Journal of Forecasting

Papers
(The H4-Index of Journal of Forecasting is 21. 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 2022-06-01 to 2026-06-01.)
ArticleCitations
75
Common Shocks and Climate Risk in European Equities70
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data54
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data53
HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting48
On Capturing Multi‐Scale Market Dynamics for High‐Frequency Stock Price Forecasting Using a Hybrid Attention‐Based Deep Learning Model46
Image‐Based Deep Learning Models for Stock Predictions: Combining Line, Candlestick, and Bar Charts40
Global Risk Aversion: Driving Force of Future Real Economic Activity36
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach35
Global Insights Into Term Spreads: Unveiling Their Predictive Power During Unconventional Monetary Policy32
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending31
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach27
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model26
Regime‐Switching Density Forecasts Using Economists' Scenarios25
Issue Information25
Enhancing Financial Tail Risk Forecasting: A Blending Ensemble Framework for Nonlinear Expectile Regression25
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models24
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes23
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model23
Predicting Enterprise Bankruptcy With HBA‐DGNN: An Innovative Approach by Hypergraph and Bidirectional Attention‐Based Dual GNNs22
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses22
Volatility forecasting with an extended GARCH‐MIDAS approach21
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