臺灣博碩士論文加值系統

自從1973年石油危機後，石油進口國們開始找尋便宜的替代能源。為了尋找穩定、安全且潔淨的替代能源，很多國家開始建造核電廠以減少對石油的依賴。近年來，化石燃料等能源所造成的溫室氣體排放的問題已經開始受到關注，以及國際市場的高波動石油價格對高度能源進口國的影響等環境相關議題愈來愈受到重視。台灣由於天然資源稀少，自產能源匱乏，再加上地小人稠等因素，能源供給的問題一直是限制台灣經濟發展之主因。因此可以得知目前台灣以低碳能源為訴求的替代能源中比重最高的為核能，但是核能的使用卻有安全的隱憂，像是近年來爆發的日本福島核輻射外洩事件，核安問題開始受到重視。
而目前國內外文獻沒有探討台灣經濟成長與核能、其他能源之關係，因此本研究選取不同的變數來探討經濟成長與核能的關係外，還探討其他能源與核能的關係是否會因此影響經濟成長，以利日後制定相關能源政策。而本研究是先利用單根檢定判定變數是否為定態。若變數為非定態且具有相同整合階次，則利用共整合檢定來判斷變數間是否有共整合關係，若有則使用VECM模型探討Granger因果性檢定，探討變數間之因果關係；若沒有共整合關係，則使用未限制VAR模型探討Granger因果性檢定。本研究得出變數間沒有共整合關係，因此使用未限制VAR模型探討Granger因果性檢定，得出有顯著證據證明核能發電與實質國內生產毛額之間具有雙向回饋(feedback)的因果關係；原油及石油與實質國內生產毛額並無因果關係；煤及煤產品與實質國內生產毛額之間具有實質國內生產毛額影響煤及煤產品之單向因果關係；天然氣與實質國內生產毛額之間具有實質國內生產毛額影響天然氣之單向因果關係。

第一章 緒論 1
第一節 研究背景與目的 1
第二節 論文架構與研究流程 4
第二章 文獻回顧 5
第三章 研究方法 10
第一節 單根檢定 10
(一) ADF單根檢定(Augmented Dickey and Fuller) 12
(二) Phillips-Perron單根檢定 15
(三) KPSS單根檢定法(Kwiatkowski, Phillips, Schmide and Shin, 1992) 16
第二節 共整合檢定 18
(一) Engle-Granger兩階段共整合檢定法 18
(二) Johansen共整合檢定 19
第三節 Granger因果關係檢定 21
第四章 實證結果與分析 25
第一節 資料來源敘述 25
第二節 敘述統計 27
第三節 單根檢定 29
第四節 共整合檢定與誤差修正模型 32
第五節 Granger因果關係檢定 34
第五章 結論與建議 38
第一節 研究結論 38
第二節 研究限制與建議 41
參考文獻 42
附錄 49

Akhmat, G., Zaman, K. (2013), “Nuclear energy consumption, commercial energy consumption and economic growth in South Asia Bootstrap panel causality test,” Renewable and Sustainable Energy Reviews, 25, 552-559.
Apergis, N., Payne, J. E. (2010), “A panel study of nuclear energy consumption and economic growth,” Energy Economic, 32, 545-549.
Asafu-Adjaye, J. (2000), “The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries,” Energy Economics, 22, 615-625
Aslan, A., Çam, S. (2013), “Alternative and nuclear energy consumption-economic growth nexus for Israel: Evidence based on bootstrap-corrected causality tests,” Progress in Nuclear Energy, 62, 50-53.
Banerjee, A., J. Dolado, J. W. Galbraith, and D. F. Hendry (1993 ), Cointegration, Error-Correction, and The Econometric Analysis of Nonstationary Data, New York: Oxford University Press.
Belke, A., Dobnik, F., Dreger, C. (2011), “Energy consumption and economic growth New insights into the cointegration relationship,” Energy Economics, 33, 782-789.
