代做BU7530-202425 MSC FINANCE DISSERTATION代做Java程序

2025-06-26 代做BU7530-202425 MSC FINANCE  DISSERTATION代做Java程序
 

Assessing the Impact of EU State

Aid on the Sustainable

Transformation of the Iron and

Steel Industries in Montenegro

and Albania

PROGRAMME NAME: BU7530-202425 MSC FINANCE DISSERTATION

March 2025

(I) Aims and Objectives

1. Research Aim

The aim of this study is to critically assess the impact of EU state aid policies (including subsidies, tax incentives and regulatory frameworks) on the sustainable transformation of the iron and steel industries in Montenegro and Albania. These aid policies have played  a  positive  and  important  role  in  reducing  carbon  emissions,  adopting  green technologies and improving industrial competitiveness. As such, these policies benefit not only the economic but also the environmental aspects, supporting the EU's broader decarbonisation  and  eco-transition  objectives.  As  Montenegro  and  Albania  are  EU candidate  countries,  their  alignment  with  EU  industrial  and  environmental  policies makes them ideal cases for examining how external financial and regulatory support can influence sustainable transformation.

These two countries were selected because of their increasing integration with the EU, their strategic importance in the steel industry and the urgent need for economic reforms aimed at sustainable development. In addition, the need for these two countries to rely on state aid and foreign investment to modernise their industrial infrastructure provides an opportunity to assess the effectiveness of EU interventions in promoting low-carbon industrial transformation.

The steel industry in Montenegro accounts for about 8 per cent of GDP and 12 per cent of industrial employment (World Bank, 2023). For Albania, the steel industry is the main driver of exports, a large part of which goes to the EU (European Commission, 2024). However, EU interventions have not been very effective for these economies due to systemic problems such as outdated domestic infrastructure (World Bank, 2023), lax regulatory enforcement (European Court of Auditors, 2023) and market fragmentation (European Commission, 2023).

By  integrating  financial,  environmental  and  governance  indicators,  this  study  will explore  whether  EU-funded  interventions  have  been   effective  in   achieving  the objectives of the EU Green Deal (i.e. to reduce carbon emissions, promote innovation and improve industrial competitiveness).

2. Research Objectives

To achieve this goal, the study will endeavour to achieve the following objectives:

In  order  to unpack the  causal  mechanisms  through which  EU  state  aid  may  shape sustainable industrial transformation, the study adopts a multi-dimensional approach. This involves examining both financial and technological channels through which such interventions operate at the firm level.

2.1 Quantify the financial impact of EU state aid policies on steel firms in Montenegro and  Albania by using  targeted  firm-level  financial  indicators.  The  analysis  will focus on three main metrics:

Return on Assets (ROA) to assess how efficiently firms use their assets to generate profits.

Return on Equity (ROE) to evaluate profitability from shareholders’ perspective.

and EBITDA (Earnings Before Interest, Taxes, Depreciation, and Amortization) to capture firms’ operational cash flow and debt sustainability.

These  indicators  are  selected  because  they  reflect  different  dimensions  of  firm performance: efficiency, profitability, and financial resilience. The objective is to compare these outcomes between firms receiving EU state aid and those that do not, to  test  whether  subsidised  firms  demonstrate  higher  investment  returns  and/or greater financial volatility. One analytical strand will focus on positive financial outcomes (e.g., improved ROE), while the other will assess financial risk exposure (e.g.,  higher  variance  in  EBITDA  for  larger  firms  subject  to  corporate  tax differentials).

2.2 Assess the influence of EU-funded green R&D subsidies and technology-specific state aid schemes—such as those supporting hydrogen-based steelmaking, carbon capture   and   storage   (CCS),   and   energy-efficient   retrofitting—on   innovation outcomes in steel firms. The focus will be on identifying whether such interventions stimulate firm-level adoption of low-carbon technologies and increased patenting activity  in  environmental  technologies.  Emphasis  will  also  be  placed  on  how targeted aid differs in impact from broader industrial subsidies.

2.3 Examine the environmental outcomes of EU state aid by measuring changes in CO₂ emissions intensity (per ton of steel produced) and alignment with EU sustainability benchmarks, such as those set under the Green Deal and the Fit-for-55 package. In addition,  firm-level  ESG  scores—drawn  from  recognized  rating  agencies  (e.g., Sustainalytics,   MSCI    ESG   Ratings)—will    be    used   to    assess    longer-term environmental and governance impacts. While carbon intensity remains the primary environmental indicator, ESG performance will be further explored in a dedicated robustness check.

