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Gains from Trade under Uncertainty: The Case of Electric Power Markets

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Author Info
Hendrik Bessembinder (University of Utah)
Michael L. Lemmon (University of Utah)

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Abstract

This article refocuses attention on the potential efficiency gains from competitive wholesale power trading, which allows the diversification of demand risk. The greatest efficiency gains obtain when power demand is least correlated across markets and when there is substantial cross-sectional variation in expected demand. Real-time power trading can reduce retail prices by conservative estimates of 3%–4% on average in the United States, and forward and real-time trading can reduce prices by a combined 6%–10% or more. Economic efficiency would be best served by policy ensuring that deregulated power markets are indeed competitive, rather than by renewed regulation.

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File URL: http://www.journals.uchicago.edu/cgi-bin/resolve?JB790404
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Publisher Info
Article provided by University of Chicago Press in its journal Journal of Business.

Volume (Year): 79 (2006)
Issue (Month): 4 (July)
Pages: 1755-1782
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Handle: RePEc:ucp:jnlbus:v:79:y:2006:i:4:p:1755-1782

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Postal: The University of Chicago Press, Journals Division, P.O. Box 37005 Chicago, IL 60637
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