Bozoklu, S., Yilanci, V. (2013), “Energy consumption and economic growth for selected OECD countries Further evidence from the Granger causality test in the frequency domain,” Energy Policy, 63, 877-881.
Chen, S.-T., Kuo, H.-I, Chen, C.-C. (2007), “The relationship between GDP and electricity consumption in 10 Asian countries,” Energy Policy, 35, 2611-2621.
Chu, H.-P., Chang, T. (2012), “Nuclear energy consumption, oil consumption and economic growth in G-6 countries Bootstrap panel causality test,” Energy Policy, 48, 762-769.
Costantini, V., Martini, C. (2010), “The causality between energy consumption and economic growth: a multi-sectoral analysis using non-stationary cointegrated panel data,” Energy Economics, 32, 591-603.
Elliot, D. (2007), Nuclear or Not? Does nuclear power have a place in sustainable energy future?, Houndmills Basingstoke : Palgrave Macmillan.
Enders, W. (2004), Applied Econometric Time Series, New York: John Wiley & Sonic, Inc.
Engle, R. F., Granger, C. W. J. (1987), “Cointegration and error correction representation: estimation and testing,” Econometrica, 55, 251-276.
Erdal, G., Erdal, H., Esengun, K. (2008), “The causality between energy consumption and economic growth in Turkey,” Energy Policy, 36, 3838-3842.
Fatai, K., Oxley, L., Scrimgeour, F.G. (2004), “Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, the Philippines and Thailand,” Mathematics and Computers in Simulation, 64, 431-445.
Fuller, W. (1976), Introduction to Statistical Time Series, New York: John Wiley.
Gnansounou, E. (2008), “Assessing the energy vulnerability : case of industrial countries,” Energy Policy, 36, 3734-3744.
Granger, C. W. J., Newbold, P. (1974), “Spurious regressions in economics,” Journal of Econometrics, 2, 111-120.
Heidari, H., Katircioglu, S. T., Saeidpour, L. (2013), “Natural gas consumption and economic growth Are we ready to natural gas price liberalization in Iran,” Energy Policy, 63, 638-645.
International Energy Agency (2008), Energy Outlook, France, Paris.
Johansen, S. (1988), “Statistical analysis of cointegration vectors,” Journal of Economic Dynamics and Control, 12, 231-254.
Johansen, S., Juselius, k. (1990), “Maximum likelihood estimation and inferences on cointegration-with applications to the demand for money,” Oxford Bulletin of Economics and Statistic, 52, 169-210.
Kraft, J., Kraft, A. (1978), “On the relationship between energy and GNP,” Journal of Energy and Development, 3, 401-403.
Kwiatkowski, Denis, Peter C. B. Phillips, Peter Schmidt & Yongcheol Shin (1992), “Testing the null hypothesis of stationary against the alternative of a unit root,” Journal of Econometrics, 54, 159-178.
Lee, C.-C., Chiu, Y.-B. (2011), “nuclear energy consumption oil prices and economic growth evidence from highly industriallized countries,” Energy Economics, 33, 236-248.
Lee, C., Lee, J. (2010), “A panel data analysis of the demand for total energy and electricity in OECD countries,” Energy Journal, 31, 1–23.
Lutkepohl, h. (1982), “Non-causality due to omitted variables,” Journal of Econometrics, 19, 367-378.
Mahadevan, R., Asafu-Adjaye, J. (2007), “Energy consumption, economic growth and prices: a reassessment using panel VECM for developed and developing countries,” Energy Policy, 35, 2481–2490.
Masih, A. M. M., Masih, R. (1998), “A multivariate cointegrated modelling approach in testing temporal causality between energy consumption, real income and prices with an application to two Asian LDCs,” Applied Economics, 30, 1287–1298.
Mozumder, P., Marathe, A. (2007), “Causality relationship between electricity consumption and GDP in Bangladesh,” Energy Policy, 35, 395-402.
Narayan, P. K., Smyth, R. (2005), “Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests,” Energy Policy, 33, 1109-1106.
