OOIR: Observatory of International Research

Papers

(The H4-Index of International Journal of Forecasting is 34. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-02-01 to 2025-02-01.)

Article	Citations
Time-varying variance and skewness in realized volatility measures	807
Stock return predictability in the frequency domain	397
Editorial Board	220
Crude oil price forecasting incorporating news text	160
GoodsForecast second-place solution in M5 Uncertainty track: Combining heterogeneous models for a quantile estimation task	140
Forecasting crude oil market volatility using variable selection and common factor	121
Robust recurrent network model for intermittent time-series forecasting	120
A data-driven approach to forecasting ground-level ozone concentration	90
Internal consistency of household inflation expectations: Point forecasts vs. density forecasts	89
Generalized βARMA model for double bounded time series forecasting	80
Forecasting in humanitarian operations: Literature review and research needs	63
How to improve prediction using behavior modification?	61
A review and comparison of conflict early warning systems	54
Light-touch forecasting: A novel method to combine human judgment with statistical algorithms	54
Emotions and the status quo: The anti-incumbency bias in political prediction markets	53
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	50
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	50
Stability in the inefficient use of forecasting systems: A case study in a supply chain company	50
Editorial Board	49
Forecasting soccer matches with betting odds: A tale of two markets	45
Spatio-temporal probabilistic forecasting of wind power for multiple farms: A copula-based hybrid model	45
Aggregating qualitative district-level campaign assessments to forecast election results: Evidence from Japan	44
The RWDAR model: A novel state-space approach to forecasting	44
A new method to assess the degree of information rigidity using fixed-event forecasts	42
A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations	41

Quantifying subjective uncertainty in survey expectations	39
Forecasting in factor augmented regressions under structural change	39
(Structural) VAR models with ignored changes in mean and volatility	39
Forecast combinations: An over 50-year review	38
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations	36
A framework for timely and accessible long-term forecasting of shale gas production based on time series pattern matching	36
Systemic bias of IMF reserve and debt forecasts for program countries	35
Short-term Covid-19 forecast for latecomers	35
A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times	34