OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Forecasting is 22. 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 2022-08-01 to 2026-08-01.)

Article	Citations
Common Shocks and Climate Risk in European Equities	76
HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting	73
Issue Information	55
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	55
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	51
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	50
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	41
Global Insights Into Term Spreads: Unveiling Their Predictive Power During Unconventional Monetary Policy	37
Enhancing Financial Tail Risk Forecasting: A Blending Ensemble Framework for Nonlinear Expectile Regression	36
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	34
Regime‐Switching Density Forecasts Using Economists' Scenarios	33
Forecasting Volatility in the Chinese Stock Market Using Deep Learning‐Based Hybrid Factor Models	31
Global Risk Aversion: Driving Force of Future Real Economic Activity	29
	29
On Capturing Multi‐Scale Market Dynamics for High‐Frequency Stock Price Forecasting Using a Hybrid Attention‐Based Deep Learning Model	29
Image‐Based Deep Learning Models for Stock Predictions: Combining Line, Candlestick, and Bar Charts	28
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	27
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	26
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	25
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	25
Forecasting stock market returns with a lottery index: Evidence from China	25
Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach	22
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes	22
Issue Information	22
Using deep (machine) learning to forecast US inflation in the COVID‐19 era	22

Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model