政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/135861

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 113822/144841 (79%)
Visitors : 51819611 Online Users : 501

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

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

Files in This Item:

File	Description	Size	Format
144.pdf		1558Kb	Adobe PDF2	287	View/Open

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

Loading...