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The 2024 IFN Stockholm Conference

Since 2000, IFN has organized a yearly conference in Stockholm within areas of research of importance to IFN. This year, the research program Sustainable Energy Transition, led by Thomas Tangerås, held the conference. This research program focuses on increasing knowledge about the electricity market and its fundamental importance in achieving a sustainable energy transition.

The conference was held in Vaxholm as usual and brought together about 15 researchers to present and discuss the latest research within the field. The presentations included both theoretical and empirical research and covered a broad range of topics. Below, we give a short summary of the presentations at the conference. The underlying papers mostly represent work in progress and, therefore, could be subject to revision.

Session I - June 13

Firms' bidding behavior in a new market: Evidence from renewable energy auctions Presenter: Stefan Lamp – Toulouse School of Economics
Discussant: Pär Holmberg – Research Institute of Industrial Economics (IFN)

Stefan Lamp, Toulouse School of Economics, and coauthors have studied firms' bidding behaviour in renewable energy (RE) auctions. Using bid-level data from German RE pay-as-bid auctions (2015-2019), they estimate the bidders’ costs through a structural model of multi-unit auctions. They then examined how bidding strategies have evolved over time. Key findings indicate that cost-pass through was size-dependent and that a non-discriminatory auction format could reduce subsidy expenses and lead to a more competitive market. The paper provides important insights for designing effective environmental policies to provide support in the adoption of renewable energy.

Pump it? Market power and the energy transition in the global oil market
Presenter: Charlotte De Cannière – KU Leuven 
Discussant: Chloé Le Coq – University Paris Panthéon-Assas

Charlotte De Cannière, KU Leuven, presented a study of the interaction between market power and the energy transition in the global upstream oil industry. To align with the Paris Agreement’s global warming target, a significant portion of world oil reserves needs to remain untapped. At the same time, the cartel in the global crude oil market exercises market power by strategically slowing down production to inflate prices. By building a dynamic structural model, Charlotte explores the trade-off oil producers face between exercising market power and avoiding unexploited reserves using detailed micro-level data on global oil production, extraction costs and reserves. She then performs a counterfactual analysis to examine the effect of increasingly stringent environmental regulation on the expected behaviours of the oil producers.

Session II

Simplified market mechanisms for non-convex markets: Evidence from Italian electricity market
Presenter: Christoph Graf – New York University
Discussant: Stefan Lamp  

Christoph Graf, New York University, and coauthors examine the incentives for inefficient behaviour by suppliers in a simplified day-ahead electricity market design in Europe. They find that suppliers anticipate better prices in the redispatch market and therefore adjust their offers in the day-ahead market upward if they are confident that they will be needed because of a local transmission constraint, or downward if they are confident that they will not be needed to produce energy in order to increase their profits. These actions added about 15% to the total cost of energy consumption. Furthermore, they show that a counterfactual market design that prices transmission network constraints where suppliers submit offer prices that are 140% of their marginal costs during peak hours of day gives similar average wholesale energy costs to consumers as the existing simplified market design.

Net versus flow-based allocation of cross-border transfer capacity in an international electricity market
Presenter: Thomas Tangerås – Research Institute of Industrial Economics (IFN)
Discussant: Nicolas Astier – Paris School of Economics

Thomas Tangerås, IFN, has studied methods for allocating transmission capacity in an international electricity market where transmission system operators (TSOs) have private information about domestic network conditions. In the paper, he identifies conditions under which an efficient mechanism can be implemented using a transfer capacity set at the minimum provided by the exporting and importing TSOs. This method resembles the net transfer capacity approach used by many European TSOs. The findings of the papers indicates that the flow-based transfer capacity allocation will be strictly less efficient than the net transfer capacity approach under plausible assumptions. This, in turn, questions the European policy of changing to a flow-based method relying on a centralized mechanism to determine transfer capacity that we see today.

Session III

Unintended consequences of time-of-use rates: EV charging and distribution network constraints
Presenters: Frank A. Wolak – Stanford University
Discussant: Stephen Jarvis – London School of Economics

Frank A. Wolak, Stanford University, with coauthors assesses the relative impact of time-of-use (TOU) pricing and managed charging to shift the timing of electric vehicle (EV) charging and reduce strain on the electric distribution grid.  A field experiment randomly assigned groups of ten EVs to "virtual transformer" groups with randomized daily transformer constraints.  There were three sets of transformer groups—TOU, managed charging, and control, which did receive any incentive to shift their charging behavior across hours of the day.  Virtual transformer groups on TOU prices violated the virtual transformer constraints much more frequently than group whose charging was managed.  The experiment demonstrates that TOU pricing, an increasingly popular approach for shifting EV charging, has an unintended adverse consequence of coordinating charging behavior and increasing the magnitude of charging peaks relative to managed charging.  

