• 신재생에너지
• /
• 제17권2호
• /
• pp.9-23
• /
• 2021

In Korea, various community investment renewable project models are being implemented to increase community acceptance of renewable energy. An important factor for enhancing local acceptance is that renewable energy projects have a positive effect on revitalizing the local economy such as income increase or job creation for residents and local companies. To maximize the local economic effect of large-scale community investment renewable energy projects, this study developed an evaluation index for local economy activation, whose indicators are the local return on investment, local companies' participation, local job creation, regional cooperation, transparency, and governance. Analysis of existing evaluation indicators and current renewable projects, financial analysis, and expert interviews were used in this research. The pilot evaluation determined that, the local economic effect was high in the following order: a fund investment wind project (Gangwon), benefit-sharing wind project (Jeju), and general wind project. In particular, residents' investment amount, the number of participating residents, and the amount and transparency of the regional cooperation fund were key factors to expand the effect of local economy activation. This evaluation index could be used in public bidding for renewable energy projects such as offshore wind zoning areas of local government.

• 한국정보시스템학회지:정보시스템연구
• /
• 제18권3호
• /
• pp.351-373
• /
• 2009

An index fund is a collective investment scheme that aims to replicate the movements of an index of a specific financial market regardless of market conditions. An index fund is a popular investment alternative because it is much cheaper to run than an active fund and it performs better than actively managed funds. This paper illustrates the usefulness of wavelet analysis in constructing an index fund. The wavelet analysis can decompose the time series data in frequency domain as well as in time domain. The major findings of this paper are as follows. First, the beta coefficient that represents the systematic risk has the scale dependent property. This result can provide important information to the investors with various investment time frequency. Investors can use the betas corresponding to their investment frequencies among the various scale betas estimated by wavelet analysis. Second, we can find the usefulness of wavelet analysis in constructing index fund because the wavelet technique gives less tracking error(difference between the index performance and the index fund performance) than the traditional constructing techniques. The result of this study implies that the wavelet techniques can be an important analytic method to the other financial markets such as option market, futures market, bond markets and currency market.

• 기술혁신연구
• /
• 제24권3호
• /
• pp.1-28
• /
• 2016

본 연구는 벤처캐피탈의 투자평가 시 심사역의 직관과 경험 위주의 투자 행태에서 벗어나 객관적으로 평가할 수 있는 실무 투자 평가 지표를 도출하고 지표별 해석을 통해 벤처기업 투자 평가 효율성 제고를 목적으로 하였다. 연구를 위해 벤처캐피탈 심사역 65명을 대상으로 설문분석과 AHP 분석을 실시하였다. 연구 결과, 벤처캐피탈의 벤처기업 투자결정에 가장 중요한 평가요인은 시장 관련 요인들이었으며, 투자를 희망하는 벤처기업에게는 시장접근성, 경영자 기술/경영 경험 및 추천/평판 등이 중요한 것으로 나타났다.

• 대한산업공학회지
• /
• 제38권4호
• /
• pp.237-243
• /
• 2012

This paper proposes quantitative investment strategies for KOSPI200 index futures using VKOSPI and control chart. Stochastic control chart is employed to decide when to take a position as well as what position out of long and short should be taken by monitoring whether VKOSPI or difference of VKOSPI touches the control limit lines. The strategies include 4 approaches, which are traditional control chart and 2-Area control chart coupled with VKOSPI and its difference, respectively. Computational experiments using real KOSPI200 futures index for recent 3 years are conducted to show the excellence of the proposed investment strategies under control chart framework.

• 아태비즈니스연구
• /
• 제10권4호
• /
• pp.153-165
• /
• 2019

This paper examined economic liberalization and corruption in ASEAN member affect Korea's foreign direct investment. We use 160 (country-year) observations from ASEAN 10 member countries for a period of 16 years from 2001 to 2016, with the Economic Liberalization Index provided by the Fraser Institute and the corruption recognition index provided by the International Transparency Organization. As results, economic liberalization showed a non-linear(U shaped) effect on foreign direct investment and corruption has a negative effect on foreign direct investment.

