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 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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A multivariate model for hybrid wind–photovoltaic power production with energy portfolio optimization
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Dynamic spillover between the crude oil, natural gas and BRICS stock markets
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Do sovereign wealth funds dampen the effect of oil market volatility on gross domestic product growth?
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Empirical research on the relationship between renewable energy consumption, foreign direct investment and economic growth in South Asia
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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“Closing the gaps: moving forward on tail risks in central clearing”: a central bank of issue perspective
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Do DEXs work? Using Uniswap V2 to explore the effectiveness of decentralized exchanges
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Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses: a Monte Carlo investigation
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Procyclicality of central counterparty margin models: systemic problems need systemic approaches
Journal of Computational Finance
Focusing on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments
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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An effective credit rating method for corporate entities using machine learning
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Stressing of migration matrixes for International Financial Reporting Standard 9 and Internal Capital Adequacy Assessment Process calculations
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Generalized additive modeling of the credit risk of Korean personal bank loans
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Stressed distance to default and default risk
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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Model risk quantification based on relative entropy
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Quantifying model selection risk in macroeconomic sensitivity models
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General bounds on the area under the receiver operating characteristic curve and other performance measures when only a single sensitivity and specificity point is known
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Expected shortfall model based on a neural network
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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Creating factor clusters in the alternative Undertakings for Collective Investment in Transferable Securities (UCITS) universe
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A novel derivation and interpretation of the Kelly criterion
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Exploring the equity–bond relationship in a low-rate environment with unsupervised learning
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Trading strategies and weekly anomalies in the stock market: Mexico, Indonesia, Nigeria and Turkey
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