臺灣博碩士論文加值系統

日月潭旅遊需求的風險估計可協助業者與政府單位研擬經營與管理策略。本研究針對日月潭發展計劃對旅遊趨勢與季節性影響的風險進行估計，藉由判斷各月可能遊客到訪數量、估計波動特性以評估短期衝擊對遊客到訪的影響、並計算旅遊需求的VaR以提供最大可能遊客到訪數量。結果發現若管理者願意承擔較高旅遊品質的環境風險，可準備10萬人次/月的設施，而若要選擇低旅遊品質的環境風險，則要準備20萬人次/月的設施。2與9月實際旅遊人數常常大於VaR計算結果，而其他月分則往往低於估計結果，說明地方廠商有依月別採取不同行銷策略的空間，差別取價並採用預約制度能有效增加獲利並降低成本。因為發展計畫，近10年來日月潭旅遊需求變化甚大，結果顯示旅遊需求的不確定性(風險)不斷增加，因此在持續開發的同時，應建立風險管理系統，以協助發展計畫的修正。

This study tries to model tourism demand and the volatility of tourists of Sun Moon Lake by comparing the difference to stochastic trend, seasonality, and volatility between 1999~2003 and 2004~2008. The variations risks in tourism demand predict between 1999~2003 and 2004~2008 with STSM. The long or short run risk persistence is illustrated by modeling the volatility tourism demand with GARCH model. Then the Value of Risk will be calculated according to the volatility from GARCH model. Finally, this study finds that if the administrator pursues a high risk development strategy, the public facilities should be sufficient at less for 100 thousand tourists each month. If the administrator pursues a low risk development strategy, the public facilities should be sufficient for 200 thousand tourists each month. Besides, it is more important for local firms to control operational cost. In February and September, the firms could charge more for increasing revenue. In other months, the firms could just accept the tourists which have made an appointment. Finally, a sustained risk management system needs to be established to keep discovering the risk. This will help to improve the sustainable tourism development planning of Sun Moon Lake.

Chapter 1 Introduction 1
1.1 Motivation and purposes 1
1.2 Research processes 3
1.3 Contributions and organization 4

Chapter 2 Background 6
2.1 Tourism planning of Sun Moon Lake 6
2.2 Risk behind tourism demand 21

Chapter 3 Literature review 24
3.1 Tourism demand risk models 24
3.2 The importance of risk management to sustainable tourism development 31

Chapter 4 Methodology 35
4.1 Risk in mean: Structural time series model (STSM) 35
4.2 Risk in variance: Generalized autoregressive conditional heteroskedasticity (GARCH) model 38

Chapter 5 Empirical Results 41
5.1 Risk in mean 41
5.2 Risk in variance 47

Chapter 6 Conclusions and Future Works 50
6.1 Conclusions 50
6.2 Future Works 53


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