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
-
Performance of value-at-risk averaging in the Nordic power futures market
-
Decomposing supply shocks in the US electricity industry: evidence from a time-varying Bayesian panel vector autoregression model
-
Optimal weights and hedge ratio behavior in Brent oil and Islamic Gulf stock markets
-
Optimal extraction and taxation of strategic natural resources: a differential game approach
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
Journal of Computational Finance
Focusing on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments
Latest papers
-
Neural networks for option pricing and hedging: a literature review
-
Dynamic refinement of the term structure: time-homogeneous term structure modeling
-
Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations
-
High-order approximations to call option prices in the Heston model
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
-
The impact of corporate social and environmental performance on credit rating prediction: North America versus Europe
-
Fund size and the stability of portfolio risk
-
Economic policy uncertainty, investors’ attention and US real estate investment trusts’ herding behaviors
-
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
-
Credit exposure under the new standardized approach for counterparty credit risk: fixing the treatment of equity options
-
Corporate default risk modeling under distressed economic and financial conditions in a developing economy
-
A joint model of failures and credit ratings
-
Elliptical and Archimedean copula models: an application to the price estimation of portfolio credit derivatives
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
-
Benchmarking loss given default discount rates
-
A k-means++-improved radial basis function neural network model for corporate financial crisis early warning: an empirical model validation for Chinese listed companies
-
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
-
Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states
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