Journal of Forecasting

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
A model sufficiency test using permutation entropy	27
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	27
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	26
Forecasting stock market returns with a lottery index: Evidence from China	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
Forecasting corporate financial performance with deep learning and interpretable ALE method: Evidence from China	19
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	18
Tail risk forecasting with semiparametric regression models by incorporating overnight information	17
Volatility forecasting with an extended GARCH‐MIDAS approach	17

Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching: New evidence from MIDAS models	17
New forecasting methods for an old problem: Predicting 147 years of systemic financial crises	16
Prediction of daily tourism volume based on maximum correlation minimum redundancy feature selection and long short‐term memory network	16
	16
Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years	15
Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses	15
Corporate failure prediction using threshold‐based models	14
Design of a precise ensemble expert system for crop yield prediction using machine learning analytics	14
Forecasting carbon emissions using asymmetric grouping	14
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning	13
Stochastic configuration network based on improved whale optimization algorithm for nonstationary time series prediction	13
Forecasting nonstationary time series	13
The effect of environment on housing prices: Evidence from the Google Street View	13
Multisource evidence theory‐based fraud risk assessment of China's listed companies	12
Central bank information and private‐sector expectations	12
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations	11
Using a Wage–Price‐Setting Model to Forecast US Inflation	11
Fiscal Forecasting Rationality Among Expert Forecasters	11
Issue Information	11
The effects of governance quality on renewable and nonrenewable energy consumption: An explainable decision frame	10
On stock volatility forecasting based on text mining and deep learning under high‐frequency data	10
Analysis of the relevance of sentiment data for the prediction of excess returns in a multiasset framework	10
A novel semisupervised learning method with textual information for financial distress prediction	10
Credit risk prediction based on causal machine learning: Bayesian network learning, default inference, and interpretation	10
The role of expectations for currency crisis dynamics—The case of the Turkish lira	10
Forecasting agricultures security indices: Evidence from transformers method	10
An infinite hidden Markov model with stochastic volatility	10
The optimal interval combination prediction model based on vectorial angle cosine and a new aggregation operator for social security level prediction	10
Robust forecasting in spatial autoregressive model with total variation regularization	9
The benefit of the Covid‐19 pandemic on global temperature projections	9
Forecasting volatility with investor pessimism index: Exploring the predictive power of search queries	9
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Structured multifractal scaling of the principal cryptocurrencies: Examination using a self‐explainable machine learning	9
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Forecasting healthcare service volumes with machine learning algorithms	8
Long‐term forecasting of maritime economics index using time‐series decomposition and two‐stage attention	8
Credit card loss forecasting: Some lessons from COVID	8
Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model	8
Issue Information	8
Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression	8
Effective multi‐step ahead container throughput forecasting under the complex context	8
Using shapely values to define subgroups of forecasts for combining	7
The influence of policy uncertainty on exchange rate forecasting	7
Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions	7
A new Markov regime‐switching count time series approach for forecasting initial public offering volumes and detecting issue cycles	7
Competition can help predict sales	7
A deep learning model for online doctor rating prediction	7
Enhancing credit risk prediction based on ensemble tree‐based feature transformation and logistic regression	7
Probabilistic electricity price forecasting based on penalized temporal fusion transformer	7
Firm dynamics and bankruptcy processes: A new theoretical model	7

The effects of shocks to interest rate expectations in the euro area: Estimates at the country level	7
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach	7
Stock market as a nowcasting indicator for real investment	7
Measuring the advantages of contemporaneous aggregation in forecasting	6
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?	6
Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country	6
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?	6
A study and development of high‐order fuzzy time series forecasting methods for air quality index forecasting	6
Issue Information	6
Research on occupant injury severity prediction of autonomous vehicles based on transfer learning	6
Issue Information	6
Forecasting the 2020 and 2024 U.S. presidential elections	6
Mixed membership nearest neighbor model with feature difference	6
Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump	6
A review of artificial intelligence quality in forecasting asset prices	6
Using a machine learning approach and big data to augment WASDE forecasts: Empirical evidence from US corn yield	6
Forecasting unemployment in the euro area with machine learning	6
Extensions of the Lee–Carter model to project the data‐driven rotation of age‐specific mortality decline and forecast coherent mortality rates	6
