Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Each quarter, Risk Journals provide peer-reviewed research and technical papers, delivered to a global audience online. The Risk Journals portfolio has been serving broad and international readership communities that bridge academia and industry for over 25 years. The mission of Risk Journals is to equip readers with the tools to fulfil their professional potential.
Risk Journals publishes original and innovative papers, ensuring subscribers are kept up-to-date with the ever-changing complexity behind the science of risk management.
Journal of Energy Markets
A major research outlet for new empirical and model-based work in energy markets, dealing with the evolution and behaviour of electricity
Latest papers
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Machine learning in oil market volatility forecasting: the role of feature selection and forecast horizon
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Harnessing green finance for net-zero: strategies and innovations in the Middle East and North Africa region
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Quantifying renewables reliability risk in modern and future electricity grids
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Including climate-induced jumps in forward price trends in wholesale energy markets
Journal of Financial Market Infrastructures
The first journal to focus on the emerging field of financial market infrastructures; analysing and furthering the development of this exciting sector
Latest papers
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A liquidity black hole: what is the impact of a failing participant in a large-value payment system, and does time matter?
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Quantum-readiness for the financial system: a road map
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The crypto Wild West: a deep dive into the market volatility of junk coins versus Bitcoin
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Let’s speak the same language: a formally defined model to describe and compare payment system architectures
Journal of Computational Finance
Focusing on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments
Latest papers
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An efficient numerical method for pricing American options and their Greeks under the two-asset Kou jump-diffusion model
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Robust financial calibration: a Bayesian approach for neural stochastic differential equations
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Deep self-consistent learning of local volatility
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Finite-difference solution ansatz approach in least-squares Monte Carlo
Journal of Risk
Devoted to theoretical and empirical studies in financial risk management, promoting research on the measurement, management and analysis of financial risk
Latest papers
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Asymptotic behavior of systemic risk based on the higher-moment capital allocation
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Forecasting extreme tail risk in China’s banking sector: an approach based on a component generalized autoregressive conditional heteroscedasticity and mixed data sampling model and extreme value theory
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A primer on generalized weighted risk functionals
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A robust distorted Orlicz premium: modeling, computational scheme and applications
Journal of Credit Risk
Focuses on the measurement and management of credit risk, and the valuation and hedging of credit products in order to promote a greater understanding in credit risk theory
Latest papers
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Estimating the impact of combined correlated credit scorecards
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The consequences of the Basel III requirements for the liquidity horizon and their implications for optimal trading strategy
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A theoretical risk analysis of the "Adogbè" savings product as alternative and decentralized microenterprise financing
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A credit card fraud detection model based on a stacked temporospatial graph attention residual network
Journal of Operational Risk
The leading forum for identifying recent advances and active, authoritative discussions on how to quantify, model and manage operational risk
Latest papers
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Determining the perception of operational risk management practices based on demographic factors in the South African banking sector
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How has the anti-corruption campaign affected operational efficiency? Evidence from a quasi-natural experiment in China
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Key principles for operational risk stress testing design and evaluation
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National geopolitical risk perception and corporate innovation
Journal of Risk Model Validation
Focuses on the implementation and validation of risk models, and aims to provide a greater understanding of the key issues
Latest papers
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Green risk identification and risk measurement in fintech: a particle swarm optimization fuzzy analytic hierarchy process and sparrow search algorithm quantile regression neural network approach
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An aggregated metrics framework for multicriteria model validation using rolling origin evaluation
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Probabilistic classification with discriminative and generative models: credit-scoring application
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A comprehensive explainable approach for imbalanced financial distress prediction
Journal of Investment Strategies
Putting you at the forefront of modern investment strategies, the journal meets the thirst for fresh views on this crucial discipline
Latest papers
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Technical trading versus buy and hold: a framework using common indicators in the US stock market
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Navigating investment choices: determinants of corporate investment strategies in Japan’s nonfinancial sector
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The role of Indian equity exchange-traded funds in diversified portfolios: a risk-adjusted performance analysis
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During a health crisis should you invest in gold or oil?
Journal of Network Theory in Finance
This journal is now closed for submissions and all archived content will remain accessible to subscribers. If you were hoping to submit a paper to this journal please consider our other titles.
Latest papers
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Large vector autoregressive exogenous factor (VARX) model with network regularization
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Technical indicator selection and trading signal forecasting: varying input window length and forecast horizon for the Pakistan Stock Exchange
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Fractional differencing: (in)stability of spectral structure and risk measures of financial networks
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A block-structured model for banking networks across multiple countries