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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On the contagion effect between crude oil and agricultural commodity markets: a dynamic conditional correlation and spectral analysis
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On the potential of arbitrage trading on the German intraday power market
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News-driven bubbles in futures markets
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Incremental wind energy development in the Midcontinent Independent System Operator electricity markets of the United States
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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Illustrative industry architecture to mitigate potential fragmentation across a central bank digital currency and commercial bank money
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Transmission of cyber risk through the Canadian wholesale payment system
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Construction of hypothetical scenarios for central counterparty stress tests using vine copulas
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Quantifying the economic benefits of payments modernization: the case of Canada’s large-value payment system
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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Evaluating credit valuation adjustment with wrong-way risk for Bermudan options
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Optimal damping with a hierarchical adaptive quadrature for efficient Fourier pricing of multi-asset options in Lévy models
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Extremiles, quantiles and expectiles in the tails
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Neural variance reduction for stochastic differential equations
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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Conditional and unconditional intraday value-at-risk models: an application to high-frequency tick-by-tick exchange-traded fund data
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Mean–variance insurance design under heterogeneous beliefs
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Peak-to-valley drawdowns: insights into extreme path-dependent market risk
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Realized quantity extended conditional autoregressive value-at-risk models
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
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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Shapley values as an interpretability technique in credit scoring
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Online attention and directors’ and officers’ liability insurance: evidence from Chinese listed firms
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Forecasting the default risk of Chinese listed companies using a gradient-boosted decision tree based on the undersampling technique
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Exchange rate risk management for contractors within a hybrid payment scheme: a case study in Punta del Este, Uruguay
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
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