ENCORE workshop ‘Design of Regulation’

West-Indisch Huis, Amsterdam, October 23, 2003

 

 

A Summary[1]

 

In this ENCORE workshop two draft papers were discussed:

 

·          ‘Designer Markets: The Art of Restructuring’ by Roger Sherman (Department of Economics, University of Houston)

·          ‘Evolutionary Regulation: From CPI-X towards contestability’ by Per Agrell (IAG School of Management and Core, Université Catholique de Louvain) and Peter Bogetoft (Department of Economics, Royal and Veterinary and Agricultural University, Denmark).

 

Here we summarize the presentations and the discussion. The draft papers will be revised by the authors and will be available on the website of ENCORE.

 

 

Designer Markets, inducing motives and providing essential facilities in telecommunications and electricity

by Roger Sherman

 

Presentation

 

The electricity sector and the telecommunications sector were historically operated as integrated monopolies. The sectors were then restructured with the aim of enhancing efficiency by introducing competition. Sherman distinguishes two sources of market incentives: (1) the “carrot” of profit and (2) the “stick” of competitors. Competitors might achieve lower costs and win customers with lower prices.

 

Industries that came to be regulated often had facilities essential for the service that were controlled by a single owner, largely to achieve economies of scale. Restructuring usually introduces the carrot and stick by granting competitors access to those once-monopolized essential facilities. The rest of the presentation was devoted to the discussion of restructuring of telecommunications and electricity.

 

Restructuring Telecommunications

 

In this section Sherman paid attention to the regulation of Local Exchange Networks, Interconnecting networks and access pricing.

 

Local networks provide basic residential and commercial telephone services. In the US local networks traditionally face rate of return regulation. Since prices were based on the own cost of the firm, firms had little incentive to improve their efficiency. Furthermore, firms were over investing, due to a generous rate of return.

 

Price caps as a regulation method induce both the carrot and the stick and therefore give better incentives to the regulated firms. Nowadays price cap regulation in the telecom industry is widely applied in the US: 70 percent of all states have implemented some sort of price cap regulation. Sherman referred to a study of Ai and Sappington[2] who evaluated the effects of introducing price cap regulation as positive, since operational costs decreased, prices became lower and firms invested more in new technologies.

 

Pressure for efficiency can also come from entry in the local network service, where some elements are seen as essential facilities to be opened to competitors. Access is also provided to interconnect networks so long distance companies can complete their calls.

Connecting separate telecommunication networks is subject to network externalities since each caller connected to a network can reach more parties of the interconnected network. In this case one network needs access to another network to complete phone calls originating from its own network. In this respect the networks are complements to each other. If the networks are interconnected, the access to the other networks could also imply that the networks are substitutes for each other: they can compete to provide services for all connected customers.

 

When two networks operate as complementary networks a possibility of double marginalization arises, which means that the price for consumers is higher than a single integrated firm would have set because the two networks will each mark-up their cost. If the networks operate as substitute networks they compete for customers. Although this competition will tend to induce more competitive pricing to win new customers, it might at the same time inspire firms to set higher access fees for their network to raise the cost of the competing firm.

Foreseeing this difficulty while seeking competition, the Telecommunications Act of 1996 called for incumbent networks to offer elements of their facilities for lease to entrants. Having incumbents and entrants as direct competitors makes efficient access pricing very important.

 

There are two main theories of access pricing: the efficient component pricing rule (ECPR) and Ramsey pricing. While economists generally know the latter term, the former may need explanation. The ECPR calls for an access price that equals the provider’s direct cost of arranging access, plus any opportunity cost of providing that access. This pricing rule gives the incumbent the incentive to grant access to new entrants and it incentivizes investment of the entrants in their own facilities if their cost is lower than the cost of the incumbent.

Because, both ECPR and Ramsey pricing are hard to implement in practice, access-pricing rules as set by the Federal Communications Commission (FCC) are different.

 

FCC bases access prices on ‘ideal’ networks, i.e. the long run incremental cost for each service using the best available technology. Since prices are not based on the own cost of the firm, this gives the firm an inventive to be efficient. Since prices based on the optimal technology access prices are low, demand for access will develop.

Unfortunately, these access prices destroy the incentives for the incumbent firm to invest. For successful investment, the profit will be shared between the incumbent and the entrants. If the investment is a failure, the incumbent will have to bear the losses.

Since prices are based on the optimal technology, entrants will not invest in own networks. Sherman does not expect that the present system will last for a long time, due to the poor investment incentives. Sherman believes that the discussion should concentrate on the question about which elements should be available for (unbundled) access.

 

Restructuring Electricity

 

An important feature of electricity is that it cannot be stored, which means that if demand exceeds the supply of electricity or the supply of network capacity the system will collapse. Normally prices would coordinate supply and demand. Due to rate of return regulation firms operating metering devices in the US are poorly developed, so that peak load pricing is virtually absent. Therefore demand will not respond to scarcity of supply.

