Author: Shi-Jie Deng
Publications
Co-authors
Productive Colleagues
Publications
Deng, Shi-Jie, Johnson, Blake, Sogomonian, Aram (1999): Spark Spread Options and the Valuation of Electricity Generation Assets. In: HICSS 1999 , 1999, . https://csdl.computer.org/comp/proceedings/hicss/1999/0001/03/00013027abs.htm
Deng, Shi-Jie, Oren, Shmuel, Meliopoulos, A. P. Sakis (2004): The Inherent Inefficiency of the Point-to-Point Congestion Revenue Right Auction. In: HICSS 2004 , 2004, . https://csdl.computer.org/comp/proceedings/hicss/2004/2056/02/205620048babs.htm
Deng, Shi-Jie (2000): Pricing Electricity Derivatives under Alternative Stochastic Spot Price Models. In: HICSS 2000 , 2000, . https://csdl.computer.org/comp/proceedings/hicss/2000/0493/04/04934025abs.htm
Deng, Shi-Jie, Jiang, Wenjiang (2002): An Inverse-Quantile Function Approach for Modeling Electricity Price. In: HICSS 2002 , 2002, . pp. 55. https://csdl.computer.org/comp/proceedings/hicss/2002/1435/02/14350055babs.htm