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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Herding behavior in energy commodity futures markets amid turmoil and turmoil-free periods
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Financial performance in electricity and gas markets: some empirical evidence from a cluster analysis
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Sustainable power purchase contracts for local industries from floating-solar and pumped-hydro integration
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Revenue analysis of spot and forward solar energy sales in Texas
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
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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Machine learning and a Hamilton–Jacobi–Bellman equation for optimal decumulation: a comparison study
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Total value adjustment in a multicurrency framework with stochastic exchange rates and mean-reversion spreads
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On deep portfolio optimization with stocks, bonds and options
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Convexity adjustments à la Malliavin
Journal of Risk
Devoted to theoretical and empirical studies in financial risk management, promoting research on the measurement, management and analysis of financial risk
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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Agent-based modeling for decentralized autonomous organizations and decentralized finance
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Beneath the crypto currents: the hidden effect of crypto “whales”
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Fintech adoption and economic growth: exploring the global landscape
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How magic a bullet is machine learning for credit analysis? An exploration with fintech lending data
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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Do bank complexities increase the risks? Insights from four Asian countries
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The role of banks’ digital transformation in operational risk management: evidence from China
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Risk measures associated with insurance losses in Ghana
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The future of risk and insurability in the era of systemic disruption, unpredictability and artificial intelligence
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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Model risk quantification for machine learning models in credit risk
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Research on the dynamic early warning effect on the manufacturing industry from the perspective of systemic financial risks: evidence from the Chinese market
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A three-stage fusion model for predicting financial distress considering semantic and sentiment information
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The fate of zombie firms: prediction, determinants and exit paths
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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Investment decisions driven by fine-tuned large language models and uniform manifold approximation and projection-supported clustering and hierarchical density-based spatial clustering
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Timing minimum-variance investment in the Canadian stock market
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Examining intersector risk synchronization in the Indian stock market: evidence from a time-varying connectedness approach
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Advanced visualization for the quant strategy universe: clustering and dimensionality reduction
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