Search results for: Transmission line inspection

Authors: Bhupeshwaran Mani, S. Radha, A. Jawahar, A. Sivasubramanian

Abstract:

Here, we study the characteristic feature of conventional (ON-OFF keying) and soliton based transmission system. We consider 20Gbps transmission system implemented with Conventional Single Mode Fiber (C-SMF) to examine the role of Gaussian pulse which is the characteristic of conventional propagation and Hyperbolic-secant pulse which is the characteristic of soliton propagation in it. We note the influence of these pulses with respect to different dispersion lengths and soliton period in conventional and soliton system respectively and evaluate the system performance in terms of Quality factor. From the analysis, we could prove that the soliton pulse has the consistent performance even for long distance without dispersion compensation than the conventional system as it is robust to dispersion. For the length of transmission of 200Km, soliton system yielded Q of 33.958 while the conventional system totally exhausted with Q=0.

Keywords: Soliton, dispersion length, Soliton period, Return-tozero (RZ), Q-factor.

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Authors: T. C. Manjunath, C. Ardil

Abstract:

This paper presents an efficient method of obtaining a straight-line motion in the tool configuration space using an articulated robot between two specified points. The simulation results & the implementation results show the effectiveness of the method.

Keywords: Bounded deviation algorithm, Straight line motion, Tool configuration space, Joint space, TCV.

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Authors: M. Nassereddine, J. Rizk, G. Nasserddine

Abstract:

High Voltage (HV) transmission lines are widely spread around residential places. They take all forms of shapes: concrete, steel, and timber poles. Earth grid always form part of the HV transmission structure, whereat soil resistivity value is one of the main inputs when it comes to determining the earth grid requirements. In this paper, the soil structure and its implication on the electrode resistance of HV transmission poles will be explored. In Addition, this paper will present simulation for various soil structures using IEEE and Australian standards to verify the computation with CDEGS software. Furthermore, the split factor behavior under different soil resistivity structure will be presented using CDEGS simulations.

Keywords: Earth Grid, EPR, High Voltage, Soil Resistivity Structure, Split Factor, Step Voltage, Touch Voltage.

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Authors: Liu Ning, Zhong Chongquan, Teng Hongfei

Abstract:

EPA (Ethernet for Plant Automation) resolves the nondeterministic problem of standard Ethernet and accomplishes real-time communication by means of micro-segment topology and deterministic scheduling mechanism. This paper studies the real-time performance of EPA periodic data transmission from theoretical and experimental perspective. By analyzing information transmission characteristics and EPA deterministic scheduling mechanism, 5 indicators including delivery time, time synchronization accuracy, data-sending time offset accuracy, utilization percentage of configured timeslice and non-RTE bandwidth that can be used to specify the real-time performance of EPA periodic data transmission are presented and investigated. On this basis, the test principles and test methods of the indicators are respectively studied and some formulas for real-time performance of EPA system are derived. Furthermore, an experiment platform is developed to test the indicators of EPA periodic data transmission in a micro-segment. According to the analysis and the experiment, the methods to improve the real-time performance of EPA periodic data transmission including optimizing network structure, studying self-adaptive adjustment method of timeslice and providing data-sending time offset accuracy for configuration are proposed.

Keywords: EPA system, Industrial Ethernet, Periodic data, Real-time performance

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Authors: Seung-Jun Yu, Young-Min Ko, Hyoung-Kyu Song

Abstract:

Recently developed cooperative diversity scheme enables a terminal to get transmit diversity through the support of other terminals. However, most of the introduced cooperative schemes have a common fault of decreased transmission rate because the destination should receive the decodable compositions of symbols from the source and the relay. In order to achieve high data rate, we propose a cooperative scheme that employs hierarchical modulation. This scheme is free from the rate loss and allows seamless cooperative communication.

Keywords: Cooperative communication, hierarchical modulation, high data rate, transmission scheme.

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Authors: Muhammad Marsudi, Hani Shafeek

Abstract:

The purpose of this paper is to simulate the production process of a metal stamping industry and to evaluate the utilization of the production line by using ARENA simulation software. The process time and the standard time for each process of the production line is obtained from data given by the company management. Other data are collected through direct observation of the line. There are three work stations performing ten different types of processes in order to produce a single product type. Arena simulation model is then developed based on the collected data. Verification and validation are done to the Arena model, and finally the result of Arena simulation can be analyzed. It is found that utilization at each workstation will increase if batch size is increased although throughput rate remains/is kept constant. This study is very useful for the company because the company needs to improve the efficiency and utilization of its production lines.

