Risks

2013 - 2026

Current editor(s): Mr. Claude Zhang

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Volume 14, issue 5, 2026

Deep Reinforcement Learning for Cryptocurrency Portfolio Management: A Free-Energy Framework with Geometry-Based Transaction Costs and Efficiency Bounds pp. 1-24

Ntebogang Dinah Moroke

Special Issue “Volatility Modeling in Financial Market” pp. 1-4

Katarzyna Czech and Michał Wielechowski

Normalising Flow Enhanced GARCH Models: A Two-Stage Framework for Flexible Innovation Modelling in Financial Time Series pp. 1-28

Abdullah Hassan, Farai Mlambo and Wilson Tsakane Mongwe

Geoeconomic Fragmentation and Market Decoupling: A Time–Frequency Anatomy of Oil–Ruble Volatility Spillovers (2020–2025) pp. 1-44

Erdost Torun, Erhan Demireli and Simon Grima

Comparative Analysis of Weather-Based Indexes and the Actuaries Climate Index TM for Crop Yield Prediction and Weather-Derivative Pricing pp. 1-32

Cem Yavrum, A. Sevtap Selcuk-Kestel and José Garrido

Short-Term Forecasting of Four Rand-Denominated Currency Markets (EUR/ZAR, CHF/ZAR, BRL/ZAR, CNY/ZAR): A Comparative Analysis of Support Vector Regression, XGBoost and Principal Component Regression pp. 1-32

Sthembile Albertinah Fundama, Thakhani Ravele, Thinawanga Hangwani Tshisikhawe and Caston Sigauke

Dismantling Binary Opposition in Fraud Detection: A Fuzzy Deep Learning Framework for Imbalanced Transaction Data pp. 1-41

Reham M. Essa, Yasser El-Kassrawy, Amer Alaya and Nevien El-Kassrawy

Financial Performance, Risk, and Market Integration of Sustainability-Oriented Equity Indices: Implications for the Sustainability Transition (2010–2025) pp. 1-25

Jeanne Kaspard, Cesar Kamel, Fleur Khalil and Richard Beainy

Volume 14, issue 4, 2026

The Association Between Climate Change Perception and Agricultural Insurance Adoption Among Food Legume Farmers: A Case Study from Baicheng City in Jilin Province of China pp. 1-19

Yarong Lyu, Mengjuan Li, Yihang Liu, Jingyi Zhou and Jiliang Ma

Critical Regimes of Systemic Risk: Flow Network Cascades in the U.S. Banking System pp. 1-63

Samuel Montañez Jacquez, Luis Alberto Quezada Téllez, Rodrigo Morales Mendoza, Ernesto Moya-Albor, Guillermo Fernández Anaya and Milagros Santos Moreno

A Comparative Analysis of Overnight vs. Daytime Static and Momentum Strategies Across Sector ETFs pp. 1-63

Gourav Salotra, Tharunya Katikireddy, Yaswanth Anumolu and Eugene Pinsky

Copula Asymmetry Index (CAI++): Measuring Asymmetric Equity–Volatility Tail Dependence for Defensive Allocation pp. 1-23

Peter Hatzopoulos and Anastasios D. Statiou

Understanding FinTech Adoption Drivers for Digital Financial Sustainability in Urban and Rural MSMEs pp. 1-39

Budi Setiawan, Sasiska Rani, Emilda Emilda, Firmansyah Arifin and Dinarossi Utami

Quantile Domain Connectedness Between Climate Risks and Cryptocurrency Classes pp. 1-39

Mosab I. Tabash, Suzan Sameer Issa, Loona Mohammad Shaheen, Mohammed Alnahhal and Zokir Mamadiyarov

The Dynamics Between Dividends and Index Value in South Africa pp. 1-21

Olushola Christy Akilo and Milan Christian De Wet

Regulating the Crypto-Laundering Chain: A Comparative Study of Scam Compounds and Money Mule Mechanisms Within Criminal Networks pp. 1-21

Gioia Arnone

Do Uncertainty and Action Shocks Affect G7 Stock Market Synchronisation? DCC-GARCH Evidence from the 2024 U.S. Election and the Reciprocal Tariffs Announcement pp. 1-14

Katarzyna Czech and Michał Wielechowski

The Flow–Performance Relationship and Behavioral Biases: Evidence from Spanish Mutual Fund Flows pp. 1-16

