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Publications of Author

1. Shijie Deng, Blake Johnson, Aram Sogomonian
   Spark Spread Options and the Valuation of Electricity Generation Assets. [Citation Graph (0, 0)][DBLP]
   HICSS, 1999, pp:- [Conf]
   
2. Shi-Jie Deng, Shmuel Oren, A. P. Sakis Meliopoulos
   The Inherent Inefficiency of the Point-to-Point Congestion Revenue Right Auction. [Citation Graph (0, 0)][DBLP]
   HICSS, 2004, pp:- [Conf]
   
3. Shijie Deng
   Pricing Electricity Derivatives under Alternative Stochastic Spot Price Models. [Citation Graph (0, 0)][DBLP]
   HICSS, 2000, pp:- [Conf]
   
4. Shi-Jie Deng, Wenjiang Jiang
   An Inverse-Quantile Function Approach for Modeling Electricity Price. [Citation Graph (0, 0)][DBLP]
   HICSS, 2002, pp:55- [Conf]
   
5. Shi-Jie Deng, Wenjiang Jiang
   Levy process-driven mean-reverting electricity price model: the marginal distribution analysis. [Citation Graph (0, 0)][DBLP]
   Decision Support Systems, 2005, v:40, n:3-4, pp:483-494 [Journal]
   
6. Shi-Jie Deng, Blake Johnson, Aram Sogomonian
   Exotic electricity options and the valuation of electricity generation and transmission assets. [Citation Graph (0, 0)][DBLP]
   Decision Support Systems, 2001, v:30, n:3, pp:383-392 [Journal]
   
7. Shi-Jie Deng, Zhendong Xia
   A Real Options Approach for Pricing Electricity Tolling Agreements. [Citation Graph (0, 0)][DBLP]
   International Journal of Information Technology and Decision Making, 2006, v:5, n:3, pp:421-436 [Journal]