Keywords: Arena software, case study, production line, utilization.

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Authors: Tao Yin, Zeqiang Zhang, Wei Liang, Yanqing Zeng, Yu Zhang

Abstract:

To accelerate the remanufacturing process of electronic waste products, this study designs a partial disassembly line with the multi-robotic station to effectively dispose of excessive wastes. The multi-robotic partial disassembly line is a technical upgrade to the existing manual disassembly line. Balancing optimization can make the disassembly line smoother and more efficient. For partial disassembly line balancing with the multi-robotic station (PDLBMRS), a mixed-integer programming model (MIPM) considering the robotic efficiency differences is established to minimize cycle time, energy consumption and hazard index and to calculate their optimal global values. Besides, an enhanced NSGA-II algorithm (HNSGA-II) is proposed to optimize PDLBMRS efficiently. Finally, MIPM and HNSGA-II are applied to an actual mixed disassembly case of two types of computers, the comparison of the results solved by GUROBI and HNSGA-II verifies the correctness of the model and excellent performance of the algorithm, and the obtained Pareto solution set provides multiple options for decision-makers.

Keywords: Waste disposal, disassembly line balancing, multi-robot station, robotic efficiency difference, HNSGA-II.

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Authors: Hailong Zhu, Zhaoxiang Li, Kejun Zhuang

Abstract:

By means of Contractor Iteration Method, we solve and visualize the Lane-Emden(-Fowler) equation Δu + up = 0, in Ω, u = 0, on ∂Ω. It is shown that the present method converges quadratically as Newton’s method and the computation of Contractor Iteration Method is cheaper than the Newton’s method.

Keywords: Positive solutions, newton's method, contractor iteration method, Eigenpairs.

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Authors: Valentina Koliskina, Inta Volodko

Abstract:

Transient eddy current problem is solved in the present paper by the method of the Laplace transform for the case of a double conductor line located parallel to a conducting half-space. The Fourier sine and cosine integral transforms are used in order to find the Laplace transform of the solution. The inverse Laplace transform of the solution is found in closed form. The integrated electromotive force per unit length of the double conductor line is calculated in the form of an improper integral.

Keywords: Transient eddy currents, Laplace transform, double conductor line.

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Authors: Deniz T. Sodiri, Venkat V S S Sastry

Abstract:

The paper presents an on-line recognition machine (RM) for continuous/isolated, dynamic and static gestures that arise in Flight Deck Officer (FDO) training. RM is based on generic pattern recognition framework. Gestures are represented as templates using summary statistics. The proposed recognition algorithm exploits temporal and spatial characteristics of gestures via dynamic programming and Markovian process. The algorithm predicts corresponding index of incremental input data in the templates in an on-line mode. Accumulated consistency in the sequence of prediction provides a similarity measurement (Score) between input data and the templates. The algorithm provides an intuitive mechanism for automatic detection of start/end frames of continuous gestures. In the present paper, we consider isolated gestures. The performance of RM is evaluated using four datasets - artificial (W TTest), hand motion (Yang) and FDO (tracker, vision-based ). RM achieves comparable results which are in agreement with other on-line and off-line algorithms such as hidden Markov model (HMM) and dynamic time warping (DTW). The proposed algorithm has the additional advantage of providing timely feedback for training purposes.

Keywords: On-line Recognition Algorithm, IsolatedDynamic/Static Gesture Recognition, On-line Markovian/DynamicProgramming, Training in Virtual Environments.

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Authors: Ibrahim A. Khorwat, Nabil Naas

Abstract:

In this paper, we present a simple circuit for Manchester decoding and without using any complicated or programmable devices. This circuit can decode 90kbps of transmitted encoded data; however, greater than this transmission rate can be decoded if high speed devices were used. We also present a new method for extracting the embedded clock from Manchester data in order to use it for serial-to-parallel conversion. All of our experimental measurements have been done using simulation.

Keywords: High threshold level, level segregation, lowthreshold level, smoothing circuit synchronization..

