This paper aims at assessing the accuracy of different solar forecasting methods in the case of an insular context. Two sites of La Réunion Island, Le Tampon and Saint-Pierre, are chosen to do the benchmarking exercise. Réunion Island is a tropical island with a complex orography where cloud processes are mainly governed by local dynamics. As a consequence, Réunion Island exhibits numerous micro-climates. The two aforementioned sites are quite representative of the challenging character of solar forecasting in the case of a tropical island with complex orography. Hence, although distant from only 10 km, these two sites exhibit very different sky conditions. This work focuses on day-ahead and intra-day solar forecasting. Day-ahead solar forecasts are provided by the European Center for Medium-Range Weather Forecast (ECMWF). This organization maintains and runs the Numerical Weather Prediction (NWP) model named Integrated Forecast System (IFS). In this work, post-processing techniques are applied to refine the output of the IFS model for day-ahead forecasting. Statistical models like a recursive linear model or a nonlinear model such as an artificial neural network are used to produce the intra-day solar forecasts. It is shown that a combination of the IFS model and the neural network model further improves the accuracy of the forecasts.