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Input choice under uncertainty: an application of the Capital Asset Pricing Model to the electric utility industry

Thesis/Dissertation ·
OSTI ID:5448861
An often-cited problem associated with regulated public utilities is that conventional regulation induces utilities to use more capital than would be required to serve their customers at minimum cost. This problem was first analyzed by Harvey Averch and Leland Johnson who, in 1962, published a theoretical paper which demonstrated that profit-maximizing firms subject to rate-of-return regulation would choose to use more capital inputs than unregulated firms at all output levels. This dissertation revises the model developed by Averch and Johnson and applies the revised model to the electric-utility industry. First, the operating environment of the firm is altered by including a stoichastic argument in the firm's demand function. Second, the firm is viewed as choosing the level of capital before demand is revealed then combining variable inputs (labor and fuel) with fixed (in the short-run) capital to meet demand at a constant price (set by regulation). Third, the firm's objective is maximization of the market value of its equity securities rather than maximization of profits. Furthermore, the market value of the firm's equity securities is determined in accordance with the Capital Asset Pricing Model. The value-maximizing firm facing uncertain demand and binding rate-of-return regulation is shown to use less capital than the expected-profit-maximizing firm.
Research Organization:
North Carolina State Univ., Raleigh (USA)
OSTI ID:
5448861
Country of Publication:
United States
Language:
English