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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Dynamic behavior of hydro/thermal electrical operators under an environmental policy targeting the preservation of ecosystem integrity and air quality
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Addressing competitiveness of emissions-intensive and trade-exposed sectors: a review of Alberta's carbon pricing system
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Zone-wide prediction of generating unit-specific power outputs for electricity grid congestion forecasts
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Causality between oil prices and exchange rates: a quantile-on-quantile analysis
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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Measure twice before you cut: differences in Furfine-type algorithm implementations
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Retail payments and financial inclusion in Latin America and the Caribbean: identifying gaps and opportunities
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Clearing away after Brexit?
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The trade-off between liquidity risk and counterparty risk in money market networks
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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Fast pricing of American options under variance gamma
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Expansion method for pricing foreign exchange options under stochastic volatility and interest rates
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A simple and robust approach for expected shortfall estimation
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The effects of transaction costs and illiquidity on the prices of volatility derivatives
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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Explaining credit ratings through a perpetual-debt structural model
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Ensemble methods for credit scoring of Chinese peer-to-peer loans
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Small and medium-sized enterprises that borrow from "alternative" lenders in the United Kingdom: who are they?
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From incurred loss to current expected credit loss: a forensic analysis of the allowance for loan losses in unconditionally cancelable credit card portfolios
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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On modeling contagion in the formation of operational risk loss
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An approach to simultaneously assess operational risk and maturity levels in information technology management
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Risk governance, market competition and operational risk disclosure quality: a study of the ASEAN-5 banking sector
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The economic cost of a fat finger mistake: a comparative case study from Samsung Securities’s ghost stock blunder
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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What can we learn from what a machine has learned? Interpreting credit risk machine learning models
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Empirical validation of the credit rating migration model for estimating the migration boundary
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Research on listed companies’ credit ratings, considering classification performance and interpretability
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Beyond the contract: client behavior from origination to default as the new set of the loss given default risk drivers
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