2.4 Compare   the   financial,   operational,   and   environmental   performance   of  EU-  subsidised and non-subsidised steel firms to assess the effectiveness of state aid in  promoting sustainable industrial transformation. Financial metrics will include ROA, ROE,  and  EBITDA;  operational  performance  will  be  measured  through  output  growth and productivity levels; and environmental performance will focus on CO₂  intensity and energy efficiency. This comparison will help isolate the net effect of state aid on firm-level transformation.

2.5 Analyse  regional  implementation  differences  in  EU  state  aid  policy  between Montenegro and Albania, with particular attention to governance challenges such as inconsistent criteria in subsidy allocation, limited monitoring capacity, bureaucratic delays,  and  institutional  enforcement  gaps.  The  analysis  will  also  assess  how variations in tax incentive structures and administrative procedures influence policy outcomes at the firm level.

2.6 Evaluate  the role  of firm-level  ESG performance  as  a  moderating  or  secondary explanatory variable in understanding variation in state aid outcomes. ESG scores— drawn from established rating providers such as MSCI or Sustainalytics—will be used to examine how firms with stronger environmental, social, and governance profiles respond differently to EU state aid, particularly in emissions reduction and access to green financing. ESG performance will also be considered in an additional robustness check section to test the stability of main financial and environmental results.

3. Research Questions

Q1: Has the EU state aid policy improved the financial performance of subsidised steel companies?

Q2: Does state subsidies encourage increased investment in R&D?

Q3: Does the state aid policy reduce carbon emissions in the steel sector?

Hypothesese

H1: EU-subsidised  firms  exhibit  higher  returns   on  investment  compared  to  non- subsidised  firms,  due  to  relaxed  capital  constraints  and  improved  competitiveness associated with state aid.

H2: Firms receiving EU state aid allocate a greater proportion of their budgets to R&D activities—particularly in low-carbon technologies—than firms that do not receive such support.

H3: Firms  benefiting  from  targeted  EU  state  aid  experience  a  reduction  in  carbon intensity over time, relative to firms without such policy support.

H4: Firms with stronger ESG performance are more likely to qualify for favourable EU state aid conditions and demonstrate faster emissions reductions.

(II) Rationale and Contribution

1. Description of Topic

The steel industry is a crucial component of the European Union's industrial strategy,  employing  over  300,000  individuals  and  contributing  approximately  €140  billion  annually to the EU economy (World Steel Association, 2024). However, the steel sector, which accounts for 11 per cent of total CO₂ emissions in the EU, remains one of the  largest  industrial  sources  of  carbon  emissions  (European  Commission,  2023).  The  European Green Deal requires the steel industry to reduce its emissions by 55% by 2030  and to  achieve  climate  neutrality  by  2050,  under  a  legally  binding  decarbonisation  framework  (European  Commission,  2023;  UNEP,  2023).  Since  2020,  the  EU  has  allocated over €50 billion in state aid to energy-intensive industries—including steel—  in support of these environmental objectives (European Commission, 2023; European  Court of Auditors, 2023).

Yet the  effectiveness  of such  interventions  remains  contested,  especially  in  smaller Balkan  economies  like  Albania  and  Montenegro,  where  outdated  coal-based  blast furnaces remain in operation and structural barriers persist (World Bank, 2023; OECD, 2023).  These  include  inadequate  infrastructure,  fragmented  markets,  and  limited institutional implementation capacity, all of which may constrain the transformative potential of EU-funded aid (European Commission, 2024; OECD, 2023).

This study therefore addresses a critical knowledge gap by assessing how EU financial support  influences  sustainable  transformation  in  steel  firms  operating  in  transitional economies.

2. Rationale for the Choice of Topic

Montenegro and Albania, as EU accession candidates, are required to progressively align   their   industrial   and   environmental   policies   with   the   EU’s    sustainability frameworks. This study seeks to generate empirically grounded insights to inform the design  of  EU   state   aid  programs  that  effectively   support  low-carbon  industrial transformation in candidate countries with transitional economies.

Although  the  literature  on  EU  state  aid  has  expanded  in  recent  years,  it  remains disproportionately  focused  on  Western  European  economies,  such  as  Germany  and France.  In  contrast,  the  specific  institutional  and  structural  challenges  faced  by  the Western  Balkans—namely,  weak  regulatory  enforcement,  systemic  corruption,  and reliance on external financial assistance—have received limited scholarly attention. This research aims to address this gap by focusing on two underexamined but strategically important cases.

The economic relevance of the steel industry in these countries further underscores the importance of this inquiry. In Montenegro, the steel sector accounts for 8 per cent of GDP,  12 per cent of industrial employment and 22 per cent of total steel exports. In Albania, the iron and steel sector is the main source of industrial emissions, emitting about 1.8 million metric tonnes of carbon dioxide per year, or 15 per cent of the national total. The situation is even more pressing in the Montenegrin steel industry, which alone accounts for 22 per cent of the country's total carbon dioxide emissions.

