OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Forecasting is 18. 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 2020-04-01 to 2024-04-01.)

Article	Citations
Is implied volatility more informative for forecasting realized volatility: An international perspective	80
Forecasting carbon price using a multi‐objective least squares support vector machine with mixture kernels	64
The information content of uncertainty indices for natural gas futures volatility forecasting	60
Trading volume and realized volatility forecasting: Evidence from the China stock market	47
Cryptocurrency volatility forecasting: A Markov regime‐switching MIDAS approach	45
Sparse Bayesian vector autoregressions in huge dimensions	44
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models	34
Are industry‐level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index	32
Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions	29
Forecasting stock return volatility: The role of shrinkage approaches in a data‐rich environment	28
Stock‐induced Google trends and the predictability of sectoral stock returns	28
A new BISARMA time series model for forecasting mortality using weather and particulate matter data	27
Stock index prediction based on wavelet transform and FCD‐MLGRU	25
Financial distress prediction model: The effects of corporate governance indicators	23
An empirical study on the role of trading volume and data frequency in volatility forecasting	23
Predicting stock market volatility based on textual sentiment: A nonlinear analysis	22
Forecasting US stock market volatility: How to use international volatility information	21
Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?	20
Research constituents, intellectual structure, and collaboration pattern in the Journal of Forecasting: A bibliometric analysis	18
Time series forecasting methods for the Baltic dry index	18