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On investment decisions in liberalized electricity markets : the impact of price caps at the spot market

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Author Info
Gregor, ZOETTL
Abstract

We analyze the impact of a uniform price cap at electricity spot markets on firms investment decisions and on welfare. Since investment decisions for those markets are taken in the long run, fluctuating demand at the spot market eventually gives rise to high price spikes in case of binding capacities. Those price spikes are considered to send accurate signals for investment in generation capacities, limiting those spikes by price caps is thought to reduce firmsÕ investment incentives. We are able to show that this is not tre for the case of strategic investment behavior. More specifically we analyze a market game where firms choose capacities prior to a spot market which is subject to fluctuating or uncertain demand. We derive, that appropriately chosen price caps do always increase firms investment incentives under imperfect competition. We furthermore characterize the optimal price cap. Based on the theoretical framework, we empirically analyze the impact of uniform price caps on the German electricity market.

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Publisher Info
Paper provided by Université catholique de Louvain, Département des Sciences Economiques in its series Discussion Papers (ECON - Département des Sciences Economiques) with number 2008028.

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Length: 28
Date of creation: 27 Aug 2008
Date of revision:
Handle: RePEc:ctl:louvec:2008028

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Related research
Keywords: Investment incentives; price caps; fluctuating demand; electricity markets;

Find related papers by JEL classification:
D43 - Microeconomics - - Market Structure and Pricing - - - Oligopoly and Other Forms of Market Imperfection
L13 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Oligopoly and Other Imperfect Markets
D41 - Microeconomics - - Market Structure and Pricing - - - Perfect Competition
D42 - Microeconomics - - Market Structure and Pricing - - - Monopoly
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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