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HomeMy WebLinkAbout20040206Wilson Exhibit.pdfDAVID J. MEYER SENIOR VICE PRESIDENT AND GENERAL COUNSEL A VISTA CORPORATION O. BOX 3727 1411 EAST MISSION AVENUE SPOKANE, WASHINGTON 99220-3727 TELEPHONE: (509) 495-4316 FACSIMILE: (509) 495-4361 BEFORE THE IDAHO PUBLIC UTILITIES COMMISSION IN THE MATTER OF THE APPLICA nON OF A VISTA CORPORA nON FOR THE AUTHORITY TO INCREASE ITS RATES AND CHARGES FOR ELECTRIC AND NATURAL GAS SERVICE TO ELECTRIC AND NATURAL GAS CUSTOMERS IN THE STATEOF IDAHO CASE NO. AVU-04- CASE NO. AVU-04- EXHIBIT NO. DR. WILLIAM T. WILSON SENIOR ECONOMIST ERNST & YOUNG, LLP FOR A VISTA CORPOR T A TION (ELECTRIC AND NATURAL GAS) 00% 00% 00% 00% 00% 1.00% Standard Deviation of Returns 00% 1991 1992 1993 1994 (:, 1'""'1',1CA Included -CA Excluded 91-98 Average "'*" ' 99-02 Average (excl. CA) --' 99-02 Average (incl. CA) Sources: Platt's PowerDat database, FERC Form 1 , SEC filings and Ernst & Young analysis -;I Ti, ... 1(.,1' f;"'; 1995 1996 1997 1998 1999 2000 2001 2002 Exhibit No.Page 1 of 8 W. Wilson A vista Corporation Average Average Year of Returns of Returns (CA included)(CA excluded) 1991 72% 1992 8.36% 1993 8.39% 1994 29% 1995 71% 1996 8.38% 1997 06% 1998 32% 1999 76% 2000 06%59% 2001 68%8.48% 2002 66%60% Averages 1991 - 1998 8.40% 1999 - 2002 61%(excluding CA) 1999 - 2002 8.54%(including CA) Sources: Platt's PowerDat database, FERC Form 1 , SEC filings and Ernst & Young analysis. Exhibit No.Page 2 of 8 W. Wilson A vista Corporation 13.00% 12.75% 12.50% 12.25% 12.00% 11.75% 11.50% 11.25% 11.00% 10.75% 10.50% 10.25% 10.00% 75% 50% 25% 00% 75% 50% 25% 00% Average Allowed Returns !it"" ;, " 'it'!' tJ1 . . ~Af;,~'I\'!' """ 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 Sources: Regulatory Research Associates data and Ernst & Young analysis Exhibit No. W. Wilson A vista Corporation Page 3 of 8 ~ ~ ~ _. :: : : r ' ~ ~ - ' p, :: : ; g : (1 CI J . . . . .a ~ ~ .. . . ,J : . . :: s "" d (J Q(I ) ,J : . . I- + ) Re e : u l a t e d O p e r a t i n e : C o m p a n i e s AE P T e x a s C e n t r a l C o , AE P T e x a s N o r t h C o , Al a b a m a P o w e r C o , Am e r e n C I P S Am e r e n U E Ap p a l a c h i a n P o w e r C o , Aq u i l a I n c . Ar i z o n a P u b l i c S e r v i c e C o , At l a n t i c C i t y E l e c t r i c C o . Av i s t a C O I P , Ba l t i m o r e G a s & E l e c t r i c C o , Bl a c k H i l l s P o w e r I n c . Bo s t o n E d i s o n C o , Ce n t e r P o i n t E n e r g y H L & P Ce n t r a l H u d s o n G a s & E l e c t r i c C o r p , Ce n t r a l I l l i n o i s L i g h t C o , Ce n t r a l M a i n e P o w e r C o , Ce n t r a l V e n n o n t P u b l i c S e r v i c e C o r p , Ci n c i n n a t i G a s & E l e c t r i c C o , Cl e c o U t i l i t y G r o u p , I n c . Cl e v e l a n d E l e c t r i c I l l u m i n a t i n g C o , Co l u m b u s S o u t h e r n P o w e r C o , Co m m o n w e a l t h E d i s o n C o . Co m m o n w e a l t h E l e c t r i c C o , Co n n e c t i c u t L i g h t & P o w e r C o . Co n s o l i d a t e d E d i s o n C o m p a n y O f N e w Y o r k In c Co n s u m e r