Before restructuring coordination was provided by vertically integrated monopolies. After restructuring new institutions should provide that coordination.

 

First Sherman briefly discussed the restructuring of the electricity sector. The former monopoly is split into generators, transmission networks, transmission coordinators, distribution companies and retail marketing companies.

In 1992 the Energy Policy Act granted independent generators access to the transmission grids. Generating companies are open to ‘the stick of competition’. Competition is also possible at the retail level, although competition at the retail level is not always introduced.

Since the authority to design the market structure is not federal, but at the state level, competition is likely to be found in ‘high-cost’ states, while in low cost states monopolies prevail.

 

An important problem of competition in generation of electricity is the possibility of market power. The Federal Energy Regulatory Commission (FERC) evaluates the market power of generators. If generators have market power according to FERC, their prices should be approved by FERC.

 

Initially, concentration measures were used by the FERC to judge market power, and under these standard, generating companies were seldom found to have market power. But concentration measures are inappropriate to judge market power when suppliers control separate units of capacity.

Borenstein c.s.[3] for example claims that market power could be blamed for 59 percent of the increase in the wholesale electricity prices in California during the crisis in the summer of 2000. Even without collusion the physical withholding of generation capacity can be profitable and drive prices up.

The absence of long-term contracts is believed to increase the market power of the generators. Recently the change to the New Electricity Trading Arrangement (NETA) in England and Wales allowed for long term contracts. Electricity prices in England and Wales have decreased since the adoption of NETA.

 

Sherman calls another important problem in the electricity sector ‘the transmission troubles’.

Transmission lines can only carry a certain amount of electricity, or they will melt from excessive heat. So transmission is limited to rated capacity levels. Congestion on the wires can then prevent transmission into areas of high demand, called ‘load pockets’, and the resulting scarcity can create local market power. Even without market power, when electricity cannot be delivered into an area because of congestion, the price on the importing side of the congestion can be high. The cost of electricity is higher on the importing side because older and less efficient facilities must be used there to meet demand when electricity from other locations cannot get past congested lines.

Investment signals from congestion charges constitute a ‘lumpy carrot’ that complicates private enterprise investment decisions in transmission facilities. Congestion may produce a large congestion charge on a line, but expanding the line eliminates the congestion and with it the financial benefit of building the line. This problem of on-again, off-again investment signals might suggest public ownership as a possible arrangement for financing and controlling transmission investment. But some degree of private ownership may be workable with clever arrangements that preserve efficiency incentives.

 

According to Sherman, retail competition is the US has not been a great success yet. He explained that the introduction of the restructuring lowered prices, because asset values did fall. To win the support of the incumbents for the restructuring nearly all states paid the incumbents the stranded costs. Prices since the restructuring reflected the efficient level, which made new entrance difficult. The passage of time might reduce the problem caused by the remuneration of stranded cost.

 

Discussion

 

Jules Theeuwes (ENCORE) complimented Roger Sherman with his article, which important contribution is a combination of theory and the application of the theory in practice.

 

The first question of Jules Theeuwes concerned the point made by Sherman that the current guidelines for access pricing by FCC were not sustainable. According to Theeuwes, regulated prices should be fair and should provide incentives for innovation. Theeuwes asked Sherman to explain his view on the possibility to set prices that would satisfy these restrictions.

 

Sherman answered that the bottlenecks of the current pricing guidelines could be decreased if the FCC would be more selective in rewarding network elements with the status of essential facilities. Only those elements that are needed to ensure competition should be selected as essential facilities. Entrants will then choose to invest in their own facilities. A good market analysis by FCC could therefore narrow the negative effects of the current regulation. In addition, the regulation based on the ideal network ensures that only firms that have taken perfect decisions would get reimbursed their cost. Sherman expects the access prices to go up to ensure a sufficient level of investment in the future.

 

Regarding the electricity market, Jules Theeuwes said that in Europe the single European Electricity Market is a dream. He asked the opinion of Sherman on this idea of a single market, in particular: ‘are local markets good enough and how to achieve a single market?’

Sherman pointed out that a single market does not exist in the US. However, a development towards market integration can be seen. The integration of the PJM markets (PJM ensures the reliability of the largest centrally dispatched control area in North America by coordinating the electricity flow in all or parts of Delaware, Maryland, New Jersey, Ohio, Pennsylvania, Virginia, West Virginia and the District of Columbia) is a good example of this development. At this very moment, there are about 10 Regional Transmission Companies in the US. Most of them serve several states, but there are also regional transmission companies, for example, the one that serves 85 percent of the territory of the state of Texas.

 

Masja Stefanski (Ministry of Economic Affairs) asked Sherman to give his opinion about the current discussion in the Netherlands about the privatization of the network companies.

