Behzad Ghafouri

University of Western Ontario

Behzad Ghafouri is a PhD candidate in financial modeling at the Department of Statistical and Actuarial Sciences at the University of Western Ontario. He has a master’s degree in Economics from the same institution. While working at the Royal Bank of Canada, he completed the three exams of the CFA program. His research interests are mathematical finance, operations research, and decision-making under uncertainty with special focus to applications in energy markets.

Articles by Behzad Ghafouri

Original research

A forward dynamic optimization strategy under contango storage arbitrage with frictions

The goal of this paper is to explain and improve the offshore oil storage trade observed in a contango market using a forward dynamic optimization strategy. The strategy is developed using trades in forward contracts and contrasted with the literature.

20 Sep 2017

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here