Carlos Arenas-Laorga and Fernando Gil Capella

Crisis-Regime Dynamic Volatility Spillovers in U.S. Commodity Markets: A Bayesian Mixture-Identified SVAR Approach pp. 1-32

Xinyan Deng, Kentaka Aruga and Chaofeng Tang

Dynamics of Oil Markets Amid Financial Distress Among Small Firms in the Energy Industry pp. 1-12

Salem Al Mustanyir

Predicting Stock Market Risk Using Machine Learning Classification Models pp. 1-12

Seol-Hyun Noh

Closed-Form Valuation of Discounted Cash Flows with Finite Poisson Arrivals in a Finite Horizon pp. 1-10

Yuto Kitamura, Yuta Kudo, Makoto Shimoshimizu and Makoto Goto

Socioeconomic and Regional Determinants of Inclusive Insurance Participation in Indonesia pp. 1-15

Rika Fitriani, Hyukjun Gweon and Shu Li

Exploring Intangible Assets’ Contribution to Capital Structure in Thailand’s Listed Companies During COVID-19 pp. 1-24

Xiaoque Chen, Trairong Swatdikun, Pankaewta Lakkanawanit and Jin Zhao

A First Step Toward a CAT Model Framework: An ODE-Based Risk Analysis of Urban Floods Triggered by Meteorological Events pp. 1-24

Beatriz A. Curioso, Manuel L. Esquível, Gracinda R. Guerreiro, Nadezhda P. Krasii and Pedro A. C. Sousa

Hidden Optionalities in American Options pp. 1-24

Noura El Hassan, Bacel Maddah and Nassim Nicholas Taleb

Advanced Insurance Risk Modeling for Pseudo-New Customers Using Balanced Ensembles and Transformer Architectures pp. 1-24

Finn L. Solly, Raquel Soriano-Gonzalez, Angel A. Juan and Antoni Guerrero

Risk-Sensitive Performance Evaluation of Life Insurance Markets in EU and EEA Countries: A MPSI–CoCoSo Approach pp. 1-18

Neylan Kaya, Aslıhan Ersoy Bozcuk, Güler Ferhan Ünal Uyar, Münevver Sena Özden, Mustafa Terzioğlu, Burçin Tutcu and Hasan Talaş

Temporal and Cost-Sensitive Evaluation Framework for Credit Risk Modeling Under Distributional Shifts pp. 1-18

Tsolmon Sodnomdavaa and Munkhtsetseg Sandagsuren

Parity Regression Estimation pp. 1-31

Vali Asimit, Ziwei Chen, Bogdan Ichim and Pietro Millossovich

Board of Directors’ Characteristics, Political Connection and Risk Disclosure: Evidence from an Emerging Market Context pp. 1-25

Ahmad Farhan Alshira’h

Modeling Structural Deviation in 10-K Risk Factors: A Semantic Anomaly Detection and Explainable AI Approach pp. 1-25

Fang Sun, Shuangjiang He, Ruiqi Wang, Lingyun Ke, Hongyu Shen and Qiuyue Liao

Volume 14, issue 3, 2026

Investigating the Systematically Important Equity Sectors in Extreme Conditions: A Case of Johannesburg Stock Exchange pp. 1-19

Babatunde Lawrence, Anurag Chaturvedi, Adefemi A. Obalade and Mishelle Doorasamy

The Mean-Variance Paradigm Is Almost Universal: The Skewness Effect pp. 1-23

Haim Levy

The Impact of Climate Change on Banking System Stability in Southern Africa Development Communities (SADC) pp. 1-23

Oliver Takawira, Emmanuel Amo-Bediako, Dimakatso Sekwati and Silas Marimo

Risk Premiums, Market Volatility, and Exchange Rate Dynamics: Evidence from the Yen Carry Trade pp. 1-37

Opale Guyot, Heather A. Montgomery and Peiqing Yang

Diversifier, Hedge, or Safe Haven? Bitcoin’s Role Against the Brazilian Stock Market During the COVID-19 Turmoil pp. 1-14

Vitor Fonseca Machado Beling Dias and Rodrigo Fernandes Malaquias

A Comparison of Risk Willingness Between Same-Sex and Different-Sex Couples: A Quasi-Experimental Approach pp. 1-16

Matthew Jaramillo, Donald Lacombe, Leobardo Diosdado and Laura Ricaldi

Loan Defaults and Credit Risk in Microfinance pp. 1-16

Perpetual Andam Boiquaye, Bernadette Aidoo and Samuel Asante Gyamerah

ESG Disclosure Quality and Banking Risk: A Dynamic Panel Analysis of Middle East and African Banks pp. 1-21

