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Intraday Seasonality and Distribution of Long Gilt Futures Transaction
박수남,김영재 한국자료분석학회 2011 Journal of the Korean Data Analysis Society Vol.13 No.6
This paper inspects intraday seasonality and distributions of microstructure variables in the Long Gilt futures market, using the kernel method. Main findings suggest the following implications: First, new information arrived overnight is intensively reflected to transactions right after opening the market, and new information arrived during the morning and lunch time is intensively reflected to transactions of the middle period in the afternoon. Second, the price duration is an important endogenous variable, thus it is recommended that the price duration is also taken into consideration when the behavior of price volatility or volume is examined. Third, it is preferred that an asymmetric distribution rather than well- known symmetric distribution is used in order to examine the behavior of trading volume.
폐플라스틱 고형연료(RPF) 잔류물을 이용한 순산소 가스화 공정에서의 냉가스 효율 분석
박수남,윤영식,임용택,김나랑,박혜정,김문현,구재회 한국폐기물자원순환학회 2013 한국폐기물자원순환학회 학술대회 Vol.2013 No.2
폐기물을 이용한 재활용제품은 자원의 절약과 재활용촉진에 관한 법률에 폐목제 고형연료(WCF), 폐플라스틱 고형연료(RPF), 폐타이어 고형연료(TDF), 생활폐기물 고형연료(RDF)로 규정되어 있다. 이중에서 폐플라스틱 고형연료(RDF)의 저위발열량은 6,000 kcal/kg 이상으로 명시되어 있다. 폐플라스틱 고형연료(RDF)의 제조과정에서 발생되는 잔류물은 일부가 공정으로 재투입되기도 하지만 경제성과 공정의 효율적인 운영을 이유로 대부분 폐기처분되고 있다. 이렇게 폐기처분되는 폐플라스틱 고형연료(RDF) 잔류물이 보유하고 있는 물리 화학적 에너지는 생활폐기물과 비교해도 손색이 없을 정도이다. 본 연구에서는 두 종류의 폐플라스틱 고형연료(RDF) 잔류물을 이용하여 운전 조건별로 생산되는 합성가스의 특성을 비교하였다. 실험에 사용된 폐기물 시료의 습윤 저위발열량은 각각 5,228 kcal/kg, 4,454 kcal/kg으로 분석되었다. 운전 조건으로는 폐기물 투입속도, 등가비(Φ), 반응영역의 온도이며 조건별로 Test #1부터 #3까지 구분하였다. 실험 결과 합성가스 조성(CO+H2)은 56.3% ~ 63.1%, 합성가스 유량은 124.2 Nm³/h ~ 138.8 Nm³/h, 냉가스효율은 57.4% ~ 63.9%로 나타났다. 등가비가 증가할수록 합성가스의 조성이 증가하였으며 반응영역의 온도가 감소하는 것으로 분석되었다.
박수남,고진아,박영준 서울産業大學校 2001 논문집 Vol.52 No.1
The skin is always In contact with oxygen and is increasingly exposed to ultraviolet(UV) irradiation The reactive oxygen species (or free radicals) generated by ultraviolet radiation cause damage to cellular components such as proteins, lipids, and DNA, altering cell function and change the pattern of gene expression, finally leading to skin pathology such as cancers, phototoxicity and aging. Also UV radiation (or free radicals) stimulates melanocytes directly and/or indirectly and promotes melanin polymerization. In this study, 14 species of natural crude drugs were selected on the basis of references and the active fractions were extracted from crude drugs with 50% or 100% EtOH for experiments. The inhibitory effects of plant extracts on melanin synthesis were studied. Namely, UV-absorbing ability, free radical scavenging activity and tyrosinase inhibitory activity of plant extracts were investigated. 4 Natural extracts were selected from the results of UV-absorption spectrum, free radical scavenging activity and tyrosinase inhibitory activity assay. The cream containing 4 natural extracts was produced. The hyperpigmentation on human skin by solar simulator was induced and the Inhibitory activity of melanogenesis by the cream, namely, the effect (%whiteness) of the cream for skin depigmentaion was measured. The inhibitory activity of arbutin, the whitening agent used in cosmetics was also observed. The results suggest that the cream containing 4 natural extracts is useful as cosmeceuticals for whitening cosmetics.
Two-State Markov Switching Volatility Model for Ultra-High-Frequency Data of JGB Futures
박수남,김영재 한국경제연구학회 2011 Korea and the World Economy Vol.12 No.3
This paper specifies two-state Markov-switching volatility models and investigates the volatility behavior of the ultra-high-frequently observed returns on Japanese government bond futures transaction. In addition, we test the duration and volume effects on transition probabilities with a time-varying probability model. Our main findings are as follows: First, MS-GARCH models are very effective to reduce the autocorrelation of volatility, since the Ljung-Box statistics for squared standardized residuals of the models are dramatically reduced and present significantly smaller values in contrast to the single-regime GARCH model. Second, the volatilities of MS-GARCH models respond to new information more sensitively than those of the single-regime model. Third, the duration decreases volatility mainly by reducing the transition probability from high-variance regime to high-variance regime in the time-varying transition probability model, while the trading volume decreases both transition probabilities so that the transactions lead to a shift from one regime to another.