• Practices

  • Selected Expertise

    • Applied econometrics
    • Damages estimation
    • Energy market analysis
    • Forecasting
    • Market manipulation
    • Predictive modeling
    • Time series econometrics
  • Selected Industries

    • Chemicals
    • Computer hardware and software
    • Natural gas
    • Petroleum
  • Languages

    • Chinese (Mandarin)

AI DENG, PhD

Manager

Ai Deng specializes in applied and theoretical econometrics. He has extensive experience estimating damages and establishing liability in price-fixing cases, as well as studying market impact of alleged manipulation in energy financial markets. His recent projects include an investigation of oil price movements and a theoretical paper studying cross validation in linear model selection.

Dr. Deng has published in multiple internationally-renowned academic journals including Journal of Econometrics, Econometric Theory, Econometrics Journal, and Economics Letters. His work also appeared in Journal of the American Statistical Association and Lecture Series on Computer and Computational Sciences. He is a journal referee for Journal of Econometrics, Journal of Business & Economic Statistics, Journal of Applied Econometrics, Journal of Economic Surveys, Economics Bulletin and Brazilian Journal of Probability and Statistics.

Selected Experience

  • Assisted the expert witness and directed both the affirmative and rebuttal econometric analyses to examine NYMEX natural gas futures price behavior in In re Amaranth Advisors L.L.C.
  • In In re Puerto Rico Jesus Trilla v. Commonwealth of Puerto Rico, a class-action lawsuit brought against fuel wholesalers, retailers, and the Department of Consumer Affairs in Puerto Rico, assisted the expert witness and developed multiple econometric tests to demonstrate that temperature adjustments in gasoline were fully passed through to consumers.
  • Conducted extensive econometric analyses supporting liability and damages experts in In re Dynamic Random Access Memory (DRAM) Antitrust Litigation.
  • Conducted extensive econometric analyses in support of the expert witness in In re Rubber Chemicals Antitrust Litigation.
  • Developed econometric analyses in In re Natural Gas Commodities Litigation.

Education

PhD, Economics, Boston University

MA, Political Economy, Boston University

BA, Economics, Chongqing University

  • Practices

  • Expertise

    • Applied econometrics
    • Damages estimation
    • Energy market analysis
    • Forecasting
    • Market manipulation
    • Predictive modeling
    • Time series econometrics
  • Industries

    • Chemicals
    • Computer hardware and software
    • Natural gas
    • Petroleum
  • Languages

    • Chinese (Mandarin)

Insight

  • January 2012

    “An Econometric Analysis of Recent Oil Price Movements” by Kathleen King, Ai Deng, and David Metz

  • 2010

    “Understanding Spurious Regression in Financial Economics” by Ai Deng (under review)

  • April 2010

    “Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process” by Ai Deng, Economics Letters

  • 1 September 2009

    “Corrections to Tests of Linear and Logarithmic Transformations for Integrated Processes” by Ai Deng

  • June 2008

    “The Limit Distribution of Cusum of Squares Test under General Mixing Conditions” by Ai Deng and Pierre Perron, Econometric Theory

  • January 2008

    “A non-local perspective on the power properties of the CUSUM” by Ai Deng and Pierre Perron, Journal of Econometrics

  • 31 October 2006

    “A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend” by Ai Deng and Pierre Perron

  • April 2005

    “Decomposing Predictability: A Multi-Resolution Analysis” by Ai Deng, Lecture Series on Computer and Computational Sciences