面臨全球氣候變遷，國人應節約能源；然而在政府在制定電力相關政策同時，必須先行考慮電力消費與經濟成長之間的關係，因此本研究透過相關性檢定、單根檢定、最適落後期數選定、共整合檢定、向量誤差修正模型以及Granger因果關係檢定來探討台灣1982年第一季至2016年第四季期間的總電力消費、工業部門電力消費、住宅部門電力消費、服務業部門與經濟成長之間的因果關係。
實證結果表明，總電力消費對國內生產毛額存在單向的因果關係，另將電力消費之用途分為工業、住宅及服務業來看的話，工業部門電力消費對國內生產毛額存在單向因果關係；住宅部門電力消費對國內生產毛額存在單向因果關係；服務部門電力消費及國內生產毛額存在雙向的因果關係，以上結果都一再顯示若降低電力消費則會為國內生產毛額帶來負面影響。因此為了促進經濟成長以及環境質量、不使經濟成長有負面的影響，台灣應採取提高電力效率及價值的策略。

Facing with global climate change, people should save energy. However, it’s necessary to understand the relationship between electricity consumption and economic growth when the government develops relevant electricity policies. Thus, in this study, we will analyze the relationship of the economic growth, electricity consumption, industrial electricity consumption, residential electricity consumption and service industry electricity consumption of Taiwan from 1982 to 2016 through correlation test, unit root test, cointegration test, vector error correction model and Granger causality test.
The empirical results show that electricity consumption has a one-way causality for economic growth. Furthermore, we divided electricity consumption into industrial electricity consumption, residential electricity consumption and service industry electricity consumption. First, industrial electricity consumption has a one-way causality for economic growth. Second, residential electricity consumption also has a one-way causality for economic growth. At last, there is a two-way relationship between service industry electricity consumption and economic growth. All of these resolution shows that reducing electricity consumption will affect economic growth negatively. Therefore, in order to promote economic growth and environmental quality without negative impact on economic growth, we should adopt a strategy to increase power efficiency and value in Taiwan.

論文審定書……………………………………………………….…………..………i
誌謝……………………………………………………………….…………..………ii
中文摘要……………………………………………………………….…………..…iii
英文摘要……………………………………………………………….……………. iv
目錄………...………………………………………………...…….…………………v
圖次……………………………………………………………..….………...…….…vii
表次…………………………………………………….………………...……..……viii
第一章 緒論…..………………………………………………………………………1
第一節 研究背景…………..…………………………………………………1
第二節 研究動機…………..…………………………………………………2
第三節 研究目的…………..…………………………………………………4
第二章 文獻回顧……………………………………………………………………5
第一節 國外文獻…………..…………………………………………………5
第二節 台灣文獻…………………………………..…………………………7
第三節 探討電力消費用途之文獻………………………………..…………8
第三章 研究方法…………………………………………………………………..…9
第一節 單根檢定…………..…………………………………..……………11
第二節 最適落後期檢定…..…………………………………..……………14
第三節 共整合檢定…………..…………………………………..…………14
第四節 向量自我迴歸與向量誤差修正模型…………………..………..…17
第五節 Granger因果關係檢定.…………………………………….………18
第四章 研究結果……………………………………………………………………21
第一節 資料處理……………………………………………………………21
第二節 相關性檢定…………………………………………………………23
第三節 單根檢定……………………………………………………………23
第四節 最適落後期數的選擇………………………………………………25
第五節 共整合檢定…………………………………………………………27
第六節 向量誤差修正模型…………………………………………………29
第七節 Granger因果關係檢定………………………………………..……39
第五章 結論與建議…………………………………………………………………40
第一節 結論…………………………………………………………………40
第二節 建議…………………………………………………………………41
參考文獻……………………………………………………………………..………42

一、 中文部分
1. 何永秀, 趙四化, & 黃文傑. (2005). 浙江電力工業與國民經濟增長關係的研究. 華東電力, 33(9), 7-10.
2. 陳旭昇. (2013). 時間序列分析: 總體經濟與財務金融之應用.
3. 陳漢利, & 馬超群. (2007). 中國電力消費與經濟增長的互動關係研究. 湖南大學學報 (自然科學版), 34(9), 90-92.
二、 英文部分
1. Altinay, G., & Karagol, E. (2005). Electricity consumption and economic growth: evidence from Turkey. Energy Economics, 27(6), 849-856.
2. Cheng, B. S., & Lai, T. W. (1997). An investigation of co-integration and causality between energy consumption and economic activity in Taiwan. Energy Economics, 19(4), 435-444.
3. Cheng-Lang, Y., Lin, H. P., & Chang, C. H. (2010). Linear and nonlinear causality between sectoral electricity consumption and economic growth: Evidence from Taiwan. Energy Policy, 38(11), 6570-6573.
4. Chiou-Wei, S. Z., Chen, C. F., & Zhu, Z. (2008). Economic growth and energy consumption revisited—evidence from linear and nonlinear Granger causality. Energy Economics, 30(6), 3063-3076.
5. Ciarreta, A., & Zarraga, A. (2010). Electricity consumption and economic growth in Spain. Applied Economics Letters, 17(14), 1417-1421.
6. Ferguson, R., Wilkinson, W., & Hill, R. (2000). Electricity use and economic development. Energy Policy, 28(13), 923-934.
7. Ho, C. Y., & Siu, K. W. (2007). A dynamic equilibrium of electricity consumption and GDP in Hong Kong: an empirical investigation. Energy Policy, 35(4), 2507-2513.
8. Lee, C. C., & Chang, C. P. (2005). Structural breaks, energy consumption, and economic growth revisited: evidence from Taiwan. Energy Economics, 27(6), 857-872.
9. 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(6), 3529-3536.
10. Shiu, A., & Lam, P. L. (2004). Electricity consumption and economic growth in China. Energy Policy, 32(1), 47-54.
11. Srivastava, S. K. (2016). Causal Relationship between Electricity Consumption and GDP: Plausible Explanation on Previously Found Inconsistent Conclusions for India. Theoretical Economics Letters, 6(02), 276
12. Yang, H. Y. (2000). A note on the causal relationship between energy and GDP in Taiwan. Energy Economics, 22(3), 309-317.
13. Yoo, S. H. (2005). Electricity consumption and economic growth: evidence from Korea. Energy Policy, 33(12), 1627-1632.
14. Yuan, J., Zhao, C., Yu, S., & Hu, Z. (2007). Electricity consumption and economic growth in China: cointegration and co-feature analysis. Energy Economics, 29(6), 1179-1191.
參考網站:
1. THE WORLD BANK
https://data.worldbank.org/indicator/NY.GDP.MKTP.CD?locations=IN-HK-KH-CN-ID-JP-KR-MO-MY-MM-PH-SG-TH-VN&name_desc=false