Sherman answered that the ‘transmission troubles’ suggested that public ownership of at least the transmission networks might be worthwhile to consider. On the other hand the transmission troubles could be mitigated by smart regulation of congestion. Sherman added that in the US there is a long time commitment to private ownership. Private ownership in generation works very well.

 

In addition, Martijn van Gemert (Dutch Energy Regulator) asked whether smart regulation could solve the transmission troubles.

Sherman answered that there exist smart pricing regimes for congestion, but they are complex and the investment incentive problem is still not solved. He added that regulation models could not solve all problems. He referred, as an example, to the heavy storms in Virginia where half of the electricity network was destroyed. A price-cap system would make it very difficult to restore the network.

 


Evolutionary Regulation: From CPI-X towards contestability

by Peter Bogetoft

 

Presentation

 

The market mechanism is the guiding economic principle in Western society. A competitive market ensures, by ‘the invisible hand’, that the right services are produced at the right time and place (coordination), that parties have individual incentives to make coordinated decisions (motivation) and that coordination and motivation are provided at the lowest possible cost (transaction cost). However, the market can fail due to, for example, the existence of natural monopolies, externalities and public goods.

 

It is generally acknowledged that activities operated by (regional) monopolies require government intervention. Therefore, a regulatory body is typically assigned to set price controls, which eliminates monopolistic profits and encourages efficiency. However, due to asymmetric information about, for example, costs and technology, the regulator faces both moral hazard and adverse selection problems.

 

The regulator has the objective to achieve the same outcome as in a competitive market, which is to ensure coordination, motivation and minimal transaction costs. However, the regulator knows that regulation can never achieve market outcomes; at best the regulator can mimic a competitive market by carefully using elicited information.

 

The regulatory toolbox

 

The regulator can use more or less ingenious and effective tools to achieve a solution for the market failure of a natural monopoly. Bogetoft stressed that theorists and practitioners only start to know about the dynamics of regulation. The dynamics of regulation is especially important since regulated firms face very long-run investment programs, which makes regulation a long-run game. Behavior of regulated firms is a response to current regulation, past regulation and anticipated regulation. We only start to learn about what drives technological development, the time needed to learn and to adopt strategic behavior and endogenous preferences. Fundamental questions are: Why are firms inefficient? Do firms choose their inefficiency in a rational way? How is inefficiency affected by regulation?

 

Bogetoft distinguished four different types of solution.

 

- Cost recovery regimes[4]

In this regulatory mechanism, the regulator sets prices based on the incurred costs of the regulated agents. The incurred costs are often marked up by a ‘fair and reasonable’ rate of return. Unless subject to good information regarding cost, this approach results in skewed investment incentives, perverse efficiency results and lack of managerial effort.

As already mentioned in the previous presentation by Sherman, regulatory authorities worldwide are gradually abandoning this approach.

 

- Fixed price regimes

Fixed price regimes (also called price caps, revenue caps or RPI-X regimes) are launched to solve the apparent problems of the cost recovery regimes. In these so-called “high powered regimes” the regulator caps the price or revenue of regulated firms for a certain pre-determined period (commonly set on five years). Since the difference between price and incurred cost leads to a profit, the regulated firm is incentivized to minimize its cost. However, the resetting of prices at the start of the new pre-determined period with the hindsight of realized cost savings limits the efficiency savings. Furthermore, fixed prices regimes might lead to bankruptcy of good firms (when prices are set too low) or to excessive rents for firms (when prices are set too high).

 

Empirical research has shown that firms do play strategic games under price-cap regimes in anticipation of future price reviews.

 

This approach is used in different forms in various countries like Great Britain, Norway, Chile and New Zealand.

 

-Yardstick regimes

The idea behind yardstick competition is that prices charged by the firms are not directly linked to the incurred own costs but depend on the performance of other firms. For example, Shleifer (1985)[5] proposes a simple scheme in which the regulator sets a price-cap for a firm based on the average per-unit cost of other firms in the sector. Firms are allowed to keep the difference between the price-cap and their realized cost. It is easy to see that such schemes work quite similar to competitive markets. Since all firms have the incentive to beat the average cost, the average cost will be minimal. Yardstick competition can yield first-best solutions under the condition that exogenous factors facing the regulated firms are correlated. In practice this means that firms should be comparable; at least the relative differences in the exogenous operation conditions have to be known.

 

When the data have limited noise and the underlying cost structure and technology of the firms are complex, multi-dimensional yardstick competition can solve problems caused by differences in exogenous operating conditions. In his paper and in the presentation Bogetoft showed some examples of DEA[6]-based yardstick regimes.

When regulators use yardstick regimes they should address the issues of scale and scale adaptation (for example by mergers).

