Shi-Jie Deng

Publication Activity (10 Years)

Years Active: 1999-2006
Publications (10 Years): 0

Publications

Shi-Jie Deng, Zhendong Xia
A Real Options Approach for Pricing Electricity Tolling Agreements. Int. J. Inf. Technol. Decis. Mak. 5 (3) (2006)
Shi-Jie Deng, Wenjiang Jiang
Levy process-driven mean-reverting electricity price model: the marginal distribution analysis. Decis. Support Syst. 40 (3-4) (2005)
Shi-Jie Deng, Shmuel S. Oren, A. P. Sakis Meliopoulos
The Inherent Inefficiency of the Point-to-Point Congestion Revenue Right Auction. HICSS (2004)
Shi-Jie Deng, Wenjiang Jiang
An Inverse-Quantile Function Approach for Modeling Electricity Price. HICSS (2002)
Shi-Jie Deng, Blake Johnson, Aram Sogomonian
Exotic electricity options and the valuation of electricity generation and transmission assets. Decis. Support Syst. 30 (3) (2001)
Shi-Jie Deng
Pricing Electricity Derivatives under Alternative Stochastic Spot Price Models. HICSS (2000)
Shi-Jie Deng, Blake Johnson, Aram Sogomonian
Spark Spread Options and the Valuation of Electricity Generation Assets. HICSS (1999)