I am currently a Ph.D. student at Monash University. My interesting areas are Financial Econometrics, Time series and Dependence modelling via copulas.
Currently, I am working on forecasting volatility in the financial markets and its application specially on Electricity market. Indeed volatility concept tied to energy management strategies and doing this project can give us a powerful technique to set a strong and an effective policy for future energy markets. You can find out more in my homepage.
24th Annual Conference of the Multinational Finance Society
June 25-28, 2017, Bucharest, Romania
1) Best Paper Award (1) (prize 500 USD)
"A Non-Parametric Estimation for Implied Volatility"
Farzad Alavi Fard - RMIT University, Australia
Armin Pourkhanali - RMIT University, Australia
Malick Sy - RMIT University, Australia