Ibrahim Elsiddig Ahmed

Analytical Pricing of Discretely Sampled Volatility Swaps Under the 4/2 Stochastic Volatility Model pp. 1-21

Sanae Rujivan, Seyha Lim, Nopporn Thamrongrat and Angelo E. Marasigan

Residualized Big Five Traits and Financial Risk Tolerance: Connecting Tolerance to Behavior pp. 1-21

John E. Grable and Eun Jin Kwak

The Impact of Corporate Biodiversity Information Disclosure on China Institutional Investors’ CSR Investment Willingness: The Roles of Intergenerational Responsibility and Environmental Risk Management pp. 1-28

Zhibin Tao

An Age Grouping Framework for Multi-Population Mortality Modeling pp. 1-28

Cezar A. Câmpeanu and Yechao Meng

The Impact of Market Dynamics and Geopolitical Uncertainty on Property Return: A Comparative Analysis of BRICS Countries pp. 1-32

Fabian Moodley and Babatunde Lawrence

The Kerper–Bowron Method: A Foundational Change for Service Contract Claim Estimation and Accounting pp. 1-33

John Kerper and Lee Bowron

Navigating ESG Challenges: The Role of Chartered Accountants in Corporate Sustainability pp. 1-33

Alexandros Garefalakis, Kounali Despoina, Erasmia Angelaki, Christos Papademetriou and Ioannis Passas

Time-Varying Global Financial Stress Contagion in a Decade of Trade Wars and Geopolitical Fractures pp. 1-33

Mosab I. Tabash, Suzan Sameer Issa, Mohammed Alnahhal, Zokir Mamadiyarov and Krzysztof Drachal

Risk-Informed Machine Learning Models for Renewal Classification in Motor Insurance pp. 1-22

Pichit Boonkrong, Junwei Yang, Xueyuan Huang and Teerawat Simmachan

Firm Performance, Liquidity and Capital Structure Nexus: Evidence from the PMG Panel-ARDL Approach pp. 1-22

Godfrey Marozva

Business Strategy, Audit Risk, and Auditor–Client Disagreement: Evidence from Korea pp. 1-22

Jihwan Choi

Enhancing Bitcoin Trading Signal Prediction in Crisis Periods Using an Improved Machine Learning Approach pp. 1-25

Yaser Sadati-Keneti, Mohammad Vahid Sebt, Reza Tavakkoli-Moghaddam and Orod Ahmadi

Dynamic Connectiveness and Time-Varying Contagion Risks Amongst East African Stock Markets pp. 1-20

Arnold Gideon Irangi, Paul-Francois Muzindutsi, Hilary Tinotenda Muguto and Malibongwe Cyprian Nyati

Collusion Between Retailers and Customers: The Case of Insurance Fraud in Taiwan pp. 1-31

Pierre Picard, Jennifer Wang and Kili C. Wang

Going Concern Risk and Bankruptcy Outcomes Associated with Property, Plant, and Equipment Intensity, Impairment, and Age pp. 1-24

Donald Ray Deis, J. Kenneth Reynolds, Christopher Wertheim, Tian Xu and Daqun Zhang

At Cross-Purposes: How Prudential and Monetary Rate Policies Create Asymmetric Frictions in the Banking Sector pp. 1-24

Shandra Widiyanti, Hermanto Siregar, Anny Ratnawati, Suwandi and Noer Azam Achsani

Contagion and Default Risks in Derivative Pricing: A Hawkes-Based Model pp. 1-27

Francis Agana and Eben Maré

Human-AI Synergy in Statistical Arbitrage: Enhancing Robustness Across Volatile Financial Markets pp. 1-27

Binxu Lei

Mixed Size-Biased Log-Normal Distribution with Truncated Normal Prior and Its Application in Insurance Ratemaking pp. 1-27

Taehan Bae, Jieun Kim and Jae Youn Ahn

The Association Between Time Discounting, Hyperbolic Discounting, and Inflation Expectations: Evidence from Large-Scale Survey Data pp. 1-18

Kota Ogura, Manaka Yamaguchi, Sakiho Aizawa, Mostafa Saidur Rahim Khan and Yoshihiko Kadoya

On Return Probabilities of Adverse Events Under Dependence and Lessons to Learn for Decision-Making pp. 1-18