• 통상정보연구
• /
• 제12권4호
• /
• pp.171-192
• /
• 2010

In general, a stock index and its individual stocks are assumed to follow a random walk. A stock index is an important source of information and one that is seen by people everyday, regardless of their investment intentions. This paper examines the correlation between the KOSPI-the index that best reflects the Korean stock market and the macro - economic variables that have been found to influence the index by previous studies. The sample period considers the years after 2000 when the Korean stock market matured as restrictions on foreign investors were removed. For this purpose, a Vector Error Correction Model (VECM) and KOSPI equation with a general pacific approach were used. This paper aims at verifying the factors that determined the KOSPI after 2000 and at examining whether there was structural change in the investment environment. It also investigates changes in the factors determining the KOSPI's performance as a result of structural changes in the investment environment. The V AR (Vector Autoregressive) model including the nine variables was selected as a baseline model whose stability was tested using the unit root test. The results from the VECM and the structural changes in the investment environment can be summarized by the following Inner story points.

• 경영정보학연구
• /
• 제7권1호
• /
• pp.219-239
• /
• 2005

급변하는 기업 환경에서는 비즈니스 및 기술 환경의 변화 및 경영관리의 복잡성 증가로 인하여 경영의 효율적인 지원을 위한 효과적인 IT 투자 관리의 필요성이 부각되고 있다. 따라서 본 논문의 목적은 학술 및 비즈니스 관점에서의 이론 및 실용성에 근거한 효율적 IT 투자관리 체계 수립을 위한 관련 이슈들을 논의하고 분석하는데 있다. 본 연구의 의의는, IT 투자관리체계 구축상의단계별 이슈를 기존 이론과 A사의 구축사례를 통해 살펴보고 IT 투자관리 지표 도출 및 투자관리체계 구축을 위한 가이드라인을 기업들에게 제시함으로써 기업의 IT 평가 업무의 효율성을 증대시키는 것이다.

• 한국정보시스템학회지:정보시스템연구
• /
• 제29권3호
• /
• pp.159-178
• /
• 2020

Purpose The purpose of this study is to demonstrate the relationship between ICT(Information & communication technology) infrastructure, investment environment, and innovation performance from a national perspective. Design/methodology/approach We derived 5 hypotheses based on the literature review. To measure each concept, We converted the scores of each country provided by the Global Innovation Index into a 7 Likert scale and performed a regression analysis. Findings According to the empirical analysis result, this study confirmed that knowledge and technology output mediated the relationship between ICT infrastructure and creative goods and services. In addition, this study confirmed that the investment environment has a moderating effect between ICT infrastructure and knowledge and technology output.

• 산업경영시스템학회지
• /
• 제17권32호
• /
• pp.281-296
• /
• 1994

In this paper, a new index(joint index) which shows the higher confidence than that of the existing technical indices and has simple logical structure and an index which is an applied form of the existing index(OBV-I index) are proposed. The index characteristics which have been known are verified by choosing the three most used technical indices(ADR index, investment psychological rate and VR index) as samples. And the index characteristics of the joint index are compared to those of the OBV-I index. The comparisons are executed not by comparing the investment earning rate of each index but by calculating the unnecessary number of trade days in the total number of trade days according to the index.

• Journal of the Korean Data and Information Science Society
• /
• 제24권2호
• /
• pp.235-244
• /
• 2013

본 연구에서는 코스피200 선물시장에서 거래량 지표를 이용한 매매 전략을 제안한다. 거래량과 주가의 인과성에 대한 많은 연구가 진행되어 왔으나 뚜렷한 결과를 도출하지 못하였지만, 본 연구에서는 거래량을 사용하는 투자전략의 경제적 유용성을 실증 분석하여 거래량이 주가의 선행 지표라는 것을 지지하였다. 본 연구는 크게 두 가지 목적을 가지고 있다. 첫 번째 목적은 CVI (correlated volume index)라는 거래량을 사용한 지표를 생성하는 것이다. 두 번째 목적은 이를 이용하여 코스피200 선물 지수의 적절한 매수시점과 매도시점을 정하는 것이다. 이 논문의 실험결과는 제안된 모델의 유용성을 증명할 수 있을 것이며, 또한 이를 통해 시장참여자들의 투자 결정에 있어 도움을 줄 수 있을 것이다.