Melisandre conjures shadow ghost with King Stannis to kill Renly. She cannot continue doing this as Stannis becomes weak due to this magic.

Later, she uses Gendry (King Robert's bastard ) blood for magic.
So I wonder why see didn't used "King beyond the Wall" Mance Rayder for magic once Stannis has captured him. Infact, Stannis was in need of help that moment as he was marching to Winterfell.