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Authors: Sunil Jadav, Rajeevan Chandel Munish Vashishath

Abstract:

Today’s VLSI networks demands for high speed. And in this work the compact form mathematical model for current mode signalling in VLSI interconnects is presented.RLC interconnect line is modelled using characteristic impedance of transmission line and inductive effect. The on-chip inductance effect is dominant at lower technology node is emulated into an equivalent resistance. First order transfer function is designed using finite difference equation, Laplace transform and by applying the boundary conditions at the source and load termination. It has been observed that the dominant pole determines system response and delay in the proposed model. The novel proposed current mode model shows superior performance as compared to voltage mode signalling. Analysis shows that current mode signalling in VLSI interconnects provides 2.8 times better delay performance than voltage mode. Secondly the damping factor of a lumped RLC circuit is shown to be a useful figure of merit.

Keywords: Current Mode, Voltage Mode, VLSI Interconnect.

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Authors: Mucip Tapan, Ali Ozvan, Ismail Akkaya

Abstract:

This study investigated how the concrete confinement strength and axial load carrying capacity of reinforced concrete columns are affected by corrosion damage to the stirrups. A total of small-scale 12 test specimens were cast for evaluating the effect of stirrup corrosion on confinement strength of concrete. The results of this study show that the stirrup corrosion alone dramatically decreases the axial load carrying capacity of corroded reinforced concrete columns. Recommendations were presented for improved inspection practices which will allow estimating concrete confinement strength of corrosion-damaged reinforced concrete bridge columns.

Keywords: Bridge, column, concrete, corrosion, inspection, stirrup reinforcement.

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Authors: S. Sadegzadeh, A. Mousavi

Abstract:

Temperature-dependent tunable photonic crystals have attracted widespread interest in recent years. In this research, transmission characteristics of a one-dimensional photonic crystal structure with a single defect have been studied. Here, we assume two different defect layers: InSb as a semiconducting layer and HgBa₂Ca₂Cu₃O₁₀ as a high-temperature superconducting layer. Both the defect layers have temperature-dependent refractive indexes. Two different types of dielectric materials (Si as a high-refractive index dielectric and MgF₂ as a low-refractive index dielectric) are used to construct the asymmetric structures (Si/MgF₂)^NInSb(Si/MgF₂)^N named S.I, and (Si/MgF₂)^NHgBa₂Ca₂Cu₃O₁₀(Si/MgF₂)^N named S.II. It is found that in response to the temperature changes, transmission peaks within the photonic band gap of the S.II structure, in contrast to S.I, show a small wavelength shift. Furthermore, the results show that under the same conditions, S.I structure generates an extra defect mode in the transmission spectra. Besides high efficiency transmission property of S.II structure, it can be concluded that the semiconductor-dielectric photonic crystals are more sensitive to temperature variation than superconductor types.

Keywords: Defect modes, photonic crystals, semiconductor, superconductor, transmission.

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Authors: Yongxin Yuan

Abstract:

In this paper, we first give the representation of the general solution of the following inverse eigenvalue problem (IEP): Given X ∈ Rn×p and a diagonal matrix Λ ∈ Rp×p, find nontrivial real-valued symmetric arrow-head matrices A and B such that AXΛ = BX. We then consider an optimal approximation problem: Given real-valued symmetric arrow-head matrices A, ˜ B˜ ∈ Rn×n, find (A, ˆ Bˆ) ∈ SE such that Aˆ − A˜2 + Bˆ − B˜2 = min(A,B)∈SE (A−A˜2 +B −B˜2), where SE is the solution set of IEP. We show that the optimal approximation solution (A, ˆ Bˆ) is unique and derive an explicit formula for it.

Keywords: Partially prescribed spectral information, symmetric arrow-head matrix, inverse problem, optimal approximation.

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Authors: Guoliang Fan, Aiping Li, Nan Xie, Liyun Xu, Xuemei Liu

Abstract:

Mass customization production increases the difficulty of the production line layout planning. The material distribution process for variety of parts is very complex, which greatly increases the cost of material handling and logistics. In response to this problem, this paper presents an approach of production line layout planning based on complexity measurement. Firstly, by analyzing the influencing factors of equipment layout, the complexity model of production line is established by using information entropy theory. Then, the cost of the part logistics is derived considering different variety of parts. Furthermore, the function of optimization including two objectives of the lowest cost, and the least configuration complexity is built. Finally, the validity of the function is verified in a case study. The results show that the proposed approach may find the layout scheme with the lowest logistics cost and the least complexity. Optimized production line layout planning can effectively improve production efficiency and equipment utilization with lowest cost and complexity.

