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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 140.119/139814

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/139814

Title:	Managing the Volatility Risk of Renewable Energy: Index Insurance for Offshore Wind Farms in Taiwan
Authors:	張士傑;廖士傑;鄭宗記 Chang, Shih-Chieh;Liao, Shih-Chieh;Cheng, Tsung-Chi
Contributors:	風管系
Keywords:	renewable energy;index insurance;offshore wind farm;time series modeling;ARIMA
Date:	2021-08
Issue Date:	2022-04-11 15:08:37 (UTC+8)
Abstract:	Renewable energy is produced using renewable natural resources, including wind power. The Taiwan government aims to have renewable energy account for 20% of its total power supply by 2025, in which offshore wind power plays an important role. This paper explores the application of index insurance to renewable energy for offshore wind power in Taiwan. We employ autoregressive integrated moving average models to forecast power generation on a monthly and annual basis for the Changhua Demonstration Offshore Wind Farm. These predictions are based on an analysis of 39 years of hourly wind speed data (1980–2018) from the Modern-Era Retrospective analysis for Research and Applications, Version 2, of the National Aeronautics and Space Administration. The data analysis and forecasting models describe the methodology used to design the insurance contract and its index for predicting offshore wind power generation. We apply our forecasting results to insurance contract pricing.
Relation:	Sustainability, Vol.13, No.16, pp.8985
Data Type:	article
DOI 連結:	https://doi.org/10.3390/su13168985
DOI:	10.3390/su13168985
Appears in Collections:	[風險管理與保險學系] 期刊論文 [統計學系] 期刊論文

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