형, 업무 공간 분산형, 업무 시간/공간 파편형의 4가지 군집 유형을 도출하였다. 군집별로 업무 영역, 경력, 업무의 특성, ICT 사용에 대한 특성들의 차이를 분석하였다. 결론에서는 이렇게 변화하여 나가고 있는 업무 특성의 본질적인 변화를 수용하기 위해서는 어떠한 정책과 대응책이 필요한지, 본 분석의 시사점들을 중심으로 논의하였다.

TV VOD 수요 분석: 시계열분석을 중심으로 (An Analysis on TV VOD Demand: Focusing on Time Series Analysis)

  • 김기진;최성희
    • 문화경제연구
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    • 제21권3호
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    • pp.59-88
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    • 2018
  • 최근 들어 침체되어 있던 영화 부가시장 매출이 증가세를 보이고 있으며 특히 IPTV 및 디지털 케이블 TV 영화 VOD 매출 증가가 두드러진다. TV VOD 시장의 중요성이 높아짐에 따라 본 연구에서는 TV VOD 관련 시계열 총계(aggregate) 자료를 사용하여 TV VOD 수요의 특징과 수요 결정요인에 대한 실증적 결과를 제시하였다. 구체적으로 2013 년 1월부터 2018년 6월 기간 동안 우리나라 TV VOD 월별 총 이용실적 자료와 시계열모형(ARDL)을 통해 실증분석을 하였다. 분석 결과, TV VOD 수요의 특성과 관련하여 VOD 수요는 극장 수요에 비해 계절성이 약하며, 월별 VOD 이용실적 1위 영화의 성과가 해당월의 전체 수요에서 차지하는 비중이 극장에 비해 낮음을 알 수 있었다. 또한 홀드백와 극장 개봉성과 간에 일관된 관계가 존재한다고 보기는 어려웠다. 수요 결정요인에 대한 분석 결과, 단기적 관계에서 1인당 실질 GDP, IPTV 가입자 수, 극장 관객 수 및 대체재의 가격이 TV VOD 수요에 유의한 영향을 미치는 것으로 나타났으나, 장기탄력성에서는 1인당 실질 GDP를 제외한 나머지 변수들의 영향은 통계적으로 유의하지 않았다. 극장 관객 수의 경우는 장단기 모두에서 유의하게는 나타났으나 10% 유의수준에서 유의성이 확인되었으므로 본 변수의 영향이 강건하다고 보기는 어렵다.

Gender Dfferences in Ground Reaction Force Components

  • Park, Sang-Kyoon;Koo, Seungbum;Yoon, Suk-Hoon;Park, Sangheon;Kim, Yongcheol;Ryu, Ji-Seon
    • 한국운동역학회지
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    • 제28권2호
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    • pp.101-108
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    • 2018
  • Objective: The aim of this study was to investigate gender differences in ground reaction force (GRF) components among different speeds of running. Method: Twenty men ($age=22.4{\pm}1.6years$, $mass=73.4{\pm}8.4kg$, $height=176.2{\pm}5.6cm$) and twenty women ($age=20.7{\pm}1.2years$, $mass=55.0{\pm}8.2kg$, $height=163.9{\pm}5.3cm$) participated in this study. All participants were asked to run on an instrumented dual belt treadmill (Bertec, USA) at 8, 12, and 16 km/h for 3 min, after warming up. GRF data were collected from 30 strides while they were running. Hypotheses were tested using one-way ANOVA, and level of significance was set at p-value <.05. Results: The time to passive peaks was significantly earlier in women than in men at three different running speeds (p<.05). Further, the impact loading rates were significantly greater in women than in men at three different running speeds (p<.05). Moreover, the propulsive peak at 8 km/h, which is the slowest running speed, was significantly greater in women than in men (p<.05), and the vertical impulse at 16 km/h, which is the fastest running speed, was significantly greater in men than in women (p<.05). The absolute anteroposterior impulse at 8 km/h was significantly greater in women than in men (p<.05). In addition, as the running speed increased, impact peak, active peak, impact loading rate, breaking peak, propulsive peak, and anteroposterior impulse were significantly increased, but vertical impulse was significantly decreased (p<.05). Conclusion: The impact loading rate is greater in women than in men regardless of different running speeds. Therefore, female runners might be exposed to the risk of potential injuries related to the bone and ligament. Moreover, increased running speeds could lead to higher possibility of running injuries.

