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냉동 수산물의 저장 온도 관리를 위한 Time-temperature Indicator와비전 기반 Indicator 분석 프로그램 개발
장명기,홍창욱,최재혁,김꽃봉우리,최정욱,남택정,안동현 한국수산과학회 2018 한국수산과학회지 Vol.51 No.1
We develop a time-temperature indicator (TTI) that can determine whether thawing of fish and other fishery products has occurred during frozen storage. A polypropylene tube with an internal diameter of 3 mm was prepared and cut to a length of 14 to 20 mm. One end of the tube was thermally sealed and 0.1% acetic acid was injected into the other end; the tube was then frozen at 20℃. Then the open side of the frozen tube was blocked by sinking the tube into a 10% gelatin solution. The tube was attached to a polyvinyl packaging bag along blue litmus paper and the bag was put into a freezer at -20℃. After freezing, the bag was removed to an ambient temperature of 20℃, and the time dependence of the color change of the litmus paper was observed. The color changed from blue to red, with the length of the red region increasing with time. Our TTI can be used as a part of a visible detection system and the detection program can conduct the elapsed time analysis on the length of the red region of the litmus paper indicating the degree of thawing. Thus, the TTI is a useful tool in the temperature management of frozen fish and fishery products.
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장명기 강남대학교 1999 論文集 Vol.34 No.1
우리나라 기업은 만성적인 자금부족 상태에 놓여 있어 기업의 재무담당자는 대체로 자본조달기능에만 관심을 집중하여 왔다고 할 수 있다. 재무관리의 궁극적인 목표는 기업이 필요로 하는 자금을 합리적으로 조달하고, 조달된 자금을 효율적으로 투자하고 운용하여 기업의 가치를 극대화하는 것이다.
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GARCH(1, 1)-M 모형을 이용한 나스닥시장과 코스닥시장 움직임의 연관성 분석
장명기 한국중소기업학회 2001 中小企業硏究 Vol.23 No.4
본 연구에서는 주가동조화 현상이 증권거래소 시장보다 두드러진 것으로 알려진 미국의 나스닥시장과 우리나라의 코스닥시장 움직임의 연관성에 관해 이전연구보다 정밀한 계량분석을 시도해보았다. 기존연구에서와 달리 미국 나스닥시장에서의 거래가 국내 코스닥시장의 지난밤에서부터 당일 거래시초가에 미치는 영향과 당일 개장이후 시가 대비 종가에 미치는 영향을 구분하여 조건부 평균 및 변동성의 전이효과를 분석해보았다. GARCH(1,1)-M 모형을 이용하여 한국주식시장의 미국주식시장 동조화 현상이 심화되고있는 기간으로 알려진 1998년부터 2001년 4월까지를 실증분석한 결과를 요약하면 다음과 같다. 전일종가 대비 당일시가 수익률(즉, 코스닥시장의 개장시초가에 미치는 영향을 반영하는)을 가지고 분석한 결과 나스닥시장으로부터 코스닥시장으로의 양(+)의 조건부 평균 및 변동성 전이효과가 2000년부터 2001년 4월까지의 기간에 유의적인 것으로 나타났다. 반면에 코스닥시장 개장이후 당일 시가 대비 종가 수익률자료(개장이후에 미치는 영향만을 반영하는)를 가지고 분석한 결과에서는 유의적인 전이효과가 발견되지 않았다. 이러한 결과는 국제적인 자산모형에 의해 예측된 결과와도 일치하는 것이어서 코스닥시장의 주가행태가 효율적이라고 해석할 수 있다. This study analyzes the existence of price change and price volatility effects from NASDAQ market to KOSDAQ market. Unlike earlier studies, we divide daily close-to-close returns into their close-to-open and open-to-close components. Daily opening and closing prices of NASDAQ and KOSDAQ stock market indexes are examined by using a GARCH(1,1)-M model. This study finds that 1) there exists the positive spillover effects from NASDAQ market on the conditional mean of the close-to-open return (which reflect effects on opening prices in the KOSDAQ) during 2000-2001 period; 2) whereas there is no significant spillover effects from NASDAQ on the conditional mean of the open-to-close return(which reflect effects on prices in the KOSDAQ market after the opening of trading); 3) evidence of price volatility spillover from NASDAQ to KOSDAQ is observed during the 2000 period. These findings are consistent with the hypothesis predicted by international asset pricing models.
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환율변동과 이자율, 그리고 주식수익률 간의 상호연관성 분석
장명기 한국관세학회 2009 관세학회지 Vol.10 No.1
This paper is to reassess some traditional statements on exchange rate determination in relation to domestic and foreign interest rate differential movements as well as stock market returns. The conventional benchmark is based on the so-called Uncovered Interest Rate Parity(UIP, hereafter) hypothesis which states that the spread between domestic and foreign interest rates (or equivalently, the spread between forward and spot exchange rates) should be an unbiased predictor of the future change in the exchange rate. Unfortunately, this assumption is generally rejected by empirical evidence according to previous studies based on most advanced countries' data. It is generally noted that the money market and foreign exchange market are integrated as one market in case of advanced countries such as Japan. In case of Japanese Yen, there exists a Eurocurrency market, If a certain trader sells US dollar and buys Japanese Yen in foreign exchange market, it means that his short term money market investment in US dollar is converted into that in Japanese Yen. In other words, US dollar deposit will decline, while Japanese Yen deposit will increase in the money market as a result of foreign exchange market transaction. Therefore, the foreign exchange market transaction and the Euromoney market transaction are happening at the same time. Unlike Japanese Yen, the Euromoney market for Korean Won does not exist. Therefore, it is not that difficult to think about the hypothesis for difference between the Korea and Japan in terms of correlation between exchange rate change and macroeconomic fundamentals. It has been often reported that the most important determinant of exchange rate is the global stock market capital flow as a result of active global stock market investment since 1990s. Previous studies show that the rejection of the standard UIP hypothesis is not surprising as long as ARCH effects have been evidenced in exchange rate data. This paper examines the correlations between exchange rate and financial market variables such as interest rate differentials and stock market returns in Korea and Japan. The objective is to determine whether any significant relationship exists between exchange rate change and other macroeconomic fundamentals in both Korea and Japan and compare the empirical results of two countries, if there exist any significant difference. This paper will use the exchange rate data presumed to be structurally changed since 1990s as well as the appropriate statistical tools such as GARCH model, which will cope with the ARCH effects evidenced in exchange rate data.
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