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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Sunny days and market swings: risk assessment in the Indian green venture landscape
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Predicting Chinese carbon prices and influence factors: evidence from quantile shrinkage methods
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Geopolitical shocks and market memory: evidence from crypto and energy assets during the Russo-Ukrainian war
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The variance-Hawkes process and its application to 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
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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High-performance applications of the nonuniform fast Fourier transform to option pricing
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Optimality, sparsity and regularization parameter analysis for a risk diversification portfolio selection model
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The log-signature-based time series Wasserstein generative adversarial network
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An efficient algorithm to compute correlation Greeks
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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Forecasting realized volatility with the implied volatility surface: an image-based approach
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Pricing kernel monotonicity and the conservativeness of risk-neutral forecasts
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A generic nonparametric value-at-risk estimator for high dimensions
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Non-maturity deposit risk under interest rate stress: a behavioral modeling framework
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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Quantification of margin of conservatism category C: correlations and quantification levels
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Bayesian clustering for portfolio credit risk
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Bank loan credit risk pooling: risk diversification versus the moral hazard problem
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Investigating the relationship between liquidity creation and credit risk, with the moderating role of loan concentration: Islamic versus conventional banks in Pakistan and Malaysia
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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The impact of environmental, social and governance scores on corporate risk: evidence from Chinese listed companies
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Operational risk measurement: integrating the amplification effects of reputational risk
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Managing the risks of generative AI: a framework for enterprise risk management
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The role of business and IT alignment in cyber security risk management
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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The role of dynamic measurement and early warning in China’s stock-market resilience: evidence from 28 industry sectors
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A novel budget-based C+SVM model for credit risk prediction
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Graph neural networks for credit default prediction: robustness and model evaluation
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Generative artificial intelligence in model risk management: emerging opportunities, supervisory challenges and validation frameworks
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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A study on investors’ behavioral patterns: examining influential factors with a focus on the mediating role of risk tolerance
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Stock market performance and gross domestic product innovations
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All models are wrong. Some might be OK!
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A new approach to asset pricing models: the term structure of leverage and refinancing risk
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