In this context, there are both environmental and economic reasons for accelerating industrial decarbonisation. Failure to achieve a low-carbon transition as soon as possible will not only jeopardise the requirements for EU accession, but also destabilise the domestic  economy  through  increased  unemployment,  reduced  competitiveness  and widening trade deficit. This study is therefore conducted at the intersection of economic policy, environmental governance and regional integration.

3. Literature Review

The literature on EU state aid and industrial transformation can be broadly categorised into  three  areas:  (1)  financial  outcomes  for  the  firm  level,  (2)  innovation  and environmental  performance,  and  (3)  governance  and  distributional  challenges.  This section reviews the main contributions in each of these areas.

3.1 State Aid and Financial Performance:

Zhang and Wang (2020) show that state subsidies can improve firms' competitiveness and profitability, especially for capital-intensive industries. However, at the same time, unregulated  subsidies may  lead to misallocation  of resources.The  trade-off between short-term fiscal gains and long-term sustainability is also mentioned in Midttun (2021), which argues that financial assistance without incentives to innovate may lead to delays in structural transformation.

An empirical study of strategic industries (Zhang & Wang, 2020) similarly mentions significant improvements in financial indicators such as return on investment (ROI) and earnings before interest, taxes, depreciation, and amortisation (EBITDA) among firms receiving targeted subsidies. However, long-term investment returns can also be volatile if financial assistance is not strictly regulated.

Conclusion: While state aid can improve business profitability in the short term, it must be strictly regulated to avoid inefficiencies and support sustainable competitiveness.

3.2 Innovation and Environmental Outcomes:

Innovation  plays  an  important  role  in  achieving  long-term  environmental  goals,  especially in carbon-intensive industries such as steel. However, the development of innovation often depends on the availability of well-designed  State  aid instruments.  When subsidies are linked to specific innovation and decarbonisation targets, they can  accelerate technological progress and contribute to measurable environmental outcomes. The  OECD  (2023)  criticises  the  use  of  subsidy  packages  that  lack  environmental  conditionality and calls for financial support to be linked to tangible green outcomes,  such as carbon emission reductions or investments in low-carbon technologies.Hartley  (2021) supports this position, emphasising the role of conditional public-private finance  in accelerating innovation, particularly in heavy industries such as steel.

Midttun (2021) notes that green R&D is often relegated to the back burner in favour of immediate job retention and industrial stabilisation, especially in emerging economies. zhang and Wang (2020) add that untargeted aid may cause firms to delay long-term environmental investments due to weaker regulatory pressures.

Innovation-oriented  conditional  subsidies  are  more  effective  than  general  financial support in advancing environmental transformation goals. Hartley (2021) also notes that long-term investments in decarbonisation are more successful when firms co-finance aid with private capital, such as green bonds or debt swaps.

3.3 Governance and Distributional Imbalance:

Governance capacity and the fair distribution of EU state aid have emerged as key concerns  in  the  literature  on  regional  development  policy.  The  European  Court  of Auditors (2023) reports that only 40% of EU member states apply a comprehensive monitoring framework for state aid, resulting in large regulatory inconsistencies across countries.  These  problems  are  particularly  acute  in  candidate  countries  such  as Montenegro and Albania, where institutional capacity to manage, monitor, and evaluate aid remains underdeveloped (European Commission, 2023).

Recent  research  highlights  the  unequal  spatial  allocation  of  green  transition  funds. According  to  Pelikaan  (2022)  and  the  EU  Industrial  Policy  White  Paper  (2023), Western European  countries  continue to receive the majority  of EU  funding, while newer and candidate member states in the Western Balkans receive significantly less per capita, despite facing more severe structural barriers. This disparity contributes to the emergence  of  a  so-called  ‘two-speed  Europe’,  whereby  well-integrated  economies accelerate their green industrial transformation, while peripheral regions  fall  further behind in meeting EU climate and competitiveness targets.

Moreover, transparency and enforcement mechanisms in aid disbursement remain weak in  some  newer  member  states.  The  State  Aid  Scoreboard  (European  Commission, 2023)  warns  that   in  the   absence  of  stronger  oversight,  risks   such   as  regulatory capture   and   selective   implementation   of  conditionalities   may   undermine  policy effectiveness in transitional economies.