s E n e r g y C o , Da y t o n P o w e r & L i g h t C o , De l m a r v a P o w e r & L i g h t C o . De t r o i t E d i s o n C o , Do m i n i o n V i r g i n i a P o w e r Du k e P o w e r C o , Du q u e s n e L i g h t C o , EI P a s o E l e c t r i c C o , Em p i r e D i s t r i c t E l e c t r i c C o , En t e r g y G u l f S t a t e s , I n c , En t e r g y L o u i s i a n a , I n c , En t e r g y M i s s i s s i p p i , I n c , En t e r g y N e w O r l e a n s , I n c , Fl o r i d a P o w e r & L i g h t C o , Ge o r g i a P o w e r C o . Gu l f P o w e r C o , Ha w a i i a n E l e c t r i c C o " I n c , Id a h o P o w e r C o , Il l i n o i s P o w e r C o , In d i a n a M i c h i g a n P o w e r C o . In d i a n a p o l i s P o w e r & L i g h t C o . In t e r s t a t e P o w e r & L i g h t C o , In t e r s t a t e P o w e r C o , Je r s e y C e n t r a l P o w e r & L i g h t C o , Ka n s a s C i t y P o w e r & L i g h t C o , Ke n t u c k y P o w e r C o , Ke n t u c k y U t i l i t i e s C o , KG E , A W e s t e r n R e s o u r c e s C o , KP L , A W e s t e r n R e s o u r c e s C o . Lo u i s v i l l e G a s & E l e c t r i c C o . Ma d i s o n G a s & E l e c t r i c C o . Ma s s a c h u s e t t s E l e c t r i c C o . Ma u i E l e c t r i c C o " L t d , Me t r o p o l i t a n E d i s o n C o , Mi d A m e r i c a n E n e r g y C o , Mi n n e s o t a P o w e r Mi s s i s s i p p i P o w e r C o , Mo n o n g a h e l a P o w e r C o . Mo n t a n a D a k o t a U t i l i t i e s C o , Na r r a g a n s e t t E l e c t r i c C o , Ne v a d a P o w e r C o , Ne w Y o r k S t a t e E l e c t r i c & G a s C o r p . Ni a g a r a M o h a w k , a N a t i o n a l G r i d C o , No r t h e r n I n d i a n a P u b l i c S e r v i c e C o , No r t h e r n S t a t e s P o w e r C o , W i s c o n s i n No r t h e r n S t a t e s P o w e r C o . No r t h W e s t e r n E n e r g y , L I c Oh i o E d i s o n C o , Oh i o P o w e r C o , Ok l a h o m a G a s & E l e c t r i c C o m p a n y ( O G & E ) Or a n g e & R o c k l a n d U t i l i t i e s , I n c , Ot t e r T a i l P o w e r C o r p , Pa c i f i c G a s a n d E l e c t r i c C o , Pa c i f i C o r p , PE C O E n e r g y C o , Pe n n s y l v a n i a E l e c t r i c C o , Pe n n s y l v a n i a P o w e r C o . PN M Po r t l a n d G e n e r a l E l e c t r i c Po t o m a c E d i s o n C o , Po t o m a c E l e c t r i c P o w e r C o , PP L E l e c t r i c U t i l i t i e s C o r p , Pr o g r e s s E n e r g y C a r o l i n a s I n c , Pr o g r e s s E n e r g y F l o r i d a I n c , PS C o f C o l o r a d o PS C o f N e w H a m p s h i r e PS C o f O k l a h o m a PS I E n e r g y , I n c . Pu b l i c S e r v i c e E l e c t r i c a n d G a s C o , Pu g e t S o u n d E n e r g y , I n c . Ro c h e s t e r G a s a n d E l e c t r i c C o . Sa n D i e g o G a s & E l e c t r i c C o , Sa v a n n a h E l e c t r i c & P o w e r C o . Si e r r a P a c i f i c P o w e r C o . So u t h C a r o l i n a E l e c t r i c & G a s C o . So u t h e r n C a l i f o r n i a E d i s o n C o , So u t h e r n I n d i a n a G a s & E l e c t r i c C o , So u t h