Unfortunately most of the writings of Roman emperors have not survived as original text, but rather as citations from other Roman historiographers. Some examples include:

The autobiography of Tiberius ( "brief and sketchy" according to Suetonius, Tiberius 61 http://penelope.uchicago.edu/Thayer/E/Roman/Texts/Suetonius/12Caesars/Tiberius*.html#61).

The poems of Hadrian (both in Greek and Latin), where only one poem has survived in Historia Augusta, which is mostly regarded as inaccurate (Historia Augusta, The Life of Hadrian 25.9 http://penelope.uchicago.edu/Thayer/E/Roman/Texts/Historia_Augusta/Hadrian/2*.html#25.9).

The writings of the most prolific writer among Roman Emperors, Claudius, which include an autobiography, a history of the reign of Augustus, a history of Carthage in 8 books and a history of the Etruscans in 20 books, none of which survive (Suetonius, Claudius 41 and 42 http://penelope.uchicago.edu/Thayer/E/Roman/Texts/Suetonius/12Caesars/Claudius*.html).

However, more works survive from writers which have not been traditionally considered as Roman emperors, the most important ones being emperor Julian and Julius Caesar:

The former was also a prolific writer, with many surviving works including letters, speeches and other works, such as "Misopogon" and "The Caesars" to name a few.

From the latter's literary works, two writings survive in their entirety, the Commentaries on the Gallic War (Commentarii de Bello Gallico) and the Commentaries on the Civil War (Commentarii de Bello Civilis), both historiographical-autobiographical as far as content is concerned.

That's all I could find, I hope that this answer satisfies your question and adheres to the subreddit's rules. I also believe that someone more suitable will probably provide a more thorough answer, so I'm waiting for it 🙂