Keywords: Production line, layout planning, complexity measurement, optimization, mass customization.

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Authors: Deniz T. Sodiri, Venkat V S S Sastry

Abstract:

The paper presents an on-line recognition machine (RM) for continuous/isolated, dynamic and static gestures that arise in Flight Deck Officer (FDO) training. RM is based on generic pattern recognition framework. Gestures are represented as templates using summary statistics. The proposed recognition algorithm exploits temporal and spatial characteristics of gestures via dynamic programming and Markovian process. The algorithm predicts corresponding index of incremental input data in the templates in an on-line mode. Accumulated consistency in the sequence of prediction provides a similarity measurement (Score) between input data and the templates. The algorithm provides an intuitive mechanism for automatic detection of start/end frames of continuous gestures. In the present paper, we consider isolated gestures. The performance of RM is evaluated using four datasets - artificial (W TTest), hand motion (Yang) and FDO (tracker, vision-based ). RM achieves comparable results which are in agreement with other on-line and off-line algorithms such as hidden Markov model (HMM) and dynamic time warping (DTW). The proposed algorithm has the additional advantage of providing timely feedback for training purposes.

Keywords: On-line Recognition Algorithm, IsolatedDynamic/Static Gesture Recognition, On-line Markovian/DynamicProgramming, Training in Virtual Environments.

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Authors: Keunhong Chae, Seokho Yoon

Abstract:

This paper proposes a cooperative Alamouti space time transmission scheme with low relay complexity for the cooperative communication systems. In the proposed scheme, the source node combines the data symbols to construct the Alamouti-coded form at the destination node, while the conventional scheme performs the corresponding operations at the relay nodes. In simulation results, it is shown that the proposed scheme achieves the second order cooperative diversity while maintaining the same bit error rate (BER) performance as that of the conventional scheme.

Keywords: Space-time transmission, cooperative communication system, MIMO.

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Authors: Amir Ansari, Ehsan Shahrjerdi, Ehsan Amini

Abstract:

To investigate the behavior of sheet metals during forming tailor welded blanks (TWB) of various thickness made via Co2 Laser welding are under consideration. These blanks are formed used two different forming methods of rubber as well as the conventional punch and die methods. The main research objective is the effects of using a rubber die instead of a solid one the displacement of the weld line and the press force needed for forming. Specimens with thicknesses of 0.5, 0.6, 0.8 and 1mm are subjected to Erichsen two dimensional tests and the resulted force for each case are compared. This is followed by a theoretical and numerical study of press force and weld line displacement. It is concluded that using rubber pad forming (RPF) causes a reduction in weld line displacement and an increase in the press force.

Keywords: Rubber pad forming, Tailor welded blank, Thickness ratio, Weld line displacement.

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Authors: M.R. Ebrahimi, M. Ehsan

Abstract:

This paper presents a practical scheme that can be used for allocating the transmission loss to generators and loads. In this scheme first the share of a generator or load on the current through a branch is determined using Z-bus modified matrix. Then the current components are decomposed and the branch loss allocation is obtained. A motivation of proposed scheme is to improve the results of Z-bus method and to reach more fair allocation. The proposed scheme has been implemented and tested on several networks. To achieve practical and applicable results, the proposed scheme is simulated and compared on the transmission network (400kv) of Khorasan region in Iran and the 14-bus standard IEEE network. The results show that the proposed scheme is comprehensive and fair to allocating the energy losses of a power market to its participants.

Keywords: Transmission Loss, Loss Allocation, Z-bus modifiedmatrix, current Components Decomposition and Restructured PowerSystems

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Authors: A.M. Vural, K.C. Bayindir

Abstract:

Back-to-back static synchronous compensator (BtBSTATCOM) consists of two back-to-back voltage-source converters (VSC) with a common DC link in a substation. This configuration extends the capabilities of conventional STATCOM that bidirectional active power transfer from one bus to another is possible. In this paper, VSCs are designed in quasi multi-pulse form in which GTOs are triggered only once per cycle in PSCAD/EMTDC. The design details of VSCs as well as gate switching circuits and controllers are fully represented. Regulation modes of BtBSTATCOM are verified and tested on a multi-machine power system through different simulation cases. The results presented in the form of typical time responses show that practical PI controllers are almost robust and stable in case of start-up, set-point change, and line faults.

