• Title, Summary, Keyword: 인과관계

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A Study on Price Discovery Process for International Crude Oil using Error Correction Model and Graph Theory (오차수정모형과 그래프 이론을 이용한 국제유가의 동시 및 단기 가격발견과정에 관한 연구)

  • Park, Hojeong;Yun, Won-Cheol
    • Environmental and Resource Economics Review
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    • v.15 no.3
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    • pp.479-504
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    • 2006
  • This paper analyzes a price discovery process for international crude oils including the WTI, Brent and Dubai. Error correction model is employed considering non-stationarity property of crude oil price and the contemporaneous causality is constructed by graph theory to analyze the short-term causality. The empirical analysis for January 4., 1999 to July 15., 2005 reveals that the Brent price interconnects between the WTI price and the Dubai price. This result implies the substantial influence of the Brent price as a marker oil.

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Fuzzy Cognitive Map Construction Support System based on User Interaction (사용자 상호작용에 의한 퍼지 인식도 구축 지원 시스템)

  • Shin, Hyoung-Wook;Jung, Jeong-Mun;Cheah, Wooi Ping;Yang, Hyung-Jeong;Kim, Kyoung-Yun
    • The Journal of the Korea Contents Association
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    • v.8 no.12
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    • pp.1-9
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    • 2008
  • Fuzzy Cognitive Map, one of ways to model, describe and infer reasoning relations, is widely used in the field of reasoning knowledge engineering. Despite of the natural and easy understanding of decision and smooth explanation of relation between front and rear, reasoning relation is organized with mathematical haziness and complex algorithm and rarely has an interactive user interface. This paper suggests an interactive Fuzzy Cognitive Map(FCM) construction support system. It builds a FCM increasingly concerning multiple experts' knowledge. Futhermore, it supports user-supportive environment by dynamically displaying the structure of Fuzzy Cognitive Map which is constructed by the interaction between experts and the system.

A Study on Regionalization in the World Crude Oil Markets Using Cointegration and Causality Analysis (공적분과 인과관계 분석을 통한 국제원유시장의 지역화 연구)

  • Kim, Jinsoo;Heo, Eunnyeong;Kim, Yeonbae
    • Environmental and Resource Economics Review
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    • v.16 no.2
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    • pp.213-237
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    • 2007
  • Discussions on regionalization of the world crude oil markets have provided important implications for the establishment of national energy policies. In particular, due to arbitrage trading, if these markets are regionalized, Korea who imports approximately 80% of the annual oil consumption from a single region may be faced with a crucial problem. Therefore, in this study, we analyzed regionalization of the world crude oil markets using causality analysis as well as cointegration method to consider temporal relationship and time lags. To analyze regionalization, we chose Dubai price for the Middle East market, Brent for the European, WTI for the U.S., and Tapis for the East Asian. For the case that long-run equilibrium existed between market prices, we used vector error correction model to analyze causal relationship, and for the case that equilibrium did not exist, we used Hsiao (1981)'s framework that can consider asymmetric time lags in the model for causality analysis. By the results of cointegration analysis, there did not exist long-run equilibrium among Dubai price and the other prices. However, we found the causal relationship among Dubai price and the other prices with one to four weeks time lags. Therefore, in effect, we could conclude that the world crude oil markets are unified supporting Adelman (1984)'s hypothesis.

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Fuzzy Cognitive Map and Bayesian Belief Network for Causal Knowledge Engineering: A Comparative Study (인과관계 지식 모델링을 위한 퍼지인식도와 베이지안 신뢰 네트워크의 비교 연구)

  • Cheah, Wooi-Ping;Kim, Kyoung-Yun;Yang, Hyung-Jeong;Kim, Soo-Hyung;Kim, Jeong-Sik
    • The KIPS Transactions:PartB
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    • v.15B no.2
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    • pp.147-158
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    • 2008
  • Fuzzy Cognitive Map (FCM) and Bayesian Belief Network (BBN) are two major frameworks for modeling, representing and reasoning about causal knowledge. Despite their extensive use in causal knowledge engineering, there is no reported work which compares their respective roles. This paper aims to fill the gap by providing a qualitative comparison of the two frameworks through a systematic analysis based on some inherent features of the frameworks. We proposed a set of comparison criteria which covers the entire process of causal knowledge engineering, including modeling, representation, and reasoning. These criteria are usability, expressiveness, reasoning capability, formality, and soundness. The results of comparison have revealed some important facts about the characteristics of FCM and BBN, which will help to determine how FCM and BBN should be used, with respect to each other, in causal knowledge engineering.

국제유가 흐름에 대한 시계열분석접근

  • Park, Ju-Ho
    • Environmental and Resource Economics Review
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    • v.4 no.1
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    • pp.103-124
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    • 1994
  • 주요 현물유가(WTI, Brent, Oman, Dubai)와 선물유가간의 동태적 관계를 시계열 분석 방법을 이용하여 살펴보았다. 현물유가 및 선물유가들은 1차 적분된 시계열(I(1))로 보여진다. 현물유가들사이 및 현물유가와 선물유가사이에도 공적분관계(cointegration relation)가 있는 것으로 보여진다. 한편, 선물유가는 현물 유가를 인과(Granger-cause)하지만, 현물유가는 선물유가를 인과하지 않는 것으로 나타났다. 이러한 공적분관계 및 인과관계의 결과는 합리적 기대가설(rational expectations hypothesis)에 의한 효율적 석유시장(efficient oil markets)과 일치하는 것으로 보여진다. 수정오차모형(error correction model)에 의해 3/4분기 및 4/4분기의 유가들을 예측해 보았다.

