Shi-Jie Deng

According to our database, Shi-Jie Deng authored at least 8 papers between 1999 and 2006.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2006

A Real Options Approach for Pricing Electricity Tolling Agreements.

Shi-Jie Deng, Zhendong Xia

Int. J. Inf. Technol. Decis. Mak., 2006

2005

Levy process-driven mean-reverting electricity price model: the marginal distribution analysis.

Shi-Jie Deng, Wenjiang Jiang

Decis. Support Syst., 2005

31. Valuation of Electricity Generation Capacity.

Shi-Jie Deng, Shmuel S. Oren

Proceedings of the Applications of Stochastic Programming, 2005

2004

The Inherent Inefficiency of the Point-to-Point Congestion Revenue Right Auction.

Shi-Jie Deng, Shmuel S. Oren, A. P. Sakis Meliopoulos

Proceedings of the 37th Hawaii International Conference on System Sciences (HICSS-37 2004), 2004

2002

An Inverse-Quantile Function Approach for Modeling Electricity Price.

Shi-Jie Deng, Wenjiang Jiang

Proceedings of the 35th Hawaii International Conference on System Sciences (HICSS-35 2002), 2002

2001

Exotic electricity options and the valuation of electricity generation and transmission assets.

Shi-Jie Deng, Blake Johnson, Aram Sogomonian

Decis. Support Syst., 2001

2000

Pricing Electricity Derivatives under Alternative Stochastic Spot Price Models.

Shi-Jie Deng

Proceedings of the 33rd Annual Hawaii International Conference on System Sciences (HICSS-33), 2000

1999

Spark Spread Options and the Valuation of Electricity Generation Assets.

Shi-Jie Deng, Blake Johnson, Aram Sogomonian

Proceedings of the 32nd Annual Hawaii International Conference on System Sciences (HICSS-32), 1999