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    题名: 指數型保險對再生能源風險管理的應用:以離岸風力發電第26號潛力場址為例
    Application of index insurance to renewable energy risk management:a case study of offshore wind power generation potential site no. 26
    作者: 陳怡儒
    Chen, Yi-Ju
    贡献者: 張士傑
    Chang, Shih-Chieh
    陳怡儒
    Chen, Yi-Ju
    关键词: 再生能源
    風險管理
    離岸風力發電
    指數型保險
    躉購費率
    Renewable energy
    Risk management
    Offshore wind power
    Index insurance
    日期: 2019
    上传时间: 2019-08-07 16:17:08 (UTC+8)
    摘要: 為達成環境基本法第23條之非核家園目標,現階段政府之能源政策規劃於2025年前將再生能源發電量占比提高到總發電量的20%,並以離岸風電作為主力之一。根據國際工程顧問公司4C Offshore於2019年對於全球離岸潛力風場之排名,全球前20處離岸風場場址,位於我國管轄海域就占15處,台灣的地理位置,非常適合發展離岸風電。
    本研究回顧離岸風力發電之國內外發展現況、各階段風險管理,並以指數型保險分析,選定第26號離岸潛力風場場址為研究標的。先依NASA風速資料,觀察風力資源變化趨勢,爾後,搭配AIC、BIC準則選定時間序列模型ARIMA(0,0,0)X〖(0,1,1)〗_12進行風力發電量預測分析,並將預測發電量應用至指數型保險的費率計算參考,利用預測發電量做為風力發電指數,分別以1980至2017年各月歷史發電量的第25、50百分位做為參數觸發門檻、以第10百分位作為自負額,並依據108年離岸發電躉購費率每度發電5.5160元計算保險金額,分別試算出指數型保險每年純保費為328,672,382、41,813,256元,純保險費率為20.44%、6.74%。
    The current energy policy of Taiwan government plans to increase renewable energy to 20% of 100% total power supply by 2025 together with achieving the goal for nuclear free. According to the 2019 ranking of 4C Offshore, the top 20 global potential offshore wind farm sites are mainly located in Taiwan strait, in which, 15 sites are under Taiwan’s jurisdiction. Taiwan has great potentials to develop offshore wind power.
    This study updates status of offshore wind power development for Taiwan and some countries, and reviews risk management of offshore wind farm at three phases, and uses index insurance to analyze the selected potential offshore wind farm site No. 26. By analyzing NASA dataset from 1980 to 2017, we used ARIMA(0,0,0)X〖(0,1,1)〗_12 to calculate the forecast of offshore wind power generation and applied the forecast as reference to price for the designed index insurance. Under this proposed model, forecasted power generation is set as the index of insurance, the 25th and 50th percentile of the simulated average historical power generation for 38 years are used as the trigger point. The annual pure premium amount are NT$328,672,382 and NT$41,813,256 respectively ; pure premium rates are respectively 20.44% and 6.74%.
    參考文獻: 中文文獻
    台灣電力公司(2018)。離岸風力發電第二期計畫可行性研究。
    李宜宸、呂威賢、張簡連城(2010)。應用時間序列模式模式進行澎湖風力發電示範電場電量預測。臺灣風能學術研討會。G5-02。
    林法正、鄧禮濤、余孟勳、林正文(2008)。風力發電技術之發展概況。電工通訊:新能源與節能技術。
    林彥碩、高棟梁(2016)。綠能產業風險管理與保險規劃-以離岸風力發電為例。月旦知識庫,201604(23),頁42-72。
    凌拯民、劉秉勳、陳卿翊(2009)。台灣地區風速機率分布函數之建立與特性分析,科技學刊,1,頁23-33。
    廖士傑、張士傑、賴彥傑(2018)。離岸風力發電與保險規劃之初探。保險專刊,32(2),頁135–161。
    鄭鎮樑、范姜肱、許正漢、林聖傑(2015)。離岸風力發電保險初探。月旦知識庫,201504(22),頁211-235。
    嚴和霖(2017),指數型保險發展研究-以台灣地震指數型保險為例。未出版之碩士論文,中央大學,土木工程學系,桃園。


    英文文獻
    Adaramolaa, M.S. , Paulb, S.S., Oyedepoc S.O.(2011). Assessment of electricity generation and energy cost of wind energy conversion systems in north-central Nigeria. Energy Conversion and Management, 52(12), 3363–3368.
    Barbara G. Brown, Richard W. Katz, & Allan H. Murphy (1984). Decision-analytic assessment of the economic value of weather forecasts, Journal of Forecasting, 6(2),77-89.
    Butterfield, C. P., Musial, W., & Jonkman, J.(2007, October). Overview of Offshore Wind Technology: Preprint. Abstract retrieved from https://digital.library.unt.edu/ark:/67531/metadc898451/.
    David Watts, & Danilo Jara(2011). Statistical analysis of wind energy in Chile. Renewable Energy, 39(5), 1603-1613.
    Emrah Gulay, Hamdi Emec(2019). Forecasting the total electricity production in South Africa: Comparative analysis to improve the predictive modelling accuracy. AIMS Energy, 7(1), 88-110.
    Langston, S., Aukland, R. and Zhang, R., 2018, Offshore Wind Farm Subscription Global Market Overview Report–June 2018, Lowestoft: 4C Offshore Limited, Orbis Energy Centre.
    Aukland, R., Randall-Smith B., Zhang, R., Sahin T. and Haworth R., 2018, Offshore Wind Farm Subscription Global Market Overview Report–December 2018, Lowestoft: 4C Offshore Limited, Orbis Energy Centre.
    Aukland, R., Bernthal-Hooker J., Haworth R., Randall-Smith B., Sahin T., Zhang, R., and Zou S., 2018, Offshore Wind Farm Subscription Global Market Overview Report–March 2019, Lowestoft: 4C Offshore Limited, Orbis Energy Centre.
    Mahmoud Ghofrani and Musaad Alolayan(2017). Time Series and Renewable Energy Forecasting. Time Series Analysis and Applications. DOI: 10.5772/intechopen.70845.
    Nadine Gatzert and Thomas Kosub(2016). Risks and risk management of renewable energy projects: The case of onshore and offshore wind parks. Renewable and Sustainable Energy Reviews, 60, 982-998.
    Shadreck Mapfumo, Huybert Groenendaal, and Chloe Dugger(2017). Risk modeling for appraising named peril index insurance products:a guide for practitioners, Publisher Location:New York.
    Jeff Liao Shih-Chieh Jeff Liao, Liao Shih-Chieh Bill Chang, Tsung-Chi Cheng(2018).Managing the Volatility Risk of Renewable Energy: Weather Index Insurance for Taiwan Offshore Wind Farms, APRIA, in Working paper.
    Tony Burton, Nick Jenkins, David Sharpe, and Ervin Bossanyi(2011). Wind Energy Handbook. Publisher Location: John Wiley & Sons, Ltd.
    Turner, G., Roots, S., Wiltshire, M., Trueb, J., Brown, S., Benz, G., Hegelbach, M. (2013). Profiling the Risks in Solar and Wind, Bloomberg and Swiss Re, http://about.bnef.com/,accessed 06/30/2014.
    描述: 碩士
    國立政治大學
    風險管理與保險學系
    106358026
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G1063580261
    数据类型: thesis
    DOI: 10.6814/NCCU201900259
    显示于类别:[風險管理與保險學系 ] 學位論文

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