Spark Spread Options and the Valuation of Electricity Generation Assets. - Shi-Jie Deng; Blake Johnson; Aram Sogomonian (HICSS, 1999)

Pricing Electricity Derivatives under Alternative Stochastic Spot Price Models. - Shi-Jie Deng (HICSS, 2000)

Exotic electricity options and the valuation of electricity generation and transmission assets. - Shi-Jie Deng; Blake Johnson; Aram Sogomonian (Decis. Support Syst., 2001)

An Inverse-Quantile Function Approach for Modeling Electricity Price. - Shi-Jie Deng; Wenjiang Jiang (HICSS, 2002)

The Inherent Inefficiency of the Point-to-Point Congestion Revenue Right Auction. - Shi-Jie Deng; Shmuel S. Oren; A. P. Sakis Meliopoulos (HICSS, 2004)

31. Valuation of Electricity Generation Capacity. - Shi-Jie Deng; Shmuel S. Oren (Applications of Stochastic Programming, 2005)

Levy process-driven mean-reverting electricity price model: the marginal distribution analysis. - Shi-Jie Deng; Wenjiang Jiang (Decis. Support Syst., 2005)

A Real Options Approach for Pricing Electricity Tolling Agreements. - Shi-Jie Deng; Zhendong Xia (Int. J. Inf. Technol. Decis. Mak., 2006)