Nazlioglu, S., Lebe, F., Kayhan, S. (2011), “Nuclear energy consumption and economic growth in OECD countries corss sectionally dependent heterogeneous panel causality analysis,” Energy Policy, 39, 6615-6621.
Nelson Charles R., Plosser Charles R. (1982), “Trends and random walks in macroeconmic time series: Some evidence and implications,” Journal of Monetary Economics, 10, 139-162.
Odhiambo, N. M. (2009), “Electricity consumption and economic growth in South Africa A trivariate causality test,” Energy Economics, 31, 635-640.
Oh, W., Lee, K. (2004a), “Causal relationship between energy consumption and GDP revisited the case of Korea 1970–1999,” Energy Economics, 26, 51-59.
Oh, W., Lee, K. (2004b), “Energy consumption and economic growth in Korea testing the causality relation,” Journal of Policy Modelling, 26, 973-981.
Park, S., Yoo, S. (2013), “The dynamics of oil consumption and economic growth in Malaysia,” Energy Policy, 66, 218-223.
Paul, S., Bhattacharya, R. N. (2004), “Causality between energy consumption and economic growth in India,” Energy Economics, 26, 977-983.
Payne, J. E. (2010a), “A survey of the electricity consumption-growth literature,” Applied Energy, 87, 723-731.
Payne, J. E. (2010b), “Survey of the international evidence on the causal relationship between energy consumption and growth,” Journal of Economic Studies, 37, 53-95.
Satti, S. L., Hassan, M. S., Mahmood, H., Shahbaz, M. (2014), “Coal consumption and alternate energy resource to fuel economic growth in Pakistan,” Economic Modelling, 36, 282-287.
Shahbaz, M. , Tang, C. F., Shabbir, M. S. (2011), “Electricity consumption and economic growth nexus in Portugal using cointegration and causality approaches,” Energy Policy, 39, 3529-3536.
Toda, H. Y., Yamamoto, T. (1995), “Statistical inference in vector autoregressions with possibly integrated process,” Journal of Econometrics, 66, 225-250.
Toth, F. L., Rogner, H. H. (2006), “Oil and nuclear power: past, present, and future, ” Energy Economics, 28, 1-25.
Tsou, Yi-Cheng (2013), “Three essays on clean energy consumption and economic growth, ” Doctoral Dissertation, National Chung Cheng University.
Vaillancourt, K., Labriet, M., Loulou, R., Waaub, J. P. (2008), “The role of nuclear energy in long-term climate scenarios an analysis with the world-times model,” Energy Policy, 36, 2296-2307.
Wolde-Rufael, Y. (2012), “Nuclear energy consumption and economic growth in Taiwan,” Energy Sources, Part B: Economics, Planning, and Policy, 7:1, 21-27.
Wolde-Rufael, Y., Menyah, K. (2010a), “co2 emissions nuclear energy renewable energy and economic growth in the US,” Energy Policy, 38, 2911-2915.
Wolde-Rufael, Y., Menyah, K. (2010b), “Nuclear energy consumption and economic growth in nine developed countries,” Energy Economics, 32, 550-556.
Wolde-Rufael Yemane (2006), “ Electricity consumption and economic growth: a time series experience for 17 African countries,” Energy Policy, 34, 1106-1114.
Yoo , S.-H. (2006), “The causal relationship between electricity consumption and economic growth in the ASEAN countries,” Energy Policy, 34, 3573-3582.
Yoo, S.-H., Jung, K.-O. (2005), “Nuclear energy consumption and economic growth in Korea,” Progress in Nuclear Energy, 46, 101-109.
Yoo, S.-H., Ku, Se-Ju (2009), “Causal relationship between nuclear energy consumption and economic growth A multi-country analysis,” Energy Policy, 37, 1905-1913.
Yoo, S.-H., Lee, J.-S. (2010), “Electricity consumption and economic growth: A cross-country analysis,” Energy Policy, 38, 622-625.