"I wasn't in the shop when the robbery happened" - The suspect exclaimed

[BruenoA]

My homework is to rewrite the sentence with the meaning unchanged: "I wasn't in the shop when the robbery happened" - The suspect exclaimed
- He denied ......
The correct answer which my teacher gave me was: He denied being in the shop when the robbery happened.
My answer: He denied having been in the shop when the robbery happened.
I asked my teacher about my answer. Firstly, she said that I was right. 2 minutes later, she refused that. She told me " "having been" means the suspect hadn't been in the shop when the robbery happened. The events must happen at the same time. And if you want to keep using the "having been", you have to put "had" in "when the robbery happened" => "when the robbery had happened"." And I got a half mark for this answer. After all, it seems like this confused both of us, so I really your help, and please make sure that your answer to this problem is correct because I might show yours to my teacher. Sorry for bad English though :)

[Alan]

Although I would not go so far as to say that your answer is incorrect, it would be fair to say that your sentence is a stylistically somewhat infelicitous mixture of a formal verb phrase (i.e. 'having been', as opposed to more colloquial 'being') with a less formal one (more colloquial 'happened', vs. more formal 'had happened').

In other words, style, rather than grammar, is the chief issue here, and, as this is specifically a grammar forum, I will conclude my answer there!