OOIR: Observatory of International Research

Papers

(The TQCC of International Journal of Forecasting is 10. 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 2021-04-01 to 2025-04-01.)

Article	Citations
Time-varying variance and skewness in realized volatility measures	970
Editorial Board	460
Stock return predictability in the frequency domain	230
Crude oil price forecasting incorporating news text	198
GoodsForecast second-place solution in M5 Uncertainty track: Combining heterogeneous models for a quantile estimation task	169
Robust recurrent network model for intermittent time-series forecasting	151
Designing time-series models with hypernetworks and adversarial portfolios	127
A projected nonlinear state-space model for forecasting time series signals	107
Emotions and the status quo: The anti-incumbency bias in political prediction markets	103
Forecasting soccer matches with betting odds: A tale of two markets	101
Light-touch forecasting: A novel method to combine human judgment with statistical algorithms	101
Adaptively aggregated forecast for exponential family panel model	76
A framework for timely and accessible long-term forecasting of shale gas production based on time series pattern matching	66
An overview of the effects of algorithm use on judgmental biases affecting forecasting	62
Acknowledgement to reviewers	61
A data-driven approach to forecasting ground-level ozone concentration	60
Internal consistency of household inflation expectations: Point forecasts vs. density forecasts	57
Generalized βARMA model for double bounded time series forecasting	55
Forecasting in humanitarian operations: Literature review and research needs	54
How to improve prediction using behavior modification?	52
Editorial Board	51
Spatio-temporal probabilistic forecasting of wind power for multiple farms: A copula-based hybrid model	50
A new method to assess the degree of information rigidity using fixed-event forecasts	49
Systemic bias of IMF reserve and debt forecasts for program countries	49
The RWDAR model: A novel state-space approach to forecasting	49

A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations	48
(Structural) VAR models with ignored changes in mean and volatility	47
Forecasting in factor augmented regressions under structural change	46
Measuring and forecasting retail trade in real time using card transactional data	45
A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times	45
Fan charts 2.0: Flexible forecast distributions with expert judgement	44
The contribution of realized variance–covariance models to the economic value of volatility timing	43
A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic	42
Regional heterogeneity and U.S. presidential elections: Real-time 2020 forecasts and evaluation	41
FFORMPP: Feature-based forecast model performance prediction	41
Probabilistic hierarchical forecasting with deep Poisson mixtures	39
Testing the predictive accuracy of COVID-19 forecasts	39
Forecasting emergency department occupancy with advanced machine learning models and multivariable input	37
Generalized Poisson difference autoregressive processes	37
Spurious relationships in high-dimensional systems with strong or mild persistence	36
Forecasting CPI inflation under economic policy and geopolitical uncertainties	36
Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors	36
Hierarchical forecasting at scale	32
Survey density forecast comparison in small samples	31
Exploring the social influence of the Kaggle virtual community on the M5 competition	31
Short-term Covid-19 forecast for latecomers	31
Thinking outside the container: A sparse partial least squares approach to forecasting trade flows	30
The short-term predictability of returns in order book markets: A deep learning perspective	30
A probabilistic forecast methodology for volatile electricity prices in the Australian National Electricity Market	29
Quantifying subjective uncertainty in survey expectations	29
Conflict forecasting using remote sensing data: An application to the Syrian civil war	29
Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals	29
A review and comparison of conflict early warning systems	29
FRED-SD: A real-time database for state-level data with forecasting applications	28
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	28
The M5 competition: Background, organization, and implementation	28
Corrigendum to “Evaluating the conditionality of judgmental forecasts” [Int. J. Forecast. 35 (2019) 1627–1635]	27
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	27
Do oil price forecast disagreement of survey of professional forecasters predict crude oil return volatility?	27
Machine learning for satisficing operational decision making: A case study in blood supply chain	27
Forecasting adversarial actions using judgment decomposition-recomposition	27
Nowcasting U.S. state-level CO2 emissions and energy consumption	27
Forecasting crude oil prices with DSGE models	26
Deep learning and NLP in cryptocurrency forecasting: Integrating financial, blockchain, and social media data	26
Beating the market with a bad predictive model	25
Combining forecasts for universally optimal performance	25
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	25
Forecasting crude oil market volatility using variable selection and common factor	25
Stability in the inefficient use of forecasting systems: A case study in a supply chain company	25
Aggregating qualitative district-level campaign assessments to forecast election results: Evidence from Japan	23
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations	23
Forecast combinations: An over 50-year review	22
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	21
The M5 uncertainty competition: Results, findings and conclusions	21
Temporal Fusion Transformers for interpretable multi-horizon time series forecasting	20

Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	20
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	20
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	20
An extended logarithmic visualization improves forecasting accuracy for exponentially growing numbers, but residual difficulties remain	19
Forecasting government support in Irish general elections: Opinion polls and structural models	19
Forecast encompassing tests for the expected shortfall	19
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	19
The profitability of lead–lag arbitrage at high frequency	19
Parameter-efficient deep probabilistic forecasting	19
Kaggle forecasting competitions: An overlooked learning opportunity	18
Differing behaviours of forecasters of UK GDP growth	18
Editorial Board	18
Individual foresight: Concept, operationalization, and correlates	18
A solution for M5 Forecasting - Uncertainty: Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation	17
On the role of fundamentals, private signals, and beauty contests to predict exchange rates	17
Forecasting stock market return with anomalies: Evidence from China	17
Predicting inflation with recurrent neural networks	16
Acknowledgement to reviewers	16
Anticipating special events in Emergency Department forecasting	16
Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing	16
Responses to the discussions and commentaries of the M5 Special Issue	16
Introduction – Early days of the Lee–Carter model	15
Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices	15
Skew–Brownian processes for estimating the volatility of crude oil Brent	15
Weekly economic activity: Measurement and informational content	15
Discussion of “Thirty years on: A review of the Lee–Carter method for forecasting mortality”	15
Assessing and predicting small industrial enterprises’ credit ratings: A fuzzy decision-making approach	15
Forecasting house price growth rates with factor models and spatio-temporal clustering	15
The decrease in confidence with forecast extremity	14
Technical analysis, spread trading, and data snooping control	14
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	14
Obituary: J. Scott Armstrong	14
Probabilistic forecasting of cross-sectional returns: A Bayesian dynamic factor model with heteroskedasticity	14
Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates	14
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach	14
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	13
Editorial Board	13
Rating players by Laplace’s approximation and dynamic modeling	13
An accurate and fully-automated ensemble model for weekly time series forecasting	13
A fully Bayesian tracking algorithm for mitigating disparate prediction misclassification	13
A new approach to estimating earnings forecasting models: Robust regression MM-estimation	13
Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement	13
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	13
M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond	13
Forecast combination-based forecast reconciliation: Insights and extensions	13
Conditional value-at-risk forecasts of an optimal foreign currency portfolio	12
Dynamic prediction of the National Hockey League draft with rank-ordered logit models	12
Wind energy forecasting with missing values within a fully conditional specification framework	12
False dichotomy alert: Improving subjective-probability estimates vs. raising awareness of systemic risk	12
SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks	11
LoMEF: A framework to produce local explanations for global model time series forecasts	11
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	11
Short-term forecasting of the coronavirus pandemic	11
Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data	11
fETSmcs: Feature-based ETS model component selection	11
Commentary on “Transparent modeling of influenza incidence”: Because the model said so	11
Transfer learning for hierarchical forecasting: Reducing computational efforts of M5 winning methods	11
Sparse estimation of dynamic principal components for forecasting high-dimensional time series	11
Forecasting in GARCH models with polynomially modified innovations	10
Book review	10
Asymmetric uncertainty: Nowcasting using skewness in real-time data	10
Editorial Board	10
A time-varying skewness model for Growth-at-Risk	10
Conformal prediction interval estimation and applications to day-ahead and intraday power markets	10
Monitoring recessions: A Bayesian sequential quickest detection method	10
Forecast combination for VARs in large N and T panels	10
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices	10
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	10
The time-varying Multivariate Autoregressive Index model	10