Quantitative Risk Resources
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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The impact of end-user market integration and the smart grid on electricity retailers in the Nordic region
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Estimating marginal effects of key factors that influence wholesale electricity demand and price distributions in Texas via quantile variable selection methods
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A simulation-based model for optimal demand response load shifting: a case study for the Texas power market
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Brent crude oil spot and futures prices: structural break insights
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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Study of correlation impact on credit default swap margin using a GARCH–DCC-copula framework
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Central counterparties: magic relighting candles?
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Funding and credit risk with locally elliptical portfolio processes: an application to central counterparties
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Proof-of-work blockchains and settlement finality: a functional interpretation
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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A shrinking horizon optimal liquidation framework with lower partial moments criteria
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Pricing American call options using the Black–Scholes equation with a nonlinear volatility function
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The Chebyshev method for the implied volatility
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One-dimensional Markov-functional models driven by a non-Gaussian driver
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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Empirical analysis of oil risk-minimizing portfolios: the DCC–GARCH–MODWT approach
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The impact of the cross-shareholding network on extreme price movements: evidence from China
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Currency risk in foreign currency accounts for small and medium-sized businesses
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Crash risk exposure, diversification and cost of equity capital: evidence from a natural experiment in China
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
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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Estimation of value-at-risk for conduct risk losses using pseudo-marginal Markov chain Monte Carlo
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Cyber risk management: an actuarial point of view
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Measuring expected shortfall under semi-parametric expected shortfall approaches: a case study of selected Southern European/Mediterranean countries
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The impact of enterprise risk management on the performance of companies in transition countries: Serbia case study
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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Value-at-risk in the European energy market: a comparison of parametric, historical simulation and quantile regression value-at-risk
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Validation of index and benchmark assignment: adequacy of capturing tail risk
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Quantification of the estimation risk inherent in loss distribution approach models
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A study on window-size selection for threshold and bootstrap value-at-risk models
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