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The Test of Gender Difference on the Causal Relationships between Adolescent's Academic Stress and Suicidal Thoughts (청소년의 학업스트레스가 자살충동에 미치는 인과관계의 성별 차이검증)

  • Noh, Yun-Chae;Kim, Kyung-Sook;Park, Hwie-Seo
    • Journal of the Korea Society of Computer and Information
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    • v.20 no.5
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    • pp.133-140
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    • 2015
  • This study is to examine the causal relationship between adolescents' academic stress and suicidal thoughts via depression and gender differences of causal relationships in each causal paths. The purpose of this study is to suggest some implications based on this analytical results. For this purpose, we conducted interviews using a questionnaire targeting high school students. The analytical results shows that adolescent's academic stress has a significant effects on their depression and suicidal thoughts, and adolescent's depression also has a significant effects on suicidal thoughts. This study suggests some implications based on this results.

Study on the causality between call rate and exchange rate under global economic crisis (글로벌경제위기에서 콜금리와 환율의 인과관계에 관한 연구)

  • Shin, Yang-Gyu
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.4
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    • pp.655-660
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    • 2009
  • As the global economic crisis, the Korean foreign exchange market appears unstable with large fluctuations in exchange rate. Inevitably, there is growing attention on price variables such as exchange rate and interest rates and also on corelation between the factors. This is an empirical study on the causality of fluctuation between exchange rate and interest rate in the Korean market under global economic crisis. The fluctuations in won/dollar exchange rate and call rate are described and followed by analysis of lead-lag relationship between the two variables using Cross-correlation function and Granger causality test.

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An Efficient Causal Ordering Algorithm in Overlapping Groups (중첩된 그룹 환경에서의 효율적인 인과관계 순서화 알고리즘)

  • 군봉경;정광수
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.24 no.7A
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    • pp.1036-1045
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    • 1999
  • In this paper, we proposed a causal ordering algorithms which is efficiently applicable to overlapped process group environments where one process may belong to several process groups. The ones is proposed to choose with topology of the network. We proposed receiver select algorithm in broadcast network, sender select algorithm in point-to-point network. Each algorithms removes unnecessary vector timestampes to reduce the message overhead required for the causual ordering. And, compressed vector timestamps using the locally maintained vector timestamp information of other processes and other groups to minimize the message overhead. Also, we logically proved the proposed causal ordering method, and compared the performance of the proposed algorithm with ones of other existing algorithms by computer simulation.

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Ecotoxicological Biomonitoring at Different Levels of Biological Organization and Its Application in Chironomus spp. (다단계 생체지표를 이용한 생태독성 모니터링과 Chironomus spp.에의 적용)

  • Choi Jinhee
    • Environmental health and toxicology
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    • v.20 no.1
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    • pp.1-11
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    • 2005
  • 환경오염의 조기 경보 시스템으로 생체지표를 이용한 생태독성 모니터링이 최근 널리 연구되고 있다. 환경내의 생물종에서 측정한 생체지표를 이용한 환경 모니터링은 생태계 수준의 영향에 대한 예측 정보를 제공해 줄 수도 있다. 이를 위해서는 생체지표와 개체군 수준에서의 반응과의 인과관계가 밝혀져야 한다. 오염물질에 대한 생체의 반응은 분자, 세포, 생화학, 생리적, 개체, 개체군, 군집 수준에서 나타나게 되며, 이러한 각 단계별 반응은 반응 시간의 규모와 독성학적, 생태적 관련성에 따라 구분 지어 볼 수 있다. 각 개별 수준에서의 반응을 종합하면 오염물질에 노출된 생체의 전제적인 영향을 이해할 수 있으며, 이러한 이해를 바탕으로 개체군에서 나타나는 영향에 대한 인과관계를 추론할 수 있다. 생체지표와 개체군 수준의 반응과의 인과관계 정립은 효율적인 환경오염 예방기능 수행에 필수적인 과정이며, 다단계 생체 지표는 각 단계별 반응의 인과관계를 밝히기 위해 가장 적절한 접근 방법이다. 수서 무척추 생물인 Chironomus의 유충은 이러한 다단계 바이오마커 연구에 매우 적절한 생물학적 모델이다. 이 논문의 첫 번째 부분은 생체지표를 이용한 환경 모니터링을, 두 번째 부분은 Chironomus의 유충에서 생체지표의 적용에 대해서 다룬다.

Information Security Investment and Security Breach: Empirical Study on the Reverse Causality (정보보호 투자와 침해사고의 인과관계에 대한 실증분석)

  • Shin, Ilsoon;Jang, Wonchang;Park, Heeyoung
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.23 no.6
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    • pp.1207-1217
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    • 2013
  • This study utilizes raw data from "Research on the actual condition of firms' information security" of KISA (2010) and constructs panel dataset to analyze a causal relationship between information security investment and security breach. Using Difference in Difference estimation method we find the following results. First, while the usual causality that information security investment reduces security breach is not supported, the reverse causality that security breach increases information security investment is well explained. Second, contrary to the conventional wisdom, firms in the finance/insurance business sector show the most significant reverse causality pattern.