OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Forecasting is 20. 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 2021-05-01 to 2025-05-01.)

Article	Citations
	80
	67
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	55
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	41
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	39
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	38
Common Shocks and Climate Risk in European Equities	37
Global Risk Aversion: Driving Force of Future Real Economic Activity	29
Regime‐Switching Density Forecasts Using Economists' Scenarios	29
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	28
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	28
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	27
A model sufficiency test using permutation entropy	27
Forecasting stock market returns with a lottery index: Evidence from China	26
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	26
Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model	25
Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach	24
Using deep (machine) learning to forecast US inflation in the COVID‐19 era	23
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	22
Macroeconomic real‐time forecasts of univariate models with flexible error structures	21
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes	20