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Re- design of electricity transmission charges

Summary of the impact

The energy regulator, Ofgem, drew on research from the University of Birmingham when it instructed the electricity industry to re-design transmission charges that recover £1.6 billion per year. This instruction, issued in May 2012, was the culmination of Project TransmiT which Ofgem launched in September 2010. As part of TransmiT, Ofgem commissioned three teams of academics to consider whether changes to transmission prices were desirable and, if so, to recommend changes. One of these teams was from the Universities of Birmingham and Strathclyde. The changes introduced by Ofgem — which aimed to send more accurate signals of the cost of dealing with low-carbon electricity — were those recommended by the Birmingham and Strathclyde team. As a consequence, the research has fundamentally shaped a significant change to the future of electricity pricing in Great Britain, affecting the costs incurred by the industry and the payments made by every consumer in the country.

Submitting Institution

University of Birmingham

Unit of Assessment

Economics and Econometrics

Summary Impact Type

Economic

Research Subject Area(s)

Mathematical Sciences: Applied Mathematics
Economics: Applied Economics, Econometrics

The Impact of Consumers on Competition

Summary of the impact

Professor Michael Waterson demonstrated how two consumer activities — search and switching — are necessary if competition is to benefit consumers. He showed how search and switching costs inhibit the competitive process; highlighted how firms increase these costs in retail, banking, insurance and energy markets, and recommended government measures to empower consumers. Regulators around the world have used Waterson's research to enhance the consumer benefits from competition. Professor Gregory Crawford also analysed switching costs, estimating the costs of automatically renewable contracts in the UK telephone market. Based on this analysis, Ofcom banned rollover contracts for all residential and small business customers of voice telephone and broadband services, reducing households' and small businesses' switching costs by at least £340 million/year.

Submitting Institution

University of Warwick

Unit of Assessment

Economics and Econometrics

Summary Impact Type

Economic

Research Subject Area(s)

Economics: Applied Economics, Econometrics
Commerce, Management, Tourism and Services: Banking, Finance and Investment

Agent-Based Modelling of Electricity Market Behaviour

Summary of the impact

Derek Bunn has led a research programme on understanding competition, market evolution, and prices in electricity markets. He and other researchers in the LBS Energy Markets Group have modelled production facilities in detail, their explicit ownerships, and the price-formation process. Their use of computational learning provides subtle insights which have eluded conventional approaches. The LBS group was the first to do this, and the approach is now widely applied. Relevance of the work is recognised via funding from major energy companies and research organisations. In terms of external impact, this work has informed extensive advice to several government inquiries, stimulated further research, and is actively used by commericial businesses.

Submitting Institution

London Business School

Unit of Assessment

Business and Management Studies

Summary Impact Type

Economic

Research Subject Area(s)

Economics: Applied Economics, Econometrics
Commerce, Management, Tourism and Services: Banking, Finance and Investment

Using Network Charges to Maximise the Efficiency of Electricity Distribution Networks

Summary of the impact

Research at Bath has developed a new network charging methodology, known as "Long Run Incremental Cost (LRIC) pricing for electricity distribution systems". The methodology enables the calculation of location-specific annual network charges for electricity generators and suppliers. It has replaced the flat-rate charging approach used by the industry for the previous 25 years. Bath's work on LRIC has led to: 1) major impact on government policy, because in 2008 the UK regulator Ofgem required Distribution Network Operators (DNOs) to adopt LRIC as an industry standard, using the evidence provided by Bath that LRIC's uptake can lead to efficiency savings over the next 20 years of about £200 million for DNOs, and 2) major impact on industrial practice, because the subsequent industrial adoption of LRIC over 80% of the UK distribution area has enabled the DNOs to promote efficient use of the existing infrastructure. Further, LRIC's adoption in the UK has triggered a wide review of transmission and distribution pricing in countries including Brazil, Ireland, India and China. It also led to the establishment of the IEEE International Working Group on Network Charging, chaired by Li (Bath). Many of LRIC's key researchers at Bath have subsequently taken key roles in network planning and pricing in UK and international industry.

Submitting Institution

University of Bath

Unit of Assessment

Electrical and Electronic Engineering, Metallurgy and Materials

Summary Impact Type

Economic

Research Subject Area(s)

Engineering: Electrical and Electronic Engineering, Environmental Engineering
Economics: Applied Economics

Advances in Stochastic Modelling for Complex Option Pricing and Commodity Forward Curves, and Applications in Corporate Trading and Hedging

Summary of the impact

Geman's research has made contributions to exotic option pricing, insurance and catastrophic risk, high frequency trading, and the whole spectrum of commodities, from crude oil and electricity to metals and agricultural commodities. Her research identified complex options and derivatives for commodities, and their applications for risk management and the valuation of physical assets for energy and mining companies, as a relatively under-researched and neglected field, and has made several scientific contributions to it (detailed in section 2).

There are four impacts detailed in this case study:

  1. Geman's discoveries are used to determine the composition of the UBS-Bloomberg commodities index.
  2. Geman has used her results to construct leading indicators of volatility spikes in agricultural prices for developing countries. These leading indicators are used by the European Commission.
  3. Geman's results have caused fertilizer manufacturers and investors to increase their use of fertilizer-industry financial assets (and fertilizer-based derivatives) in their investment portfolios.
  4. Geman's results have modified the investment strategies used by EdFT (Electricité de France Trading).

Submitting Institution

Birkbeck College

Unit of Assessment

Economics and Econometrics

Summary Impact Type

Economic

Research Subject Area(s)

Economics: Applied Economics, Econometrics
Commerce, Management, Tourism and Services: Banking, Finance and Investment

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