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한국 전력도매시장(CBP) 계통한계가격(SMP) 변동성 실증분석
안일환(Ilhwan Ahn),강승진(Seungjin Kang) 에너지경제연구원 2014 에너지경제연구 Vol.13 No.2
이 논문에서 우리는 시장가격 평가모형을 도입하여 한국 전력도매시장 계통한계가격의 변동성(Volatility)의 현재 수준을 평가하였다. SMP의 분포는 변동성 집중(Volatility clustering)과 두꺼운 꼬리(Fat-tail)의 특성을 보였다. 우리는 SMP 시계열의 자기상관에 장기적으로 장기기억(Long memory) 효과가 존재한다는 사실을 확인하였다. 이러한 효과를 모형에 반영하기 위해 분수차분 차수를 추정(d=0.4341769)하여 차분함으로서 안정적 시계열로 변환하였다. 총 6가지 모형 중 ARFIMA(2,0,2)-csGARCH(1,1) t-분포모형을 선택하여 분석한 결과 SMP 변동성은 시장의 움직임에 민감하게 반응하지 않으면서(a₁ =0.1765) 매우 지속적(ρ=0.9991)이라는 사실을 확인하였다. 이모형으로 추정한 분석기간 동안의 연율 표시 실현 변동성 평균은 약 312%이고 연율 표시 역사적 변동성 평균은 약 297%였다. 우리는 전력 현물가격의 변동성을 분석하는 하나의 대안으로 시간가변 변동성 모형을 제안한다. In this paper, we were introduced to Mark-to-market valuation model and that evaluated level of volatility for system marginal price in the Korean Electricity wholesale market. The SMP time series has a volatility clustering and a fat tail of its distribution. The estimates of fractional difference (d=0.4341769) confirmed that it is stationary in the mean level and has long-memory in the long-run. Therefore, the ARFIMA(2,0,2)-csGARCH(1,1) student t-distribution model was specified for SMP volatility. We found out that the SMP volatility was not sensitive (a₁ =0.1765) to the market variation but it was very persistence (ρ=0.9991). As a result, the annualized average volatility (Realized volatility) estimate was about 312%. And the annualized average historical volatility estimate was about 297%. We propose a time-varying volatility models as an alternative to analyze the volatility of electricity spot prices.
김성모(Seongmo Kim),강승진(Seungjin Kang) 한국신재생에너지학회 2011 신재생에너지 Vol.7 No.3
The human kind is exhausting natural resources 40 times faster than it being produced by the earth. Thus, not only the destruction of the environment, but global warming issue is raised as a serious problem these days. Due to the increase amount of CO2 emission, the international society is coming up with various alternatives and disseminating equipment used by New Regeneration Energy with haste. The advantage of photovoltaic power generation system using solar energy has been recognized, thus its dissemination is becoming faster in the status quo. However, it is crucial to secure an adequate location when constructing photovoltaic power generation for producing mass storage electricity. The expected economic benefit is considerable when photovoltaic power generation is being applied to highway Traffic Noise Prediction in Korea. In this paper, the area of Traffic Noise Prediction and the cost of electricity of Korea Electric Power are compared for an economic feasibility analysis, and it also focuses on the generated power of Gyeonggi-do and the whole country scale. The purpose of this is to seek a utilization plan by analyzing 1) economic feasibility of generated power, 2) economic feasibility of effective use of land, 3) economic feasibility of the cost through highway Traffic Noise Prediction with Grid-Connected PV System.
1.5 MW 풍력 터빈 소음 측정 및 저주파 소음 특성 분석
손은국(Eunkuk Son),이광세(Gwang-Se Lee),이진재(Jinjae Lee),강승진(Seungjin Kang),황성목(Sungmok Hwang),박사일(Sail Park),김석우(Seokwoo Kim) 한국신재생에너지학회 2018 신재생에너지 Vol.14 No.4
The noise from a 1.5 MW wind turbine was measured and the apparent sound power level, tonal audibility, and spectrum balance were analyzed. The apparent sound power level and tonal audibility were analyzed according to IEC 61400-11: ed3. (2012-11). The measured noise data at the turbine site was mainly in the north-west (NW) and north-north-west (NNW) directions, and approximately 500 and 250 samples of total noise and background noise data were obtained. Three tone components were observed in the low frequency region below 100 Hz. The tones in the low frequency critical band with a center frequency of 78.1 Hz were found to have a higher level than the hearing threshold. The possibility of wind turbine noise annoyance was also analyzed through the spectrum balance analysis.