Academic Journal
Q1Extremes
About Extremes
Extremes is a scholarly journal published by Springer. SCImago 2025 lists it in Q1, with an SJR of 0.629 and H-index of 40.
Coverage: 2001, 2004-2026. Research categories: Economics, Econometrics and Finance (miscellaneous) (Q1); Engineering (miscellaneous) (Q2); Statistics and Probability (Q2).
Verified field sources
- Journal Impact Factor: 1.9 — Official source; checked 2026-10-03. Journal metric year and editorial leadership as listed on the Springer Nature journal homepage.
- Impact Factor year: 2025 — Official source; checked 2026-10-03. Journal metric year and editorial leadership as listed on the Springer Nature journal homepage.
- Editor(s): Rafal Kulik (Editor-in-Chief) — Official source; checked 2026-10-03. Journal metric year and editorial leadership as listed on the Springer Nature journal homepage.
Source-backed journal facts
Topics in published research
Financial Risk and Volatility Modeling; Stochastic processes and financial applications; Probability and Risk Models; Hydrology and Drought Analysis; Statistical Methods and Inference; Stochastic processes and statistical mechanics.
OpenAlex classifies topics from published works. These topics are not the publisher’s official aims and scope.
Reported open-access list prices
2,290.00 USD; 3,190.00 EUR
APC list prices reported by OpenAlex, which obtains this information from DOAJ. Confirm current charges, taxes, waivers and eligibility with the publisher; this is not a fee quotation.
Source: OpenAlex source record. Retrieved 2026-10-03. Source record updated 2026-10-02. OpenAlex metrics are different from SCImago metrics and the Clarivate Journal Impact Factor.
Journal Metrics
Quartile, SJR and the listed SCImago H-index use the 2025 imported SCImago dataset. A quartile may vary by subject category. Values without a source or reporting year are unverified historical entries. Verify the current Journal Impact Factor with Clarivate or the publisher before using it.
Aims & Scope
The publisher’s official aims and scope have not yet been verified for this profile. Use the journal website to check subject fit and accepted article types before submitting.
Recent Research Articles
Latest publications matched automatically by ISSN.
Approximate filtering and smoothing in state space extreme value models
Debbie J. Dupuis, Carlotta Pacifici, Luca Trapin
2026-09-26 · DOI: 10.1007/s10687-026-00546-7Regression modeling of multivariate precipitation extremes under regular variation
Rishikesh Yadav, Arnab Hazra
2026-09-21 · DOI: 10.1007/s10687-026-00550-xUnivariate modelling of multivariate precipitation extremes using the block quantiles method
Ruslan Guryev, Valentin Kuzmenko, Stepan Platinskii, Idar Saralpov et al.
2026-09-10 · DOI: 10.1007/s10687-026-00549-4On the maximal dimension of random simplicial complexes
Kinga Nagy
2026-08-14 · DOI: 10.1007/s10687-026-00547-6Changepoint identification in heavy-tailed distributions
Stéphane Girard, Thomas Opitz, Antoine Usseglio-Carleve, Chen Yan et al.
2026-08-12 · DOI: 10.1007/s10687-026-00545-8Structured linear factor models for tail dependence
Alexis Boulin, Axel Bücher
2026-08-01 · DOI: 10.1007/s10687-026-00538-7Modelling non-stationary extremal dependence through a geometric approach
Callum J. R. Murphy-Barltrop, Jennifer L. Wadsworth, Miguel de Carvalho, Benjamin D. Youngman et al.
2026-07-24 · DOI: 10.1007/s10687-026-00543-wOn the tails of Pitman–Yor random probability measures: Transport maps and stick-breaking constructions
María F. Gil-Leyva, Vianey Palacios Ramirez, Miguel de Carvalho
2026-07-22 · DOI: 10.1007/s10687-026-00531-0Lévy Langevin Monte Carlo for sampling from heavy-tailed target distributions
Anita Behme, Claudius Lütke Schwienhorst
2026-07-13 · DOI: 10.1007/s10687-026-00544-9Modeling extremal dependence in multivariate and spatial problems: a practical perspective
Boris Béranger, Simone A. Padoan
2026-06-26 · DOI: 10.1007/s10687-026-00539-6Correction to: “On the accuracy of Poisson approximation”
S. Y. Novak
2026-09 · DOI: 10.1007/s10687-026-00527-wBridging heavy tails and artificial intelligence
Miguel de Carvalho, Jordan Richards
2026-06 · DOI: 10.1007/s10687-026-00542-xRandom coverage from within with variable radii, and Johnson-Mehl cover times
Mathew D. Penrose, Frankie Higgs
2026-09 · DOI: 10.1007/s10687-026-00529-8A Kolmogorov–Arnold Neural Model for Cascading Extremes
Miguel de Carvalho, Clemente Ferrer, Ronny Vallejos
2026-06 · DOI: 10.1007/s10687-026-00532-zRobust and non asymptotic estimation of probability weighted moments with application to extreme value analysis
Anna Ben-Hamou, Philippe Naveau, Maud Thomas
2026-05-20 · DOI: 10.1007/s10687-026-00541-yWeak signals and heavy tails: learning theory meets extreme value analysis
Stephan Clémençon, Anne Sabourin
2026-06 · DOI: 10.1007/s10687-026-00540-zExtreme conformal prediction: Reliable intervals for high-impact events
Olivier C. Pasche, Henry Lam, Sebastian Engelke
2026-06 · DOI: 10.1007/s10687-026-00536-9Accurate estimates of ultimate 100-meter records
John H. J. Einmahl, Yi He
2026-09 · DOI: 10.1007/s10687-026-00537-8Asymptotic theory for estimation of the Hüsler-Reiss distribution via block maxima method
Hank Flury, Jan Hannig, Richard Smith
2026-09 · DOI: 10.1007/s10687-026-00535-wMOPED: A moving sum method for change point detection in pairwise extremal dependence
Euan T. McGonigle, Matthew Pawley, Jordan Richards, Christian Rohrbeck et al.
2026-03-16 · DOI: 10.1007/s10687-026-00534-xReviews
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Version History
October 2, 2026 at 9:12 pm
October 2, 2026