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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An experimental study of capacity remuneration mechanisms in the electricity industry
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Locational arbitrage strategies for Shanghai crude futures
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Scaling up hydrogen production in France: learning rates versus economies of scale strategies
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Energy trading efficiency in ERCOT’s day-ahead and real-time electricity markets
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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Quantifying the economic benefits of payments modernization: the case of Canada’s large-value payment system
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Mitigating margin procyclicality: the effectiveness of anti-procyclicality measures during the Covid-19 stress event
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Payment coordination and liquidity efficiency in wholesale payments systems
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Falling use of cash and population age structure
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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Estimating risks of European option books using neural stochastic differential equation market models
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Robust pricing and hedging via neural stochastic differential equations
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Least squares Monte Carlo methods in stochastic Volterra rough volatility models
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Analytical conversion between implied volatilities based on different dividend models
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
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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Small and medium-sized enterprises’ time to default: an analysis using an improved mixture cure model with time-varying covariates
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Instabilities in Cox proportional hazards models in credit risk
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Banking on personality: psychometrics and consumer creditworthiness
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Sovereign credit risk modeling using machine learning: a novel approach to sovereign credit risk incorporating private sector and sustainability risks
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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The information value of past losses in operational risk
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Application of the radial basis function in solving an operational risk management model: investigating the probability of bank survival with risk reserves
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Does board diversity mitigate firm risk-taking? Empirical evidence from China
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A risk-based internal audit methodology for Greek local government organizations
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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Bayesian backtesting for counterparty risk models
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A modified hybrid feature-selection method based on a filter and wrapper approach for credit risk forecasting
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The validation of different systemic risk measurement models
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What can we expect from a good margin model? Observations from whole-distribution tests of risk-based initial margin models
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