How to recover from a 3000% shock

When prices of virtually all commodities were on the boil and gave our
policymakers sleepless nights last year, there was one commodity that bucked
the trend. It was electricity! While the WPI of 'all commodities' was
witnessing a yoy surge of over 9% during January-September 2008, that of
electricity was crawling at less than 1.5%. Thanks to regulated markets.
Irrespective of the change in cost of production, demand, and supply, the
prices of electricity at users' end remain, by and large, unchanged.

While regulation has served to protect the power users from exposure to
market volatility, it has also resulted in widening the gap between demand
and supply, with peak-hour shortages sometimes reaching as high as 15%.
Despite liberalisation of policies over the last many years, private
investment in the power sector has remained low due the unattractiveness of
the returns caused by flexibility in prices of raw materials but rigidity in
the prices of electricity. Fixity of the price has also resulted in
inefficient use of electricity. Heavy cross-subsidisation within the
agricultural, residential, commercial and industrial classes has further
aggravated the problem of inefficiency, a logical outcome of the regulation
of the sector.

Realising the constraints of regulatory policies on power markets and the
need for introducing reforms to help meet the growing demand for
electricity, the government is gradually clipping the scale of regulation as
per the Electricity Act, 2003. Competition is now allowed at various levels,
vertically integrated State Electricity Boards (SEBs) are being unbundled,
generation and trading monopolies are being abolished, and efforts are on to
reduce cross-subsidisation by narrowing down the gap in tariff charged from
different user categories.

Deregulation is also being done to make the process of price discovery of
electricity more efficient, albeit for a small segment of the market. The
government has permitted spot and futures trading of electricity at the
electronically operated exchanges. While the spot market came in to
operation last year, futures trading made its debut early this year.
Price-setting on such a platform takes place in a transparent and efficient
manner. This is in sharp contrast with deals negotiated between two parties
at high transaction costs, with no third party to absorb the risk of default
in honouring the contract obligations. Spot trading is also expected to fine
tune the existing process of price discovery by transferring electricity
from the surplus region to the deficit region, besides attracting captive
power generators to produce electricity during the peak period.

Studies in developed economies reveal that prices have the tendency to
become highly volatile as the process of deregulation picks up. A few cities
of Europe in recent years, for instance, have witnessed 3000% volatility in
hourly prices of electricity. Price of electricity, once left to the market
forces, tends to be much more volatile than other commodities, due to its
non-storability. Further, demand for electricity is heavily dependent upon
weather conditions. But electricity is too sensitive a commodity socially,
economically and politically to leave its price volatility unattended.

The futures market provides a tool to hedge risk against price volatility
and attempts to reduce it through periodical convergence of information by
increased participation. If it is forecast in February that June may be
exceptionally hot, many electricity buyers would hedge by locking in their
June purchase in February itself. With large markets participants doing so,
power-generating firms would mobilise their efforts to supply more power in
June when prices are higher, and prices would start moving up gradually from
February itself. Further, in view of the information available in advance,
the power supply in June would also be augmented and, hence, the rise in the
price would be less than what it would have been in the absence of the
advance signals provided by the futures markets.

With reforms being increasingly unleashed in the power sector to strengthen
energy security, parallel development of vibrant spot and futures markets
would ensure that the economy adjusts to policy changes effortlessly. After
all, addressing the issue of price volatility, resulting from deregulation
of the power sector, is as important as the process of deregulation itself.

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