Marius Hofert

Digital Financial Literacy and Hyperbolic Discounting: Evidence from Japanese Investors pp. 1-18

Asahi Shiiku, Gideon Otchere-Appiah, Mostafa Saidur Rahim Khan and Yoshihiko Kadoya

Volume 14, issue 2, 2026

Financial Stability Under Climate Stress: Empirical Evidence from Namibia pp. 1-23

Jaungura Kaune, Andy Esterhuizen and Valdemar J. Undji

Risk or Reward? Assessing the Market Value Implications of CSR Disclosure and Family Ownership pp. 1-23

Farzaneh Nassirzadeh, Davood Askarany and Fatemeh Keyvani

Mission Drift or Strategic Expansion? Non-Core Lending, Risk, and Capital in US Credit Unions pp. 1-19

Changjie Hu, Zhu Chen and Ting Cao

The Impact of Financial Derivatives on European Bank Value and Performance pp. 1-19

Bassam Al-Own, Mohannad Obeid Al Shbail, Zaid Jaradat and Ghaith N. Al-Eitan

Interpretable Multi-Model Framework for Early Warning of SME Loan Delinquency pp. 1-15

Ardak Akhmetova, Assem Shayakhmetova and Nurken Abdurakhmanov

Carbon Risk Without a Stable Premium: Nonlinear and State-Dependent Evidence from European ESG Leaders pp. 1-36

Eleonora Salzmann

Green Investment: Examining the Influencing Factors and Mechanisms on the Investment Willingness of China Retail Investors Towards Green Bonds pp. 1-28

Zhibin Tao

A Framework for Interpreting Machine Learning Models in Bond Default Risk Prediction Using LIME and SHAP pp. 1-14

Yan Zhang, Lin Chen and Yixiang Tian

Insuring Algorithmic Operations: Liability Risk, Pricing, and Risk Control pp. 1-16

Zhiyong (John) Liu, Jin Park, Mengying Wang and He Wen

Systemic Risk Transmission in Commodity Markets pp. 1-35

Irina Georgescu

Entropic Geometry and Information Dynamics in Green Cryptocurrency Markets pp. 1-25

Sana Gaied Chortane and Kamel Naoui

Can Macroprudential Policy for Retail Banks Reduce Bank Runs? Evidence from WAEMU’s Banking Sector pp. 1-20

Toure Talnan Aboulaye, Ouattara Zieh Moussa, Kacou Yves Thierry Kacou and Tuo Siele Jean

Corporate Leverage and Geopolitical Risks: Evidence from Vietnam pp. 1-22

Nam Thinh Vong and Thinh Tien Bui

Modeling Audit Outcomes Under Information Asymmetry: A Game-Theoretic Analysis of Delay and Fees pp. 1-22

Güler Ferhan Ünal Uyar, Mustafa Terzioğlu, Neylan Kaya and Aslıhan Ersoy Bozcuk

Building a Life Table for Lebanon: Towards a Deeper Understanding of Our Future pp. 1-45

Natalia Bou Sakr, Stéphane Loisel, Gihane Mansour and Yahia Salhi

Guaranteed Annuity Option Under Correlated and Regime-Switching Risks pp. 1-38

Jude Martin B. Grozen and Rogemar S. Mamon

The Corrosive Grip: How Corruption Inhibits Green Finance in Enhancing Environmental Sustainability pp. 1-18

Levi Mbaka Matimbia, Abraham Deka, Huseyin Ozdeser and Sindiso Deka

A VaR-Based Price-Based Unit Commitment Framework for Generation Asset Valuation Under Electricity Price Risk pp. 1-18

Shih-Ying Chen, Kuen-Lin Lin and Ming-Tang Tsai

Bayesian Causal Inference for Credit Default Risk pp. 1-18

Sello Dalton Pitso and Taryn Michael

How Framing Susceptibility Is Associated with Investment Grip: Evidence from Japanese Retail Investors pp. 1-18

Gideon Otchere-Appiah, Yu Kuramoto, Aliyu Ali Bawalle and Yoshihiko Kadoya

Monetary Asymmetry and ESG Governance in the Eurozone: Mapping Evolving Risk Narratives Through Bibliometric Analysis pp. 1-27

Alexandros Garefalakis, Erasmia Angelaki, Christos Papademetriou, Panagiotis Giannopoulos and Markos Kourgiantakis

