期刊名：Risks

期刊主页：https://www.mdpi.com/journal/risks

本期Risks期刊精选 10 篇 2025 年高质量论文，聚焦金融市场风险演化、波动特征与量化风险管理等领域的研究，诚邀广大读者参阅。期刊也欢迎优质投稿！

1. Volatility Spillovers and Market Decoupling: Evidence from BRICS and China’s Green Sector

波动溢出与市场脱钩效应：来自金砖国家与中国绿色产业的证据

https://www.mdpi.com/2227-9091/13/11/222

Vukovic, D.B.; Fefelov, D.L.; Frömmel, M.; Rogova, E.M. Volatility Spillovers and Market Decoupling: Evidence from BRICS and China’s Green Sector. Risks 2025, 13, 222. https://doi.org/10.3390/risks13110222

2. Robust Tail Risk Estimation in Cryptocurrency Markets: Addressing GARCH Misspecification with Block Bootstrapping

加密货币市场稳健尾部风险估计：基于分块自助法修正 GARCH 模型设定偏误

https://www.mdpi.com/2227-9091/13/9/166

Christodoulou-Volos, C. Robust Tail Risk Estimation in Cryptocurrency Markets: Addressing GARCH Misspecification with Block Bootstrapping. Risks 2025, 13, 166. https://doi.org/10.3390/risks13090166

3. HAR-RV-CARMA: A Kalman Filter-Weighted Hybrid Model for Enhanced Volatility Forecasting

HAR-RV-CARMA：基于卡尔曼滤波加权的混合模型及其波动率预测优化

https://www.mdpi.com/2227-9091/13/11/223

Ngwaba, C.A. HAR-RV-CARMA: A Kalman Filter-Weighted Hybrid Model for Enhanced Volatility Forecasting. Risks 2025, 13, 223. https://doi.org/10.3390/risks13110223

4. Financial Systemic Risk and the COVID-19 Pandemic

金融系统性风险与新冠疫情

https://www.mdpi.com/2227-9091/13/9/169

Huang, X. Financial Systemic Risk and the COVID-19 Pandemic. Risks 2025, 13, 169. https://doi.org/10.3390/risks13090169

5. Does Political Risk Affect the Efficiency of the Exchange-Traded Fund Market?—Entropy-Based Analysis Before and After the 2025 U.S. Presidential Inauguration

政治风险会影响ETF市场效率吗？—— 基于 2025 年美国总统就职典礼前后的熵值分析

https://www.mdpi.com/2227-9091/13/7/121

Olbrys, J. Does Political Risk Affect the Efficiency of the Exchange-Traded Fund Market?—Entropy-Based Analysis Before and After the 2025 U.S. Presidential Inauguration. Risks 2025, 13, 121. https://doi.org/10.3390/risks13070121

6. How Do Asymmetric Oil Prices and Economic Policy Uncertainty Shapes Stock Returns Across Oil Importing and Exporting Countries? Evidence from Instrumental Variable Quantile Regression Approach

油价非对称波动与经济政策不确定性如何影响石油进出口国股票收益？—— 基于工具变量分位数回归的实证分析

https://www.mdpi.com/2227-9091/13/5/93

Bilal, A.; Ahmed, S.; Zada, H.; Thalassinos, E.; Nawaz, M.H. How Do Asymmetric Oil Prices and Economic Policy Uncertainty Shapes Stock Returns Across Oil Importing and Exporting Countries? Evidence from Instrumental Variable Quantile Regression Approach. Risks 2025, 13, 93. https://doi.org/10.3390/risks13050093

7. Historical Perspectives in Volatility Forecasting Methods with Machine Learning

基于机器学习的波动率预测方法: 历史视角

https://www.mdpi.com/2227-9091/13/5/98

Qiu, Z.; Kownatzki, C.; Scalzo, F.; Cha, E.S. Historical Perspectives in Volatility Forecasting Methods with Machine Learning. Risks 2025, 13, 98. https://doi.org/10.3390/risks13050098

8. Gaussian Process Regression with a Hybrid Risk Measure for Dynamic Risk Management in the Electricity Market

基于混合风险度量的高斯过程回归在电力市场动态风险管理中的应用

https://www.mdpi.com/2227-9091/13/1/13

Das, A.; Schlüter, S. Gaussian Process Regression with a Hybrid Risk Measure for Dynamic Risk Management in the Electricity Market. Risks 2025, 13, 13. https://doi.org/10.3390/risks13010013

9. On GARCH and Autoregressive Stochastic Volatility Approaches for Market Calibration and Option Pricing

GARCH 与自回归随机波动率方法在模型校准和期权定价中的应用研究

https://www.mdpi.com/2227-9091/13/2/31

Pang, T.; Zhao, Y. On GARCH and Autoregressive Stochastic Volatility Approaches for Market Calibration and Option Pricing. Risks 2025, 13, 31. https://doi.org/10.3390/risks13020031

10. From Placement to Integration: A Parametric Study of Cryptocurrency-Based Money Laundering Techniques

从资金置入到整合：基于加密货币的洗钱技术参数化研究

https://www.mdpi.com/2227-9091/13/12/249

Almeida, H.; Pinto, P.; Fernández Vilas, A. From Placement to Integration: A Parametric Study of Cryptocurrency-Based Money Laundering Techniques. Risks 2025, 13, 249. https://doi.org/10.3390/risks13120249

Risks 期刊介绍

主编：Steven Haberman教授，英国伦敦大学城市圣乔治学院

期刊专注于发表和传播保险和金融风险管理领域的文章。目前已被Scopus、ESCI (Web of Science)、EconLit, EconBiz, RePEc等数据库收录。

2024 Impact Factor: 1.5

2025 CiteScore: 4.5

Time to First Decision: 20 Days

Acceptance to Publication: 6.6 Days