Dr Pourkhanali's fields of study are systemic risk, forecasting analysis and energy economics.
Dr Pourkhanali's fields of study are systemic risk, forecasting analysis and energy economics. He is usually passionate about using statistical technique (such as time series models) to solve real economic problems such as analysing dependency structure among financial systems, insurance companies, network analysis of financial companies and finally forecasting price and demand in electricity markets in Australia. He likes to bring my econometrics intuition to solve real economic problems, especially the energy market in Australia.
- Applied financial econometric
- Systemic risk
- Energy economic
- Time series modelling
- Climate economic
Contact Dr Pourkhanali about:
- Leslie, G.,Pourkhanali Koudehi, A.,Roger, G. (2022). Electricity consumption, ethnic origin and religion In: Journal of energy economics, 114, 1 - 11
- Tafakori, L.,Pourkhanali, A.,Rastelli, R. (2021). Measuring systemic risk and contagion in the European financial network In: Empirical Economics, 63, 345 - 389
- Manner, H.,Alavi Fard, F.,Pourkhanali, A.,Tafakori, L. (2019). Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae In: Energy Economics, 78, 143 - 164
- Alavi Fard, F.,Pourkhanali, A.,Sy, M. (2018). A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein-Uhlenbeck process In: Algorithmic Finance, 7, 15 - 30
- Tafakori, L.,Pourkhanali, A.,Alavi Fard, F. (2018). Forecasting spikes in electricity return innovations In: Energy, 150, 508 - 526
- Alavi Fard, F.,Pourkhanali, A.,Sy, M. (2017). A non-parametric estimation for implied volatility In: Proceedings of the 24th Annual Conference of the Multinational Finance Society, Bucharest, Romania, 25-28 June 2017
- Pourkhanali, A.,Kim, J.,Tafakori, L.,Alavi Fard, F. (2016). Measuring systemic risk using vine-copula In: Economic Modelling, 53, 63 - 74
- Pourkhanali, A.,Alavi Fard, F. (2015). Pricing equity linked annuities under regime switching generalized gamma process In: Corporate Ownership and Control, 12, 258 - 268