w e s t e r n E l e c t r i c P o w e r C o , So u t h w e s t e r n P u b l i c S e r v i c e C o , Ta m p a E l e c t r i c C o , To l e d o E d i s o n C o . Tu c s o n E l e c t r i c P o w e r C o TX U E l e c t r i c C o , Un i t e d I l l u m i n a t i n g C o , We s t P e n n P o w e r C o , We s t e r n M a s s a c h u s e t t s E l e c t r i c C o . Wi s c o n s i n E l e c t r i c P o w e r C o Wi s c o n s i n P o w e r & L i g h t C o , Wi s c o n s i n P u b l i c S e r v i c e C o , 2.50 \.75 \.50 Industry Sharpe Ratio i.'e'e: Ai"' :~~ 'il:i'~ 1999 2000 2001 2002 ES5J Sharpe Ratio 91-98 Average "'*" ' 99-02 Average -- ' 91-02 Average Sources: Regulatory Research Associates data, Platt's PowerDat database, FERC Form 1 SEC filings and Ernst & Young analysis i\~ 1991 1992 199819931994199519961997 Exhibit No.Page 5 of 8 W, Wilson A vista Corporation Allowed Return - Return on Ratebase allowed by the State commission as documented by Regulatory Research Associates. Test year utilized - Binary variable indicating whether the utility's state commission utilizes a forecast test year period or an historical test year period. Regulatory jurisdiction - Binary variable indicating whether or not the electric utility operating company is under the jurisdiction of more than one state regulatory authority, Electric utility operating companies that are part of a holding company structure and have sister" companies regulated in other jurisdictions are considered multi-state for the purpose of this analysis, Plant newness - Calculated as Net Plant divided by Gross Plant. Load factor - Calculated as Net Retail MWh Sold / (Peak Load * 8760) Fuel concentration - Calculated as MWh generated from the single largest fuel divided by Net Retail Sales, up to 100%, Bad debt - Calculated as Allowance for Doubtful Accounts / Retail Sales Dollars Retail load growth - Calculated as the year-over-year change in retail load, Retail rate - Average retail rate as documented in Platt's PowerDat industry database, Vertical integration - Binary variable indicating whether or not the regulated electric operating company is engaged in energy production and delivery or just energy delivery, Purchased Power - Calculated as total purchased power divided by total revenue, Weather - Measured as the total annual cooling degree days within the state of primary operations. Exhibit No.Page 6 of 8 W, Wilson A vista Corporation Variable Intercept (constant) Allowed Return Test Year Load Growth Load Factor Bad Debt Fuel Cost as a % of Revenue Fuel Concentration Purchased Power as a % of Revenue Regulatory Jurisdiction Retail Rate Vertical Integration Weather P-value 019 000 148 092 201 017 000 001 000 057 006 005 112 Exhibit No, 4 Page 7 of 8 W, Wilson A vista Corporation 00% 75% Difference of Max-Min ROE Decisions 50% 25% 00% 1.75% 1.50% 1.25% 1.00% 75% 50% 25% 00% :~1 , ~,:,..~~ ?~V )~~"'~ ~it "'," t~~: . . it"'~ G:!I Difference of Max-Min Average Sources: Regulatory Research Associates data and Ernst & Young analysis ~.' , 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 Exhibit No, 4 W, Wilson A vista Corporation Page 8 of 8