Mr Armin Pourkhanali
Monash University
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.
Research Interests:
Applied statistics
Dependence modelling via copulas
Financial Econometrics
Time series modelling
Qualifications:
Ph.D. student at Monash University
Publications
Journal Articles
Tafakori, L., Pourkhanali A., & Rastelli R.
(2019). Measuring systemic risk and contagion in the European financial network.
arXiv. arXiv:1911.11488v1.
Tafakori, L., Pourkhanali A., & Nadarajah S.
(2018). A new lifetime model with different types of failure rate.
Communications in Statistics - Theory and Methods. 47(16), 4006 - 4020. doi: 10.1080/03610926.2017.1367811
Manner, H., Fard F. Alavi, Pourkhanali A., & Tafakori L.
(2018). Forecasting the Joint Distribution of Australian Electricity Prices using Dynamic Vine Copulae.
Energy Economics. doi: 10.1016/j.eneco.2018.10.034
Tafakori, L., Pourkhanali A., & Fard F. Alavi
(2018). Forecasting spikes in electricity return innovations.
Energy. 150, 508 - 526. doi: 10.1016/j.energy.2018.02.140
Pourkhanali, A., Kim J-M., Tafakori L., & Fard F. Alavi
(2016). Measuring systemic risk using vine-copula.
Economic Modelling. 53, 63 - 74. doi: 10.1016/j.econmod.2015.11.010