Shi-Jie Deng

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

Coauthor Index

1	Wenjiang Jiang	[4] [6]
2	Blake Johnson	[1] [3]
3	A. P. Sakis Meliopoulos	[5]
4	Shmuel Oren	[5]
5	Aram Sogomonian	[1] [3]
6	Zhendong Xia	[7]

Colors in the list of coauthors