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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Energy trading efficiency in ERCOT’s day-ahead and real-time electricity markets
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Measuring the effect of corrective short-term updates for wind energy forecasts on intraday electricity prices
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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
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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Falling use of cash and population age structure
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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
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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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
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Adjoint differentiation for generic matrix functions
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Simulating the Cox–Ingersoll–Ross and Heston processes: matching the first four moments
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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The impacts of financial and macroeconomic factors on financial stability in emerging countries: evidence from Turkey’s nonperforming loans
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Asymmetric risk spillovers between oil and the Chinese stock market: a Beta-skew-t-EGARCH-EVT-copula approach
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Modeling maxima with a regime-switching Fréchet model
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Assessing systemic fragility: a probabilistic perspective
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
Journal of Operational Risk
The leading forum for identifying recent advances and active, authoritative discussions on how to quantify, model and manage operational risk
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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Forecasting the loss given default of bank loans with a hybrid multilayer LGD model by extending multidimensional signals
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Performance validation of representative sample-balancing methods in loan credit-scoring scenarios
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Scenario design for macrofinancial stress testing
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Risk contagion and bank stability: the role of credit risk and liquidity 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
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