태풍 수치모의에서 GPS-RO 인공위성을 사용한 관측 자료동화 효과 (Impact of GPS-RO Data Assimilation in 3DVAR System on the Typhoon Event)

  • 박순영;유정우;강남영;이순환
    • 한국환경과학회지
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    • 제26권5호
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    • pp.573-584
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    • 2017
  • In order to simulate a typhoon precisely, the satellite observation data has been assimilated using WRF (Weather Research and Forecasting model) three-Dimensional Variational (3DVAR) data assimilation system. The observation data used in 3DVAR was GPS Radio Occultation (GPS-RO) data which is loaded on Low-Earth Orbit (LEO) satellite. The refractivity of Earth is deduced by temperature, pressure, and water vapor. GPS-RO data can be obtained with this refractivity when the satellite passes the limb position with respect to its original orbit. In this paper, two typhoon cases were simulated to examine the characteristics of data assimilation. One had been occurred in the Western Pacific from 16 to 25 October, 2015, and the other had affected Korean Peninsula from 22 to 29 August, 2012. In the simulation results, the typhoon track between background (BGR) and assimilation (3DV) run were significantly different when the track appeared to be rapidly change. The surface wind speed showed large difference for the long forecasting time because the GPS-RO data contained much information in the upper level, and it took a time to impact on the surface wind. Along with the modified typhoon track, the differences in the horizontal distribution of accumulated rain rate was remarkable with the range of -600~500 mm. During 7 days, we estimated the characteristics between daily assimilated simulation (3DV) and initial time assimilation (3DV_7). Because 3DV_7 demonstrated the accurate track of typhoon and its meteorological variables, the differences in two experiments have found to be insignificant. Using observed rain rate data at 79 surface observatories, the statistical analysis has been carried on for the evaluation of quantitative improvement. Although all experiments showed underestimated rain amount because of low model resolution (27 km), the reduced Mean Bias and Root-Mean-Square Error were found to be 2.92 mm and 4.53 mm, respectively.

Impacts of wind shielding effects of bridge tower on railway vehicle running performance

  • Wu, Mengxue;Li, Yongle;Zhang, Wei
    • Wind and Structures
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    • 제25권1호
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    • pp.63-77
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    • 2017
  • When railway vehicles run by towers of long span bridges, the railway vehicles might experience a sudden load-off and load-on phenomenon in crosswind conditions. To ensure the running safety of the railway vehicles and the running comfort of the passengers, some studies were carried out to investigate the impacts of sudden changes of aerodynamic loads on moving railway vehicles. In the present study, the aerodynamic coefficients which were measured in wind tunnel tests using a moving train model are converted into the aerodynamic coefficients in the actual scale. The three-component aerodynamic loads are calculated based on the aerodynamic coefficients with consideration of the vehicle movement. A three-dimensional railway vehicle model is set up using the multibody dynamic theory, and the aerodynamic loads are treated as the inputs of excitation varied with time for kinetic simulations of the railway vehicle. Thus the dynamic responses of the railway vehicle passing by the bridge tower can be obtained from the kinetic simulations in the time domain. The effects of the mean wind speeds and the rail track positions on the running performance of the railway vehicle are discussed. The three-component aerodynamic loads on the railway vehicle are found to experience significant sudden changes when the vehicle passes by the bridge tower. Correspondingly, such sudden changes of aerodynamic loads have a large impact on the dynamic performance of the running railway vehicle. The dynamic responses of the railway vehicle have great fluctuations and significant sudden changes, which is adverse to the running safety and comfort of the railway vehicle passing by the bridge tower in crosswind conditions.