Concepedia

Farzad Alavi Fard

FA

Statistics

Publications

8

Citations

213

H-Index

8

Active since

2012

Affiliations

RMIT University(Current)

The University of Melbourne

Monash University

Macquarie University

Farzad Alavi Fard is an author at RMIT University specializing in business, economics, and stochastic processes.

Publications per year

2012–2019

8

Publications

8

Analytical pricing of vulnerable options under a generalized jump–diffusion model

Farzad Alavi Fard · Insurance Mathematics and Economics · 2014 · 52 citations

Business, Economics, Finance +16

Measuring systemic risk using vine-copula

Armin Pourkhanali, Jong‐Min Kim, Laleh Tafakori et al. · Economic Modelling · 2015 · 52 citations

Business, Biostatistics, Risk Analysis +8

Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae

Hans Manner, Farzad Alavi Fard, Armin Pourkhanali et al. · Energy Economics · 2018 · 34 citations

Business, Economics, Econometrics +15

Forecasting spikes in electricity return innovations

Laleh Tafakori, Armin Pourkhanali, Farzad Alavi Fard · Energy · 2018 · 18 citations

Computing, Electrical Engineering, Forecasting +11

Optimal overbooking strategies in the airlines using dynamic programming approach in continuous time

Farzad Alavi Fard, Malick Sy, Dmitry Ivanov · Transportation Research Part E Logistics and Transportation Review · 2019 · 17 citations

Management, Decision Sciences, Operations Management +14

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