In  sum,  the  literature   suggests  that  unless  issues  of  institutional  governance  and distributional equity are systematically addressed, EU state aid may reinforce existing disparities  rather  than  mitigate  them.  This  study  contributes  to  this  debate  by empirically   examining   whether   aid   recipients   in   Albania   and   Montenegro   are disadvantaged not only in terms of financial outcomes, but also in the consistency of policy implementation.

4. Contribution to Financial, Management, and Public Policy

Financial Impact: The study will quantify the return on investment (ROI) of state aid to  steel  companies,  enabling  investors  and  policymakers  to  gain  a  more  intuitive understanding of the profitability risks and opportunities of green subsidies.

Management  Strategy: By  analysing the  distribution model, the  study will provide companies with suitable recommendations that can be used to optimise state aid for technological  upgrades,  such  as  the  transition  from  blast  furnaces  to  electric  arc furnaces (EAFs).

Public Policy: The results of the  study will help the EU institutions to redesign and refine  the  Country  Assistance  Framework  (CAF)  to  address  regional  disparities, enhance accountability and prioritise high-impact decarbonisation projects.

(III) Methodology

1. Research Methodology

In order to analyse the impact of EU state aid on financial and environmental outcomes, this study will use a difference-in-differences (DiD) model. The two main dependent variables are return on assets (ROA), which indicates financial performance, and carbon intensity (CO2 emissions per tonne of steel), which reflects environmental outcomes. Control variables include firm size (log of total assets) and leverage (debt-to-equity ratio), which reflect differences in economies of scale and financial structure.

In addition, the study will include R&D intensity (R&D expenditures/revenues) as a mediating variable rather than a control variable to be used to examine whether state aid indirectly affects environmental and financial outcomes by stimulating investment in innovation.  This  mediating  relationship  will  be  explored  using  interaction  terms  or causal mediation analyses, as appropriate.

Semi-structured interviews with industry stakeholders will supplement the quantitative analysis by providing context on implementation mechanisms and firm-level decision- making.

The  DiD  model  is  appropriate  for  identifying  the  causal  impact  of  state  aid,  as  it compares outcome changes over time between  subsidised and non-subsidised  firms, while accounting for firm-level heterogeneity in scale, capital structure, and innovation behaviour.

2. Data Collection

Financial Data: Data from Bureau van Dijk's Orbis database covering  100-200 steel companies in Montenegro and Albania (2015-2024). Key variables:

Profitability: ROA, ROE, EBITDA margins.

Liquidity: Current ratio, quick ratio.

Investment: R&D expenditure, capital expenditures (CapEx).

State Aid Data: Extracted from the European Commission's State Aid Transparency Database, inclusive:

Subsidy amounts (grants, tax breaks).

Conditionalities (e.g., emissions reduction targets, job retention quotas).

Compliance records (e.g., Montenegro’s 2020 violations).

Environmental Data:

Carbon emissions from the 2024 Sustainable Development Indicators Report (Scope 1 and 2). In addition, as part of the robustness check, the performance of the ESG will be analysed to assess its role in moderating the effectiveness of state aid policies.

ESG scores from DSTI-SC(2024)1-FINAL

3. Sample and Population

Treatment  Group: Between  2015 and 2024, 50-100 enterprises in Montenegro and Albania received EU state aid.

Control Group: 50-100 non-subsidised firms, matched by size (employees, revenue), capacity (tonnes/year) and pre-treatment financial performance (average 2015-2019).

Exclusions:   Companies   with   incomplete   or   questionable   financial   records   and companies that were acquired during the study period.

4. Data Analysis Techniques

4.1 Difference-in-Differences (DiD) Model:

Yit = α + β1Treatmenti + β2Postt + β3(Treatmenti × Postt) + γXit + εit

Dependent Variables (Y): ROA, ROE, carbon intensity (CO2/ton steel), ESG scores.

Treatment Variable: Binary indicator (1 = received state aid; 0 = did not receive).

Control Variables (X): Firm size (log of total assets), leverage (debt-to-equity ratio), R&D intensity (R&D expenditure as a share of revenue), EU policy milestones (e.g., Green  Deal  ratification),  and  country  fixed  effects  to  account  for  institutional  and structural differences between Montenegro and Albania.

4.2 Robustness Checks:

Propensity Score Matching (PSM): To address selection bias by pairing treated and control firms with similar pre-treatment characteristics.

Event Study Analysis: To assess stock market reactions to state aid announcements, proxying investor confidence in sustainability outcomes.

5. Ethical Considerations and Data Availability

Ethical Compliance: All data is anonymised and publicly accessible, complying with the GDPR and EU open data regulations. No confidential or personally identifiable information is used.

Data Limitations: Reliance on self-reported emissions data may bias measurements. Sensitivity analyses will measure the robustness of alternative emission estimates.