Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Each quarter Risk Journals contain peer-reviewed research and technical papers, delivered to a global audience in print and online. Now in its twenty-first year, the Risk Journals portfolio serves, broad and international readership communities that bridge academia and industry. The mission of Risk Journals is to equip readers with the tools to fulfill 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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Dynamics of biofuel prices on the European market: the impact of EU environmental policy on resources markets
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Oil value-at-risk forecasts: a filtered semiparametric approach
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Directional predictability between returns and trading volume in the futures markets of energy: insights into traders’ behavior
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Theory for optimizing capacitated commodity storage with case studies in natural gas
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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Climate risk and central counterparty risk management
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A cost–benefit analysis of anti-procyclicality: analyzing approaches to procyclicality reduction in central counterparty initial margin models
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What drives Bitcoin fees? Using SegWit to assess Bitcoin’s long-run sustainability
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Central counterparty capital and nondefault losses
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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Pricing barrier options with deep backward stochastic differential equation methods
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Stability and convergence of Galerkin schemes for parabolic equations with application to Kolmogorov pricing equations in time-inhomogeneous Lévy models
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Robust product Markovian quantization
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Automatic differentiation for diffusion operator integral variance reduction
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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Modeling the exit cashflows of private equity fund investments
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High-frequency movements of the term structure of US interest rates: the role of oil market uncertainty
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A factor-based risk model for multifactor investment strategies
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Market efficiency and volatility within and across cryptocurrency benchmark indexes
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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The loss optimization of loan recovery decision times using forecast cashflows
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On comprehensive balance sheet stress testing and net interest income risk attribution
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A structural credit risk model based on purchase order information
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Bank-sourced transition matrixes: are banks’ internal credit risk estimates Markovian?
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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Technology risk management in fintech: underlying mechanisms and challenges
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Preventing the unpleasant: fraudulent financial statement detection using financial ratios
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Revisiting the linkage between internal audit function characteristics and internal control quality
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Evaluation of backtesting on risk models based on data envelopment analysis
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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Modeling credit risk in the presence of central bank and government intervention
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The importance of window size: a study on the required window size for optimal-quality market risk models
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Estimating value-at-risk using quantile regression and implied volatilities
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Predicting financial distress of Chinese listed companies using a novel hybrid model framework with an imbalanced-data perspective
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
Journal of Network Theory in Finance
An interdisciplinary journal publishing academically rigorous, practitioner-focused research on the application of network theory in finance
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