Rate of return regulation revisited
Presenter: Stephen Jarvis – London School of Economics
Discussant: Erik Lundin – Research Institute of Industrial Economics (IFN) 

Stephen Jarvis, London School of Economics presented a paper that examines the rate of return amongst utility companies in the US. The companies recover their capital costs through regulator-approved rates of return. Using a database of utility rate cases, the study estimates that utilities' regulated returns on equity are significantly higher than several benchmark measures suggest. The paper shows that regulated returns on equity respond more quickly to increases in underlying capital costs than to decreases. Furthermore, a higher regulated return on equity lead to utilities owning more capital, with a one percentage point rise in return on equity increasing capital investment by 2–4%. The study finds that these excess costs average $6 billion per year for US consumers.

Two-part tariffs, market power and ownership: Evidence from the Swedish district heating sector
Presenter: Erik Lundin
Discussant: Christoph Graf

Erik Lundin, IFN presented a recently initiated project on the Swedish district heating sector, which includes both public and private ownership since its acceptance in the 1990s. This research setting is intriguing for several reasons: district heating is the primary heating source for 90% of all multi-family homes, 20% of single-family homes, and 80% of all businesses in Sweden. Despite its significance, the market remains largely unregulated. Using detailed data on various aspects of the sector, Erik will investigate whether private firms set higher prices than municipalities. If so, he will examine whether the price difference is due to excessive pricing and how this difference has evolved over time.

Session IV - June 14

Bidder heterogeneity and winner’s curse in multi-unit auctions
Presenter: Marion Ott – ZEW Mannheim 
Discussant: Bert Willems – UC Louvain

The winner’s curse, where the winner of an auction is the bidder with the most optimistic evaluation of the asset and therefore will tend to overestimate and overpay, is a prevalent phenomenon in common value auctions. Marion Ott, ZEW Mannheim along with coauthors have written a paper that explores the effect of the number of goods, i.e., the competition level for a given number of bidders, on the winner’s curse in multi-unit auctions. They find that an increase in the number of goods for sale leads to increased bidder profits and decreased frequency of losses for both discriminatory and uniform pricing. Surprisingly, with uniform pricing and enough goods, bidders perform even better than theoretical equilibrium predictions.

Bidding and investment in wholesale electricity markets: Discriminatory versus uniform-price auctions
Presenter: Bert Willems – UC Louvain
Discussant: Kajsa Ganhammar – Lund University

Bert Willems, UC Louvain presented a paper that compares uniform and discriminatory-price auctions in wholesale electricity markets and looking at both long-run investment incentives and short-run bidding behaviours. Using a monopolistic competition model, Bert, together with coauthors, find that discriminatory-price auctions are inefficient, as consumers’ willingness to pay exceeds the marginal costs. This in turn leads to distorted investment incentives and a lower long-run consumer surplus.

Multi-unit auctions with uncertain supply and single-unit demand
Presenter: Pär Holmberg
Discussant: Marion Ott

Pär Holmberg, IFN, together with coauthor Edward Anderson has studied multi-unit auctions where bidders have single-unit demand and possess asymmetric information. The study identifies scenarios in symmetric equilibria where uniform-pricing is more beneficial for the auctioneer compared to pay-as-bid pricing. Furthermore, they find that the auctioneer in this case benefits from disclosing information, including the traded volume, prior to the auction. However, a potential issue with uniform-price auctions is that there is a risk that the outcomes might resemble those that would occur if the bidders were colluding, even if they are not explicitly working together. The study shows that such outcomes are less likely if the traded volume is uncertain. For auctions with ex-ante asymmetric bidders, both a price floor and a price cap are typically required to ensure a unique and well-behaved equilibrium.

Session V

Regulation, compliance, and proximity: Evidence from nuclear safety
Presenter: Chloé Le Coq – University Paris Panthéon-Assas
Discussant: Björn Tyrefors – Göteborg University

Chloé Le Coq, University Paris Panthéon-Assas, presented a paper looking into how regulatory monitoring affects compliance with nuclear safety procedures. They do this using data on regulatory inspections and emergency training across all US nuclear plants. They find that plants located farther from the regulator's office experience more safety incidents and have less trained employees for emergencies. These differences persist despite daily monitoring by inspectors. The research attributes this to the assignment of less experienced inspectors to more distant plants, resulting in poorer emergency training for employees.

Nuclear operations with a high penetration of renewables: The case of France
Presenter: Nicolas Astier – Paris School of Economics
Discussant: Charlotte De Canniére – KU Leuven 

As renewable electricity production increases, the importance of researching the role of nuclear energy in this transition cannot be understated. Nicolas Astier, Paris School of Economics, presented a paper investigating the impact of increased renewable energy usage on the technical constraints of nuclear power plants. The study utilizes data from French power plants, including hourly output, unit-level outages, and unit characteristics.