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 European intraday electricity market: a modeling based on the Hawkes process
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The liquefied natural gas spot market and valuation of the rerouting option
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Performance of value-at-risk averaging in the Nordic power futures market
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Decomposing supply shocks in the US electricity industry: evidence from a time-varying Bayesian panel vector autoregression model
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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Should the central bank issue e-money?
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Toward reducing the operational risk of emerging technologies adoption in central counterparties through end-to-end testing
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Concentration in cleared derivatives: the case for broadening access to direct central counterparty clearing
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Too much, too young: improving the client clearing mandate
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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Finding the nearest covariance matrix: the foreign exchange market case
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Pricing multiple barrier derivatives under stochastic volatility
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Pricing path-dependent Bermudan options using Wiener chaos expansion: an embarrassingly parallel approach
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On extensions of the Barone-Adesi and Whaley method to price American-type options
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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The impact of corporate social and environmental performance on credit rating prediction: North America versus Europe
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Fund size and the stability of portfolio risk
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Economic policy uncertainty, investors’ attention and US real estate investment trusts’ herding behaviors
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Volatility spillover along the supply chains: a network analysis on economic links
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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Supervisory bank risk early warning modeling: an examiner’s first line of defense
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The impact of data aggregation and risk attributes on stress testing models of mortgage default
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Stress testing household debt
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Credit exposure under the new standardized approach for counterparty credit risk: fixing the treatment of equity options
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
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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A FAVAR modeling approach to credit risk stress testing and its application to the Hong Kong banking industry
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Benchmarking loss given default discount rates
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A k-means++-improved radial basis function neural network model for corporate financial crisis early warning: an empirical model validation for Chinese listed companies
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The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
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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Smaller drawdowns, higher average and risk-adjusted returns for equity portfolios, using options and power-log optimization based on a behavioral model of investor preferences
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Eigenportfolios of US equities for the exponential correlation model
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Optimal dynamic strategies on Gaussian returns
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Is trading indicator performance robust? Evidence from scenario building
Journal of Network Theory in Finance
An interdisciplinary journal publishing academically rigorous, practitioner-focused research on the application of network theory in finance