Volume 14, issue 1, 2025

ESG Narrative Quality in Green Bond Disclosures: Implications for Risk Perception, Transparency, and Market Trust pp. 1-20

Parul Gaur, Mohammad Irfan, R Kanesaraj Ramasamy, Shakeeb Mohammad Mir and Parameswaran Subramanian

Forecasting Commodity Prices Using Futures: The Case of Copper pp. 1-20

Gonzalo Cortazar, Mariavictoria Enberg and Hector Ortega

Deep Hybrid CNN-LSTM-GRU Model for a Financial Risk Early Warning System pp. 1-20

Muhammad Ali Chohan, Teng Li, Mohammad Abrar and Shamaila Butt

The Relationship Between Psychological Factors and Retirement Financial Plan and Its Gender Difference pp. 1-20

Han Ren and Thien Sang Lim

The Effect of Economic Policy Uncertainty on Banks: Distinguishing Short- and Long-Term Effects pp. 1-25

Badar Nadeem Ashraf and Ningyu Qian

Regulatory Risk in Green FinTech: Comparative Insights from Central Europe pp. 1-25

Simona Heseková, András Lapsánszky, János Kálmán, Michal Janovec and Anna Zalcewicz

Enhancing Predictive Performance of LSTM–Attention Models for Investment Risk Forecasting pp. 1-31

Amina Ladhari and Heni Boubaker

Evaluation and Prediction of Stock Market Crash Risk in Mexico Using Log-Periodic Power-Law Modeling pp. 1-45

Suryansh Sunil, Amit Kumar Goyal, Rajesh Mahadeva and Varun Sarda

From Control to Value: How Governance, Risk Management and Compliance Improve Operational Efficiency and Company Reputation in Saudi Technology-Driven Firms pp. 1-22

Wassim J. Aloulou and Nawaf F. Alshohail

Machine Learning & Artificial Intelligence Powered Credit Scoring Models for Islamic Microfinance Institutions: A Blockchain Approach pp. 1-27

Mohammad Mushfiqul Haque Mukit, Fakhrul Hasan, Tonmoy Choudhury, Amer Al Fadli and Abubaker Fadul

Legal Dimensions of Global AML Risk Assessment: A Machine Learning Approach pp. 1-27

Olha Kovalchuk, Ruslan Shevchuk, Serhiy Banakh, Nataliia Holota, Mariana Verbitska and Oleksandra Lutsiv

Corporate Governance in Brazil and Opportunistic Behavior in the Use of Insider Information pp. 1-26

Ana Flávia Albuquerque Ventura, Roberto Frota Decourt and Clea Beatriz Macagnan

Unveiling ESG Controversy Risks: A Multi-Criteria Evaluation of Whistleblowing Performance in European Financial Institutions pp. 1-39

George Sklavos, Georgia Zournatzidou and Nikolaos Sariannidis

Investment Information Sources and Investment Grip: Evidence from Japanese Retail Investors pp. 1-23

Manaka Yamaguchi, Kota Ogura, Tomoka Kiba, Mostafa Saidur Rahim Khan and Yoshihiko Kadoya

Credit Risk Management Dynamics: Evidence from Indonesian Rural Banks pp. 1-19

Moch Doddy Ariefianto, Triasesiarta Nur and Bryna Meivitawanli

From Risk to Returns: An Analysis of Asset Quality, Financial Ratios, and Market Valuation in Indian Banks pp. 1-17

Shireen Rosario and Sudha Mavuri

The Paradox of Cyber Risk Controls: An Empirical Analysis of Readiness and Protection Inefficiencies in Thailand’s Financial Sector pp. 1-17

Artid Sringam and Pongpisit Wuttidittachotti

Model Averaging and Grid Maps for Modeling Heavy-Tailed Insurance Data pp. 1-30

Lira B. Mothibe and Sandile C. Shongwe

ESG and Its Components: Impact on Stock Returns Across Firm Sizes in Europe and the United States pp. 1-21

Luis Jacob Escobar-Saldívar, Dacio Villarreal-Samaniego and Roberto J. Santillán-Salgado

ESG Risk and Agricultural Commodity Integration pp. 1-14

Alper Gormus, Yoav Wachsman and Elif Gormus

Why Do Family Firms Hold Cash? Agency Conflicts and Valuation Perspectives pp. 1-16

Ghada Tayem, Diana Abu-Ghunmi, Adel Bino and Mohammad Tayeh