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability	6
Modeling credit risk with a multi‐stage hybrid model: An alternative statistical approach	6
	6
Estimation of Constrained Factor Models for High‐Dimensional Time Series	5
Corporate financial distress prediction in a transition economy	5
Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter	5
Do search queries predict violence against women? A forecasting model based on Google Trends	5
Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion	5
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model	5
Forecasting food price inflation during global crises	5
A comparison of Range Value at Risk (RVaR) forecasting models	5
Forecasting energy prices: Quantile‐based risk models	5
Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam	5
Structural and predictive analyses with a mixed copula‐based vector autoregression model	5
Wind power prediction based on wind speed forecast using hidden Markov model	4
Random forest versus logit models: Which offers better early warning of fiscal stress?	4
Forecasting the high‐frequency volatility based on the LSTM‐HIT model	4
Forecasting nonperforming loans using machine learning	4
Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques	4
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Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire	4
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating	4
Parametric Quantile Autoregressive Conditional Duration Models With Application to Intraday Value‐at‐Risk Forecasting	4
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Forecasting multi‐frequency intraday exchange rates using deep learning models	4
Comparison of improved relevance vector machines for streamflow predictions	4
Forecasting the different influencing factors of household food waste behavior in China under the COVID‐19 pandemic	4
Variable selection for classification and forecasting of the family firm's socioemotional wealth	4
Multistage optimization filter for trend‐based short‐term forecasting	4
Data patterns that reliably precede US recessions	4
Taming Data‐Driven Probability Distributions	4
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework	4
Dendritic neuron model neural network trained by modified particle swarm optimization for time‐series forecasting	4
Forecasting in turbulent times	4
Forecasting Natural Gas Futures Prices Using Hybrid Machine Learning Models During Turbulent Market Conditions: The Case of the Russian–Ukraine Crisis	4
Combined water quality forecasting system based on multiobjective optimization and improved data decomposition integration strategy	4
Twitter policy uncertainty and stock returns in South Africa: Evidence from time‐varying Granger causality	4
Forecasting realized volatility of Bitcoin: The informative role of price duration	4
Issue Information	4
Issue Information	4
Assessing the economy using faster indicators	4
Fire Prediction and Risk Identification With Interpretable Machine Learning	4
The battle of the factors: Macroeconomic variables or investor sentiment?	4
A new hedging hypothesis regarding prediction interval formation in stock price forecasting	4
Forecast combination puzzle in the HAR model	4
Making the whole greater than the sum of its parts: A literature review of ensemble methods for financial time series forecasting	3
Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets	3
Policy uncertainty and stock market volatility revisited: The predictive role of signal quality	3
Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint	3
Embedding the weather prediction errors (WPE) into the photovoltaic (PV) forecasting method using deep learning	3
Cryptocurrencies trading algorithms: A review	3
Distributional modeling and forecasting of natural gas prices	3
Multivariable forecasting approach of high‐speed railway passenger demand based on residual term of Baidu search index and error correction	3
The role of investor sentiment in forecasting housing returns in China: A machine learning approach	3
Time‐varying risk preference and equity risk premium forecasting: The role of the disposition effect	3
Forecasting Equity Premium in the Face of Climate Policy Uncertainty	3
Out‐of‐sample volatility prediction: Rolling window, expanding window, or both?	3
	3
A comparative study of combining tree‐based feature selection methods and classifiers in personal loan default prediction	3
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes	3
Multiperiod default probability forecasting	3
Prediction of wind energy with the use of tensor‐train based higher order dynamic mode decomposition	3

Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine	3
Forecasting Bitcoin returns: Econometric time series analysis vs. machine learning	3
Predicting Equity Premium: A New Momentum Indicator Selection Strategy With Machine Learning	3
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction	3
The mutual predictability of Bitcoin and web search dynamics	3
Forecasting the containerized freight index with AIS data: A novel information combination method based on gray incidence analysis	3
Forecasting global solar radiation using a robust regularization approach with mixture kernels	3
Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach	3
Assessing the informational content of card transactions for nowcasting retail trade: Evidence for Latvia	3
Worse than you think: Public debt forecast errors in advanced and developing economies	2
Affinities and Complementarities of Methods and Information Sets in the Estimation of Prices in Real Estate Markets	2
A multi‐objective optimization metaheuristic hybrid technique for forecasting the electricity consumption of the UAE: A grey wolf approach	2
Media Tone: The Role of News and Social Media on Heterogeneous Inflation Expectations	2
Issue Information	2
