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Armin Pourkhanali
Armin Pourkhanali
Lecturer of Finance at RMIT University
Verified email at rmit.edu.au - Homepage
Title
Cited by
Cited by
Year
Measuring systemic risk using vine-copula
A Pourkhanali, JM Kim, L Tafakori, FA Fard
Economic modelling 53, 63-74, 2016
602016
Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae
H Manner, FA Fard, A Pourkhanali, L Tafakori
Journal of Energy Economics 78, 143-164, 2019
392019
Forecasting spikes in electricity return innovations
L Tafakori, A Pourkhanali, FA Fard
Energy 150, 508-526, 2018
182018
Measuring systemic risk and contagion in the European financial network
L Tafakori, A Pourkhanali, R Rastelli
Empirical economics 63 (1), 345-389, 2022
152022
Electricity consumption, ethnic origin and religion
GR Gordon W Leslie, Armin pourkhanali
Journal of Energy Economics, 2022
6*2022
Can real-time pricing be progressive? identifying cross-subsidies under fixed-rate electricity tariffs
G Leslie, A Pourkhanali, G Roger
Identifying Cross-Subsidies under Fixed-Rate Electricity Tariffs (January 27 …, 2021
42021
Identifying consumption profiles and implicit cross-subsidies under fixed-rate electricity tariffs
G Leslie, A Pourkhanali, G Roger
Available at SSRN, 2021
32021
A new lifetime model with different types of failure rate
L Tafakori, A Pourkhanali, S Nadarajah
Communications in Statistics-Theory and Methods 47 (16), 4006-4020, 2018
32018
Navigating the crisis: Fuel price caps in the Australian national wholesale electricity market
A Pourkhanali, P Khezr, R Nepal, T Jamasb
Journal of Energy Economics, 2023
22023
Can Inflation Predict Energy Price Volatility?
JA Batten, D Mo, A Pourkhanali
Journal of Energy Economics, 2023
22023
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
A Pourkhanali, L Tafakori, M Bee
International Review of Financial Analysis 89, 102803, 2023
22023
Is the clean energy transition making fixed-rate electricity tariffs regressive?
G Leslie, A Pourkhanali, G Roger
Available at SSRN 4556297, 2023
12023
Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics
A Pourkhanali, J Keith, X Zhang
Monash University, 2020
12020
Persistent and Transient Energy Poverty: A Multi-Level Analysis in Spain
A Pourkhanali, D Kholghi, M Llorca, T Jamasb
Available at SSRN 4562154, 2023
2023
An investigation of auctions in the Regional Greenhouse Gas Initiative
P Khezr, A Pourkhanali
Available at SSRN 4660894, 2023
2023
Analysis of Dependency Structure of Default Processes Based on Bayesian Copula
M Seidpisheh, A Pourkhanali, K Norouzipour, A Mohammadpour
Journal of The Iranian Statistical Society 13 (1), 43-56, 2022
2022
A non-parametric inference for implied volatility governed by a Levy-driven Ornstein–Uhlenbeck process
FA Fard, A Pourkhanali, M Sy
Algorithmic Finance 7 (1-2), 15-30, 2018
2018
A non-parametric estimation for implied volatility
FA Fard, A Pourkhanali, M Sy
Proceedings of the 24th Annual Conference of the Multinational Finance …, 2017
2017
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