Sledovat
Armin Pourkhanali
Armin Pourkhanali
Lecturer of Finance at RMIT University
E-mailová adresa ověřena na: rmit.edu.au - Domovská stránka
Název
Citace
Citace
Rok
Measuring systemic risk using vine-copula
A Pourkhanali, JM Kim, L Tafakori, FA Fard
Economic modelling 53, 63-74, 2016
642016
Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae
H Manner, FA Fard, A Pourkhanali, L Tafakori
Energy Economics 78, 143-164, 2019
432019
Forecasting spikes in electricity return innovations
L Tafakori, A Pourkhanali, FA Fard
Energy 150, 508-526, 2018
212018
Measuring systemic risk and contagion in the European financial network
L Tafakori, A Pourkhanali, R Rastelli
Empirical Economics 63 (1), 345-389, 2022
182022
Navigating the crisis: Fuel price caps in the Australian national wholesale electricity market
A Pourkhanali, P Khezr, R Nepal, T Jamasb
Energy Economics, 2023
102023
Can Inflation Predict Energy Price Volatility?
JA Batten, D Mo, A Pourkhanali
Energy Economics, 2023
92023
Electricity consumption, ethnic origin and religion
GR Gordon W Leslie, Armin pourkhanali
Energy Economics, 2022
82022
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
62021
Identifying consumption profiles and implicit cross-subsidies under fixed-rate electricity tariffs
G Leslie, A Pourkhanali, G Roger
Available at SSRN, 2021
52021
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
42023
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
Is the clean energy transition making fixed-rate electricity tariffs regressive?
GW Leslie, A Pourkhanali, G Roger
Journal of Environmental Economics and Management 127, 103040, 2024
22024
Persistent and Transient Energy Poverty: A Multi-Level Analysis in Spain
A Pourkhanali, D Kholghi, M Llorca, T Jamasb
Available at SSRN 4562154, 2023
22023
Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics
A Pourkhanali, J Keith, X Zhang
Monash University, 2020
12020
Uniform price auctions with pre-announced revenue targets: Evidence from China's SEOs
S Gao, P Khezr, A Pourkhanali
arXiv preprint arXiv:2410.00063, 2024
2024
Is the clean energy transition making fixed-rate electricity tariffs regressive?
G Leslie, A Pourkhanali, G Roger
Available at SSRN 4556297, 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
Systém momentálně nemůže danou operaci provést. Zkuste to znovu později.
Články 1–20