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政大機構典藏 > 商學院 > 風險管理與保險學系 > 期刊論文 > Item 140.119/135861

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/135861

Title:	指數型保險於再生能源風險管理之運用: 台灣離岸風力發電第26號潛力場址 Index Insurance Application for Renewable Energy Risk Management: Taiwan Offshore Wind Power Generation Potential Site No. 26
Authors:	張士傑 Chang , Shih-Chieh Bill 廖士傑陳怡儒
Contributors:	風管系
Keywords:	再生能源 ; 風險管理 ; 離岸風力發電 ; ARIMA ; 指數型保險 renewable energy ; risk management ; offshore wind power ; ARIMA ; index insurance
Date:	2020-03
Issue Date:	2021-06-25 09:45:44 (UTC+8)
Abstract:	政府能源政策規劃於2025年將再生能源發電量佔比提升至總發電量20%，並以離岸風電作為主力之一。本文探討台灣離岸風力發電與風險管理，並以第26號離岸潛力風場場址為例，建立指數型保險模型。本研究依NASA風速資料，觀察風力資源變化，依據AIC與BIC準則選定ARIMA（0,0,0）×（0,1,1）_(12)時間序列模型預測風力發電量，並將預測值應用至指數型保險之費率計算。 The energy policy of Taiwan government plans to increase renewable energy to 20% of total power supply by 2025. This study investigates the offshore wind power development for Taiwan and risk management of offshore wind farms. In our study, index insurance is designed for the selected offshore wind farm site No. 26. By analyzing NASA data from 1980 to 2017, ARIMA (0,0,0)x(0,1,1)_(12) is used to forecast the offshore wind power production and which are applied in pricing the index insurance.
Relation:	保險專刊, Vol.36, No.1, pp.1-23
Data Type:	article
Appears in Collections:	[風險管理與保險學系] 期刊論文

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