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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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
Latest papers
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Pricing time-capped American options using a least squares Monte Carlo method
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Pricing American options under irrational behavior in a Markov regime-switching model with a finite-element method
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Deep equal risk pricing of illiquid derivatives with multiple hedging instruments
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On the boundary conditions adopted in stochastic volatility option pricing 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
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Approximate risk parity with return adjustment and bounds for risk diversification
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The power of neural networks in stochastic volatility modeling
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A tale of two tail risks
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The impact of divergence in communication tone on investors’ willingness to invest in eurozone small- to medium-sized enterprises
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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Deciphering bankruptcy risk in fintech firms: exploring key factors and implications
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Survival analysis in credit risk management: a review study
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Uncertainty in the macroeconomic environment, corporate tax avoidance and corporate credit financing: evidence from high-tech listed companies in China
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Default risk in the era of environmental, social and governance ratings: a comparative analysis of divergence
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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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
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Navigating risk horizons: a comprehensive bibliometric analysis of corporate 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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Dissecting initial margin forecasts: models, limitations and backtesting
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Incorporating financial reports and deep learning for financial distress prediction: empirical evidence from Chinese listed companies
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Lessons for academic research from model risk management in financial institutions
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Research on the multifractal volatility of Chinese banks based on the synthetic minority oversampling technique, edited nearest neighbors and long short-term memory
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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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
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Using option prices to trade the underlying asset
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