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

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。

關鍵字

再生能源；風險管理；離岸風力發電； ARIMA ；指數型保險

並列摘要

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.

並列關鍵字

renewable energy ； risk management ； offshore wind power ； ARIMA ； index insurance

參考文獻

Ghofrani, M. and Alolayan, Musaad., 2017, Time Series and Renewable Energy Forecasting, Time Series Analysis and Applications, Nawaz Mohamudally, IntechOpen, DOI: 10.5772/intechopen.70845. Available from: https://www.intechopen.com/books/ time-series-analysis-and-applications/time-series-and-renewable-energy-forecasting

李宜宸、呂威賢與張簡連城，2010，「應用時間序列模式進行澎湖風力發電示範電場電量預測」，台灣風能學術研討會，澎湖。