A new PM2.5 concentration forecasting system based on AdaBoost‐ensemble system with deep learning approach	2
Crossproduct Effect and Volatility Forecasting	2
New runs‐based approach to testing value at risk forecasts	2
Nowcasting the state of the Italian economy: The role of financial markets	2
A dynamic performance evaluation of distress prediction models	2
Interest rate uncertainty and the predictability of bank revenues	2
How media content influences economic expectations: Evidence from a global expert survey	2
Issue Information	2
A Markov chain model of crop conditions and intrayear crop yield forecasting	2
Forecasting sovereign CDS spreads with a regime‐switching combination method	2
Crowd Flow Prediction: An Integrated Approach Using Dynamic Spatial–Temporal Adaptive Modeling for Pattern Flow Relationships	2
Bayesian Markov switching model for BRICS currencies' exchange rates	2
Forecasting international equity market volatility: A new approach	2
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Macroeconomic conditions and bank failure	2
Forecasting interval‐valued returns of crude oil: A novel kernel‐based approach	2
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Combine to compete: Improving fiscal forecast accuracy over time	2
Issue Information	2
A systematic vector autoregressive framework for modeling and forecasting mortality	2
Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers	2
Temporal Patterns in Migration Flows Evidence from South Sudan	2
Functional volatility forecasting	2
Forecasting Transition of Personal Travel Behavior in a Sharing Economy: Evidence From Consumer Preferences of Travel Modes	2
Forecasting GDP growth: The economic impact of COVID‐19 pandemic	2
A GARCH model selection and estimation method based on neural network with the loss function of mean square error and model confidence set	2
A novel robust structural quadratic forecasting model and applications	2
Multi‐step air quality index forecasting via data preprocessing, sequence reconstruction, and improved multi‐objective optimization algorithm	2
Harnessing volatility cascades with ensemble learning	2
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Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach	2
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting	2
Early prediction of Ibex 35 movements	2
Advances in forecasting: An introduction in light of the debate on inflation forecasting	2
Big data financial transactions and GDP nowcasting: The case of Turkey	1
	1
Issue Information	1
Comparison of prospective Hawkes and recursive point process models for Ebola in DRC	1
The mean squared prediction error paradox	1
	1
Forecasting value at risk and expected shortfall using high‐frequency data of domestic and international stock markets	1
Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil	1
Meta‐learning how to forecast time series	1
Investigating the predictive ability of ONS big data‐based indicators	1
Deep learning on mixed frequency data	1
Forecasting chlorophyll‐a concentration using empirical wavelet transform and support vector regression	1
Deep Dive Into Churn Prediction in the Banking Sector: The Challenge of Hyperparameter Selection and Imbalanced Learning	1
A multisource data‐driven combined forecasting model based on internet search keyword screening method for interval soybean futures price	1
Density forecast combinations: The real‐time dimension	1
	1
Reference class selection in similarity‐based forecasting of corporate sales growth	1
Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers	1
Incorporating media news to predict financial distress: Case study on Chinese listed companies	1
Regularized Poisson regressions predict regional innovation output	1
Gated recurrent unit network: A promising approach to corporate default prediction	1
Time‐varying partial‐directed coherence approach to forecast global energy prices with stochastic volatility model	1
On bootstrapping tests of equal forecast accuracy for nested models	1
Forecasting financial markets with semantic network analysis in the COVID‐19 crisis	1
Forecasting peak electric load: Robust support vector regression with smooth nonconvex ϵ‐insensitive loss	1
Weighted compositional functional data analysis for modeling and forecasting life‐table death counts	1
Forecasting exchange rates: An iterated combination constrained predictor approach	1
Issue Information	1
Two‐stage credit risk prediction framework based on three‐way decisions with automatic threshold learning	1
Forecasting volatilities of oil and gas assets: A comparison of GAS, GARCH, and EGARCH models	1
Cryptocurrency exchanges: Predicting which markets will remain active	1
Could Diffusion Indexes Have Forecasted the Great Depression?	1
Portfolio management based on a reinforcement learning framework	1
Large covariance estimation using a factor model with common and group‐specific factors	1
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Well googled is half done: Multimodal forecasting of new fashion product sales with image‐based google trends	1
Stock movement prediction: A multi‐input LSTM approach	1
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach	1
Takeover in Europe: Target characteristics and acquisition likelihood	1
Electricity price forecasting using hybrid deep learned networks	1
A bi‐level ensemble learning approach to complex time series forecasting: Taking exchange rates as an example	1
Yield spread selection in predicting recession probabilities	1
Predicting earnings management through machine learning ensemble classifiers	1
Interpretable corn future price forecasting with multivariate time series	1
Analyzing and forecasting electricity price using regime‐switching models: The case of New Zealand market	1
High frequency volatility of oil futures in China: Components, modeling, and prediction	1
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