 

Examples of applied yardstick competition include the regulation of water and sewerage in England and Wales and the regulation of distribution networks in electricity in the Netherlands.

 

 

- Contestability

A simple method to elicit accurate cost information while assuring agents’ participation is to arrange franchise auctions. The idea is to award the delivery rights and obligations based on an auction among qualified bidders. The regime leads to perfect information about the heterogeneity of the exogenous operating conditions, since prices may vary across different franchises.
Due to problems of investment incentives and the transfer of assets (the succession of franchisees), auctions are likely to be used sparingly in Europe in the near future.

 

Bogetoft shortly paid attention to the possibility to use DEA-based auctions to be able to compare multidimensional bids.

 

Menus of regulation

 

A regulatory regime can only be optimal with respect to a certain industry in a certain market situation. Since investments are planned and implemented under the consideration that assets might be used during a long period, regulatory commitment is very important. On the other hand, both regulators and firms have a desire for flexibility in the regulatory regime, since they both will learn about changes in technology, economic tendencies and political preferences. Optimal cost and the level of service are unknown to firms and regulators, and might change over time.

After acknowledging the dynamic nature of regulation, the question arises whether it is possible to develop a consistent approach toward changes in the regulatory regimes.

The basic idea behind accommodating a change in the regulatory regime is to allow for a transition period, in which firms are allowed to choose amongst different regulatory regimes.

 

In his presentation, Bogetoft gave an example of the transition from a price cap regime towards a yardstick regime.

 

Discussion

 

Martijn van Gemert (Dutch Energy Regulator) shortly highlighted the Dutch development in regulation from virtually no regulation towards the application of a yardstick regime. Van Gemert emphasized the importance of reliable data for regulation. There are only a few electricity distribution companies in the Netherlands. Van Gemert asked Bogetoft to comment on the probability of collusion.

Bogetoft answered that collusion is regarded to be a problem in yardstick competition. A simple model could make it more difficult to cheat in the case of a few firms. Another option is to use ‘optimal net configurations’ as a benchmark for observed behavior.

 

Cees van Gent (Dutch Competition Authority) made a comment that it would be difficult to maintain an effective cartel on cost, since cost is more stochastic than prices.

Bogetoft answered that to his knowledge there is no empirical proof of collusion in a yardstick system.

 

Van Gemert explained that under a system of DEA-based yardstick competition most firms would be evaluated against the most efficient firm in the population. He asked if agents would still want to participate in the regulation game, since an average firm might expect a loss.

Bogetoft answered that the regulation model could ensure that any firm would be able to survive and earn its investments back. He pointed out that the number of acceptable bankruptcies under regulation is merely a political choice.

 

Van Gemert explained that in the Netherlands all regulated electricity networks are assumed to have the same potential for productivity change. In the regulation system in the Netherlands, all changes in correlated exogenous factors are passed through the tariffs to the consumers. Van Gemert asked Bogetoft whether this assumption that all firms have the same ability to change their productivity could be tested.

Bogetoft answered that testing these assumptions is difficult. He mentioned that both consumers and firms might be able to rearrange the extent of risk sharing by insurance contracts.

 

Jeroen Hinloopen (ENCORE) mentioned that firms under yardstick competition have an incentive to innovate. By licensing their innovation, firms have a monopoly on this innovation.

Bogetoft agreed and added that it is this monopoly that will encourage firms to innovate, like in any competitive market.

 

Arno Meijer (Dutch Telecom Regulator) mentioned that there are different methods of benchmarking, for example, the World Bank seems to advocate Stochastic Frontier Analysis (SFA). He asked Bogetoft if he preferred DEA or SFA.

Bogetoft answered that his choice would depend on the situation. He prefers DEA in situation where the underlying cost structure and technologies are complex and the data are reliable.

  

 

December 2003, ENCORE /Misja Mikkers

 

 



[1] This is an ‘unauthorised’ summary in the sense that we did not double-check with the speakers and discussants. The summary reflects as objectively as possible what has been said at the workshop. But neither the speakers nor the discussants and certainly not the institutions with which they are affiliated are responsible for the contents of this summary. The contents of this summary and especially its errors and omissions are the sole responsibility of ENCORE.

[2] Ai, Chunrong and David E.M. Sappington (2002), The Impact of State Incentive Regulation on the U.S. Telecommunications Industry, Journal of Regulatory Economics, 22: 107-32.

[3] Borenstein, Severin, James B. Bushnell and Frank A. Wolak (2002), Measuring market inefficiency in California’s Wholesale Electricity Market, American Economic Review, December, 92, 1376-1405

[4] Including cost-of-service, cost-plus and rate-of-return regulation.

[5] Shleifer, A. (1985), A Theory of Yardstick Competition, Rand Journal of Economics, 16, p. 319 – 327.

[6] Data Envelopment Analysis