Publications

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  • H Manner, F Alavi Fard, A Pourkhanali, L. Tafakori. Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. Energy Economics, 78, 143-164, 2019. doi: 10.1016/j.eneco.2018.10.034.

  • A Kiriliouk, J Segers, L. Tafakori. An estimator of the stable tail dependence function based on the empirical beta copula. Extremes, 581-600, 2018. doi: 10.1007/s10687-018-0315-y.

  • L. Tafakori, A Pourkhanali, F Alavi Fard. Forecasting spikes in electricity return innovations. Energy, 150, 508-526, 2018. doi: 10.1016/j.energy.2018.02.140.

  • A. Stephenson, K. Saunders, L. Tafakori. Prediction of Extreme Rainfall using Generalized Extreme Value Quantiles. Extremes, 477-484, 2018. doi: 10.1007/s10687-018-0321-0.

  • L. Tafakori, Armin Pourkhanali, Saralees Nadarajah. A new lifetime model with different types of failure rate. Communications in Statistics - Theory and Methods, 2017. doi: 10.1080/03610926.2017.1367811.

  • Azam Karami, L. Tafakori. Image denoising using generalised Cauchy filter . IET Image Processing, 11, 767-776, 2017. doi: 10.1049/iet-ipr.2016.0554.

  • L. Tafakori, AR Soltani. A note on the Cauchy-type mixture distributions. Journal of Statistical Computation and Simulation, 87, 1901-1910, 2017. doi: 10.1080/00949655.2017.1296440.

  • Armin Pourkhanali, Jong-Min Kim, L. Tafakori, Farzad Alavi Fard. Measuring systemic risk using vine-copula. Economic Modelling, 53, 63-74, 2016. doi: 10.1016/j.econmod.2015.11.010.

  • L. Tafakori, Armin Pourkhanali. Forecasting Value at Risk for the Australian Electricity Returns: Spikes and Conditional Asymmetries in Return Innovations. SSRN Electronic Journal , 2016. doi: 10.2139/ssrn.2852249.

  • Muneya Matsui, Thomas Mikosch, L. Tafakori. Estimation of the tail index for lattice-valued sequences. Extremes, 16, 429-455, 2013. doi: 10.1007/s10687-012-0167-9.

  • AR Soltani, L. Tafakori. A class of continuous kernels and Cauchy type heavy tail distributions. Statistics & Probability Letters, 83, 1018-1027, 2013. doi: 10.1016/j.spl.2012.12.024.

  • Thomas Mikosch, Gennady Samorodnitsky, L. Tafakori. Fractional Moments of Solutions to Stochastic Recurrence Equations. Journal of Applied Probability, 50, 969-982, 2013. doi: 10.1239/jap/1389370094.