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 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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Herding behavior in energy commodity futures markets amid turmoil and turmoil-free periods
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Financial performance in electricity and gas markets: some empirical evidence from a cluster analysis
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Sustainable power purchase contracts for local industries from floating-solar and pumped-hydro integration
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Revenue analysis of spot and forward solar energy sales in Texas
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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Skin in the game: risk analysis of central counterparties
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Digital money and finance: a critical review of terminology
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Till def(ault) do us part: reassessing counterparty risk between global systemically important banks and central counterparties
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Central clearing and trade cancellation: the case of London Metal Exchange nickel contracts on March 8, 2022
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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How magic a bullet is machine learning for credit analysis? An exploration with fintech lending data
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Researching new financial products: using survey evidence to gain insight into buy now, pay later
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Did fintech loans default more during the Covid-19 pandemic? Were fintech firms “cream-skimming” the best borrowers?
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Deciphering bankruptcy risk in fintech firms: exploring key factors and implications
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 future of risk and insurability in the era of systemic disruption, unpredictability and artificial intelligence
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Enhancing organizational sustainability through human resource analytics: examining the moderating effect of organizational culture
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Operational risk, capital regulation and model risk
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The robot-labeling phenomenon: robot-ready modern operational risk management
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 three-stage fusion model for predicting financial distress considering semantic and sentiment information
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The fate of zombie firms: prediction, determinants and exit paths
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Enhancing default prediction in alternative lending: leveraging credit bureau data and machine learning
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Overcoming issues with time-scaling value-at-risk
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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Investment decisions driven by fine-tuned large language models and uniform manifold approximation and projection-supported clustering and hierarchical density-based spatial clustering
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Timing minimum-variance investment in the Canadian stock market
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Examining intersector risk synchronization in the Indian stock market: evidence from a time-varying connectedness approach
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Advanced visualization for the quant strategy universe: clustering and dimensionality reduction
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