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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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
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Key indicators for the credit risk evaluation of clients and their changing characteristics
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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Functional consistency across retail central bank digital currency and commercial bank money
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Central clearing and trade cancellation: the case of London Metal Exchange nickel contracts on March 8, 2022
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Retail payment technology and money demand: evidence from China
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The fundamental role of the repo market and central clearing
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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On the boundary conditions adopted in stochastic volatility option pricing models
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Multiperiod static hedging of European options
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Option pricing under the normal stochastic alpha–beta–rho model with Gaussian quadratures
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Pricing high-dimensional Bermudan options using deep learning and higher-order weak approximation
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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Soft information in financial distress prediction: evidence of textual features in annual reports from Chinese listed companies
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Distributionally robust optimization approaches to credit risk management of corporate loan portfolios
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A method of classifying imbalanced credit data based on the AC-CTGAN hybrid sampling algorithm
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Consumer credit card payment dynamics over the economic cycle
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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Unraveling Lebanon’s financial crisis: the path from promise to peril, delving into a risk strategist’s own experience
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Cyber risk assessment model for information assets: a tailored approach for the financial and banking sector
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Artificial intelligence in crisis management: a bibliometric analysis
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A qualitative study of operational resilience in financial institutions
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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Research on the multifractal volatility of Chinese banks based on the synthetic minority oversampling technique, edited nearest neighbors and long short-term memory
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A model combining Optuna and the light gradient-boosting machine algorithm for credit default forecasting
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Litigation risk assessment: a novel quantitative recency–frequency–monetary model
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Analyzing credit risk model problems through natural language processing-based clustering and machine learning: insights from validation reports
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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Advanced visualization for the quant strategy universe: clustering and dimensionality reduction
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Using option prices to trade the underlying asset
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Assessing the efficiency of pure-play internet banks in South Korea, Japan and China with data envelopment analysis
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Unaligned exchange traded funds: risk-adjusted performance and market-timing skills
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