Keywords: Flexible AC Transmission Systems (FACTS), Backto-Back Static Synchronous Compensator (BtB-STATCOM), quasi multi-pulse voltage source converter, active power transfer; voltage control.

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Authors: W. Loongyai, N. Saengsawang, W. Danvilai, C. Kridtayopas, P. Sopannarath, C. Bunchasak

Abstract:

Betong chicken is a slow growing and a lean strain of chicken, while the rapid growth of broiler is accompanied by increased fat. We investigated the growth performance, fat accumulations, lipid serum biochemical levels and lipoprotein lipase (LPL) gene expression of female Betong (KU line) at the age of 4 and 6 weeks. A total of 80 female Betong chickens (KU line) and 80 female broiler chickens were reared under open system (each group had 4 replicates of 20 chicks per pen). The results showed that feed intake and average daily gain (ADG) of broiler chicken were significantly higher than Betong (KU line) (P < 0.01), while feed conversion ratio (FCR) of Betong (KU line) at week 6 were significantly lower than broiler chicken (P < 0.01) at 6 weeks. At 4 and 6 weeks, two birds per replicate were randomly selected and slaughtered. Carcass weight did not significantly differ between treatments; the percentage of abdominal fat and subcutaneous fat yield was higher in the broiler (P < 0.01) at 4 and 6 week. Total cholesterol and LDL level of broiler were higher than Betong (KU line) at 4 and 6 weeks (P < 0.05). Abdominal fat samples were collected for total RNA extraction. The cDNA was amplified using primers specific for LPL gene expression and analysed using real-time PCR. The results showed that the expression of LPL gene was not different when compared between Betong (KU line) and broiler chickens at the age of 4 and 6 weeks (P > 0.05). Our results indicated that broiler chickens had high growth rate and fat accumulation when compared with Betong (KU line) chickens, whereas LPL gene expression did not differ between breeds.

Keywords: Lipoprotein lipase gene, Betong (KU line), broiler, abdominal fat, gene expression.

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Authors: Hicham Gourgue, Ahmed Aharoune, Ahmed Ihlal

Abstract:

We present in this work our model of road traffic emissions (line sources) and dispersion of these emissions, named DISPOLSPEM (Dispersion of Poly Sources and Pollutants Emission Model). In its emission part, this model was designed to keep the consistent bottom-up and top-down approaches. It also allows to generate emission inventories from reduced input parameters being adapted to existing conditions in Morocco and in the other developing countries. While several simplifications are made, all the performance of the model results are kept. A further important advantage of the model is that it allows the uncertainty calculation and emission rate uncertainty according to each of the input parameters. In the dispersion part of the model, an improved line source model has been developed, implemented and tested against a reference solution. It provides improvement in accuracy over previous formulas of line source Gaussian plume model, without being too demanding in terms of computational resources. In the case study presented here, the biggest errors were associated with the ends of line source sections; these errors will be canceled by adjacent sections of line sources during the simulation of a road network. In cases where the wind is parallel to the source line, the use of the combination discretized source and analytical line source formulas minimizes remarkably the error. Because this combination is applied only for a small number of wind directions, it should not excessively increase the calculation time.

Keywords: Air pollution, dispersion, emissions, line sources, road traffic, urban transport.

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Authors: O. Boonklong, M. Jaroensutasinee, K. Jaroensutasinee

Abstract:

A flow line computational technique based on the D8 method using Mathematica was developed. The technique was applied to Ron Phibun area, Nakhon Si Thammarat Province. This area is highly contaminated with arsenic 3 and 5. It was found that the technique using Mathematica can produce similar results to those obtained from GRASS v 5.0.2.

Keywords: Arsenic contamination, flow line, D8 method, Ron Phibun.

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Authors: Peristera A. Baziana

Abstract:

The idea of the asynchronous transmission in wavelength division multiplexing (WDM) ring MANs is studied in this paper. Especially, we present an efficient access technique to coordinate the collisions-free transmission of the variable sizes of IP traffic in WDM ring core networks. Each node is equipped with a tunable transmitter and a tunable receiver. In this way, all the wavelengths are exploited for both transmission and reception. In order to evaluate the performance measures of average throughput, queuing delay and packet dropping probability at the buffers, a simulation model that assumes symmetric access rights among the nodes is developed based on Poisson statistics. Extensive numerical results show that the proposed protocol achieves apart from high bandwidth exploitation for a wide range of offered load, fairness of queuing delay and dropping events among the different packets size categories.

