Dissemination of information can enhance smallholder farmers’ agricultural outcomes and incomes in developing countries. However, the impact evaluation for new information can be inaccurate without considering pre-existing information that the indigenous people have used. This study explores...

This study examines the trade structures by production process of the largest export businesses between Korea and three Southeast Asian countries (Indonesia, the Philippines, and Vietnam), and takes a look at Korea's production networks focusing on the top export industries with these countries...

We adopt the semicovariance decomposition method and machine-learning models to forecast the realized correlation and realized volatility of oil and gold futures markets. The general framework consists of three steps: data preprocessing, accumulating window cross-validation, and performance...

The Internet Appendix consists of three sections. Section A shows data sources and detailed data processing procedures. In Section B, we outline seven forecasting models. Last, Section C represents the empirical results

This paper explores the possibility of the potential usage of machine learning models in the field of realized volatility forecasting of crude oil with a vast variety of empirical analyses and robustness checks. Although the conventional heterogeneous autoregressive (HAR) model is widely...

A regional cooperation project centered on a long river way passing through several nations, in addition to ensuring agreement between the nations involved, requires cooperation from the international community as a whole. This is because of potential conflict that may inevitably arise during...

As these projects move forward, the so-called Korea Special Fund needs to be set up, so that Korea can evaluate, from the earliest stages (feasibility studies), how those funds should be spent. This allows an accumulation of data as well as provide opportunities for Korean corporations. Also,...

This study is largely based on the quantitative analysis of the countries and areas of assistance and focuses on Korean assistance toward Southeast Asia in four areas, including agricultural/rural development, infrastructure, education, climate change, and environment. This study is significant...

We investigate the effect of the regime-switching transaction costs and dividends on liquidity premium and investor’s optimal strategy. With reasonably calibrated parameters, we show that counter-cyclical transaction costs substantially raise liquidity premium while procyclical dividends...