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 in print and 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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Evaluating the performance of energy exchange-traded funds
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A two-stage nonlinear approach for modeling hourly spot power prices with an application to spot market risk valuation of the power yield of a solar array in Germany
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Throwing green into the mix: how the EU Emissions Trading System impacted the energy mix of French manufacturing firms (2000–16)
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An experimental study of capacity remuneration mechanisms in the electricity industry
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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Illustrative industry architecture to mitigate potential fragmentation across a central bank digital currency and commercial bank money
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Transmission of cyber risk through the Canadian wholesale payment system
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Construction of hypothetical scenarios for central counterparty stress tests using vine copulas
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Quantifying the economic benefits of payments modernization: the case of Canada’s large-value payment system
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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Automatic adjoint differentiation for special functions involving expectations
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Neural stochastic differential equations for conditional time series generation using the Signature-Wasserstein-1 metric
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Toward a unified implementation of regression Monte Carlo algorithms
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A general control variate method for time-changed Lévy processes: an application to options pricing
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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Estimating the impact of climate change on credit risk
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Research on the premium for the joint lower-tail risk of liquidity and investor sentiment
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Extremes of extremes: risk assessment for very small samples with an exemplary application for cryptocurrency returns
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The importance of being scrambled: supercharged quasi-Monte Carlo
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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Understanding and predicting systemic corporate distress: a machine-learning approach
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Emulating the Standard Initial Margin Model: initial margin forecasting with a stochastic cross-currency basis
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Pricing default risk in stochastic time
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Default forecasting based on a novel group feature selection method for imbalanced 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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How to choose the dependence types in operational risk measurement? A method considering strength, sensitivity and simplicity
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Operational risk and regulatory capital: do public and private banks differ?
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A text analysis of operational risk loss descriptions
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Integrating text mining and analytic hierarchy process risk assessment with knowledge graphs for operational risk 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
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
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