Keywords: Asynchronous transmission, collision avoidance, wavelength division multiplexing.

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Authors: P. Pongsumpun

Abstract:

A new strain of Type A influenza virus can cause the transmission of H1N1 virus. This virus can spread between the people by coughing and sneezing. Because the people are always movement, so this virus can be easily spread. In this study, we construct the dynamical network model of H1N1 virus by separating the human into five groups; susceptible, exposed, infectious, quarantine and recovered groups. The movement of people between houses (local level) is considered. The behaviors of solutions to our dynamical model are shown for the different parameters.

Keywords: Dynamical network, H1N1virus, local level, simulation.

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Authors: Arash Azizi Mazreah, Mohammad T. Manzuri Shalmani, Hamid Barati, Ali Barati, Ali Sarchami

Abstract:

This paper proposes a low power SRAM based on five transistor SRAM cell. Proposed SRAM uses novel word-line decoding such that, during read/write operation, only selected cell connected to bit-line whereas, in conventional SRAM (CV-SRAM), all cells in selected row connected to their bit-lines, which in turn develops differential voltages across all bit-lines, and this makes energy consumption on unselected bit-lines. In proposed SRAM memory array divided into two halves and this causes data-line capacitance to reduce. Also proposed SRAM uses one bit-line and thus has lower bit-line leakage compared to CV-SRAM. Furthermore, the proposed SRAM incurs no area overhead, and has comparable read/write performance versus the CV-SRAM. Simulation results in standard 0.25μm CMOS technology shows in worst case proposed SRAM has 80% smaller dynamic energy consumption in each cycle compared to CV-SRAM. Besides, energy consumption in each cycle of proposed SRAM and CV-SRAM investigated analytically, the results of which are in good agreement with the simulation results.

Keywords: SRAM, write Operation, read Operation, capacitances, dynamic energy consumption.

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Authors: Abdolamir Nekoubin

Abstract:

The line start permanent magnet motor (LSPMM) combines a permanent magnet rotor for a better motor efficiency during synchronous running with an induction motor squirrel cage rotor to permit the motor starting by direct coupling to power source. In this paper effect of the rotor structure on a line start synchronous permanent magnet motor (LSPMM) is analyzed. LSPMM motor with three different structures for rotor is designed by using RMxprt software; efficiency and line current of LSPMM motor for different structures in full-load condition have been presented. The results indicate that with correct choosing of rotor structure, maximum efficiency can be found.

Keywords: Permanent magnets, LSPMM motor, rotor.

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Authors: A. Pereira, S. Haffner, L. V. Gasperin

Abstract:

This paper presents two simplified models to determine nodal voltages in power distribution networks. These models allow estimating the impact of the installation of reactive power compensations equipments like fixed or switched capacitor banks. The procedure used to develop the models is similar to the procedure used to develop linear power flow models of transmission lines, which have been widely used in optimization problems of operation planning and system expansion. The steady state non-linear load flow equations are approximated by linear equations relating the voltage amplitude and currents. The approximations of the linear equations are based on the high relationship between line resistance and line reactance (ratio R/X), which is valid for power distribution networks. The performance and accuracy of the models are evaluated through comparisons with the exact results obtained from the solution of the load flow using two test networks: a hypothetical network with 23 nodes and a real network with 217 nodes.

Keywords: Distribution network models, distribution systems, optimization, power system planning.

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Authors: Sang Hoon Kang, Seong-Min Yoon

Abstract:

Little attention has been paid to information transmission between the portfolios of large stocks and small stocks in the Korean stock market. This study investigates the return and volatility transmission mechanisms between large and small stocks in the Korea Exchange (KRX). This study also explores whether bad news in the large stock market leads to a volatility of the small stock market that is larger than the good news volatility of the large stock market. By employing the Granger causality test, we found unidirectional return transmissions from the large stocks to medium and small stocks. This evidence indicates that pat information about the large stocks has a better ability to predict the returns of the medium and small stocks in the Korean stock market. Moreover, by using the asymmetric GARCH-BEKK model, we observed the unidirectional relationship of asymmetric volatility transmission from large stocks to the medium and small stocks. This finding suggests that volatility in the medium and small stocks following a negative shock in the large stocks is larger than that following a positive shock in the large stocks.

Keywords: Asymmetric GARCH-BEKK model, Asymmetric volatility transmission, Causality, Korean stock market, Spillover effect

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