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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Impact of changes in the global environment on price differentials between the US crude oil spot markets for the periods before and after 2008–9
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A fractional Brownian–Hawkes model for the Italian electricity spot market: estimation and forecasting
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The relationship between oil prices, global economic policy uncertainty and financial market stress
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Dynamic behavior of hydro/thermal electrical operators under an environmental policy targeting the preservation of ecosystem integrity and air quality
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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Credit default swap market retrospective: observations from the 2008–9 financial crisis and the onset of the Covid-19 pandemic
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Monitoring intraday liquidity risks in a real-time gross settlement system
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Measure twice before you cut: differences in Furfine-type algorithm implementations
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Retail payments and financial inclusion in Latin America and the Caribbean: identifying gaps and opportunities
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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Review of credit risk and credit scoring models based on computing paradigms in financial institutions
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An interpretable Comprehensive Capital Analysis and Review (CCAR) neural network model for portfolio loss forecasting and stress testing
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Three ways to improve the systemic risk analysis of the Central and Eastern European region using SRISK and CoVaR
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Explaining credit ratings through a perpetual-debt structural model
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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Key impact deep dive (KIDD)
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On modeling contagion in the formation of operational risk loss
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An approach to simultaneously assess operational risk and maturity levels in information technology management
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Risk governance, market competition and operational risk disclosure quality: a study of the ASEAN-5 banking sector
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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Comprehensive Capital Analysis and Review consistent yield curve stress testing: from Nelson–Siegel to machine learning
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Validation nightmare: the slotting approach under International Financial Reporting Standard 9
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Nonconvex noncash risk measures
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What can we learn from what a machine has learned? Interpreting credit risk machine learning 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
An interdisciplinary journal publishing academically rigorous, practitioner-focused research on the application of network theory in finance