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 fulfill 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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Introducing stylized facts on electricity futures through a market impact model
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The impact of end-user market integration and the smart grid on electricity retailers in the Nordic region
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Estimating marginal effects of key factors that influence wholesale electricity demand and price distributions in Texas via quantile variable selection methods
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A simulation-based model for optimal demand response load shifting: a case study for the Texas power market
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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Supervisory stress testing for central counterparties: a macroprudential, two-tier approach
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Study of correlation impact on credit default swap margin using a GARCH–DCC-copula framework
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Central counterparties: magic relighting candles?
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Funding and credit risk with locally elliptical portfolio processes: an application to central counterparties
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
Latest papers
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An internal default risk model: simulation of default times and recovery rates within the new Fundamental Review of the Trading Book framework
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Hedging incentives for financial institutions
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Near-real-time monitoring in real-time gross settlement systems: a traffic light approach
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Empirical analysis of oil risk-minimizing portfolios: the DCC–GARCH–MODWT approach
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
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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What do risk disclosures reveal about banking operational risk processes? Content analysis of banks’ risk disclosures in the Visegrad Four countries
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Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses
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Difference between the determinants of operational risk reporting in Islamic and conventional banks: evidence from Saudi Arabia
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Estimation of value-at-risk for conduct risk losses using pseudo-marginal Markov chain Monte Carlo
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
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
Journal of Network Theory in Finance
An interdisciplinary journal publishing academically rigorous, practitioner-focused research on the application of network theory in finance