Utility

β i , n = ( β i β i + )

LR-Normal

Regression Error Term

Skewness

Kurtosis

AEP

0.63591**

644.99**

0.06714

20.09796

CIN

0.47909**

345.79**

0.14922

6.78236

CMS

0.33106**

1383.21**

0.42911**

566.34**

0.13054

DPL

0.41650**

553.43**

0.45028

42.55113

DTE

0.65440**

390.64**

0.16753

17.70259

DUK

0.62964**

609.71**

0.08367

10.97236

ED

0.74933**

216.75**

0.00737

7.20859

EDE

−0.00120

1081.50**

0.26244

11.34728

EIX

0.64973**

2343.33**

ETR

0.51522**

631.41**

0.28481

FPL

0.52046**

631.53**

0.20061

GMP

0.00113

1901.47**

0.11253

23.29952

HE

0.31769**

459.53**

0.12574

20.51400

IDA

0.34791**

933.80**

0.17406

NI

0.36974**

704.70**

0.26356

22.2486

NU

0.34370**

670.02**

0.47053

OGE

0.36356**

763.45**

0.41151

55.11190

PCG

0.67678**

2558.41**

PEG

0.61655**

461.34**

−0.17928

40.07774

PGN

0.65285**

18,117.66**

0.37742

PNM

0.42358**

517.25**

0.44438

105.94479

PNW

0.48876**

1037.71**

0.31613

POM

0.38260**

498.89**

0.25469

30.87543

PPL

0.32531**

736.91**

0.39597

720.96758

PSD

0.33936**

509.28**

−0.04004

20.7707

SCG

0.28571**

559.55**

0.20312

14.26283

SO

0.62606**

1817.25**

0.32385

SRP

0.29644**

1893.73**

TE

0.34318**

345.94**

0.15439

8.06323

TXU

0.53978**

439.85**

0.03524

UIL

0.22461**

407.47**

−0.01053

7.24365

UTL

0.00032

659.85**

0.20288

26.12142

WEC

0.33071**

300.99**

0.29048

12.58194

WPS

0.31888**

256.06**

0.19964

5.60454

WR

0.34982**

787.05**

0.20040