Journal of Forecasting

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
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On Capturing Multi‐Scale Market Dynamics for High‐Frequency Stock Price Forecasting Using a Hybrid Attention‐Based Deep Learning Model	29
Global Risk Aversion: Driving Force of Future Real Economic Activity	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
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
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	25
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	22
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
Volatility forecasting with an extended GARCH‐MIDAS approach	21
The Information Content of Overnight Information for Volatility Forecasting: Evidence From China's Stock Market	21
Macroeconomic real‐time forecasts of univariate models with flexible error structures	20
Predicting Enterprise Bankruptcy With HBA‐DGNN: An Innovative Approach by Hypergraph and Bidirectional Attention‐Based Dual GNNs	20
Machine Learning Forecasts of Tail‐Risk Spillovers in Carbon and Energy Markets	20
Enhancing Demand Forecasting in Retail: A Comprehensive Analysis of Sales Promotional Effects on the Entire Demand Life Cycle	19
Enhanced Bagging‐Based Approach for Forecasting Nonstationary Time Series: Bridging Nonstationarity With a Scaled Logit Transformation	19
Forecasting corporate financial performance with deep learning and interpretable ALE method: Evidence from China	19
Integrating Google Mobility Indices for Forecasting Infectious Diseases Incidence: A Multi‐Country Study on COVID‐19 With LightGBM	19
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A CAR(p)‐Enhanced Jump‐Diffusion Quadratic Rough Heston Model for Financial Volatility Forecasting	18
Stock Return Prediction Based on a Functional Capital Asset Pricing Model	17
Prediction of daily tourism volume based on maximum correlation minimum redundancy feature selection and long short‐term memory network	17
Design of a precise ensemble expert system for crop yield prediction using machine learning analytics	17
Forecasting carbon emissions using asymmetric grouping	16
A New Multivariate Decomposition–Ensemble Approach With Multisource Heterogeneous Data for Crude Oil Price Forecasting	16
Debiasing UTO Estimator: Methods and Application to Climate Change Data Sets	16
Leveraging an Integrated First and Second Moments Modeling Approach for Optimal Trading Strategies: Evidence From the Indian Pharma Sector in the Pre‐ and Post‐COVID‐19 Era	16
Forecasting Inflation in the Presence of Structural Breaks: A Time‐Varying Parameter Approach	16
New forecasting methods for an old problem: Predicting 147 years of systemic financial crises	15
Using a Wage–Price‐Setting Model to Forecast US Inflation	15
Tail risk forecasting with semiparametric regression models by incorporating overnight information	15
Stock Return Forecasting: A Supervised PCA With Selecting and Scaling	15
Enhancing Neural Network Volatility Forecasting: Decomposed Volatility Modeling	15
Issue Information	14
Fiscal Forecasting Rationality Among Expert Forecasters	14
The role of expectations for currency crisis dynamics—The case of the Turkish lira	13
Forecasting Realized Volatility With Tree‐Based HAR‐Type Models Incorporating Macroeconomic Uncertainty	13
A novel semisupervised learning method with textual information for financial distress prediction	13
Forecasting the Quantile Connectedness: Insight From Global CSR and Sustainability Indices	13
GDP Nowcasting With Artificial Neural Networks: How Much Does Long‐Term Memory Matter?	13
Forecasting agricultures security indices: Evidence from transformers method	13
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations	13
Forecasting nonstationary time series	12
The effects of governance quality on renewable and nonrenewable energy consumption: An explainable decision frame	12
The optimal interval combination prediction model based on vectorial angle cosine and a new aggregation operator for social security level prediction	12
An infinite hidden Markov model with stochastic volatility	12
The effect of environment on housing prices: Evidence from the Google Street View	12
Robust Prediction Intervals for Time Series Forecasting: A Bootstrap and Bayesian Approach	12
Credit risk prediction based on causal machine learning: Bayesian network learning, default inference, and interpretation	12
Robust forecasting in spatial autoregressive model with total variation regularization	11
The Role of Coincident Information in Real‐Time Business Cycle Forecasting	11
Structured multifractal scaling of the principal cryptocurrencies: Examination using a self‐explainable machine learning	11
Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model	11
Using shapely values to define subgroups of forecasts for combining	11
Matrix Autoregressive Time Series With Reduced‐Rank and Sparse Structural Constraints	11
Issue Information	11
Forecasting healthcare service volumes with machine learning algorithms	11
Combining Sampling Methods, Cost‐Sensitive Learning, and Ensemble Techniques for Highly Class‐Imbalanced Financial Distress Prediction	11

Forecasting volatility with investor pessimism index: Exploring the predictive power of search queries	10
A deep learning model for online doctor rating prediction	10
Long‐term forecasting of maritime economics index using time‐series decomposition and two‐stage attention	10
Carbon Price Prediction With Public Social Media Big Data and an Interpretable Multi‐Objective Intelligent Feature Optimization Strategy	10
The benefit of the Covid‐19 pandemic on global temperature projections	10
Modeling and Forecasting Stochastic Seasonality: Are Seasonal Autoregressive Integrated Moving Average Models Always the Best Choice?	10
The effects of shocks to interest rate expectations in the euro area: Estimates at the country level	10
Effective multi‐step ahead container throughput forecasting under the complex context	10
Credit card loss forecasting: Some lessons from COVID	10
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Analysis of the relevance of sentiment data for the prediction of excess returns in a multiasset framework	10
Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS	10
Efficient Computation of Lead–Lag Signature Features for Financial Time‐Series Forecasting	10
Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market	10
Synergizing Spatial and Temporal Dynamics for Carbon Price Forecasting: A Heterogeneous Ensemble Approach	9
Probabilistic electricity price forecasting based on penalized temporal fusion transformer	9
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach	9
Issue Information	9
Media and Business Cycle Predictability	9
Enhancing credit risk prediction based on ensemble tree‐based feature transformation and logistic regression	9
Using a machine learning approach and big data to augment WASDE forecasts: Empirical evidence from US corn yield	9
Leveraging Machine Learning to Predict Food Waste Quantity: Focusing on Military Dining Facilities as Large‐Scale Food Service Operations	9
Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression	9
A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting	9
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?	9
Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices	9
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Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter	8
Forecasting energy prices: Quantile‐based risk models	8
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model	8
Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach	8
European Union Allowance price forecasting with Multidimensional Uncertainties: A TCN‐iTransformer Approach for Interval Estimation	8
Estimation of Constrained Factor Models for High‐Dimensional Time Series	8
A Novel Multiclass Imbalance Classification Framework With Dynamic Evidential Fusion for Credit Rating	8
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Sequential Projection of Headship Based Household Composition Ratios	8
Issue Information	8
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?	8
Innovative Techniques to Predict Churn in the French Insurance Industry: Integration of Machine Learning With the Grabit Model	8
A Dynamic Fuzzy Modeling Method for Interval Time Series and Applications in Range‐Based Volatility Prediction	8
Research on occupant injury severity prediction of autonomous vehicles based on transfer learning	8
A review of artificial intelligence quality in forecasting asset prices	8
Extensions of the Lee–Carter model to project the data‐driven rotation of age‐specific mortality decline and forecast coherent mortality rates	7
On the Optimal Selection of Time‐Lag Embedding Dimension for Deep Learning Approaches in Financial Forecasting With Big Data	7
A Novel Approach to Forecasting After Large Forecast Errors	7
Forecasting the 2020 and 2024 U.S. presidential elections	7
Corporate financial distress prediction in a transition economy	7
Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country	7
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability	7
Forecasting COVID‐19 Transmission: Insights From the Logistic Smooth Transition Model	7
Scaling‐Aware Rating of Poisson‐Limited Demand Forecasts	7
A study and development of high‐order fuzzy time series forecasting methods for air quality index forecasting	7
Climate Change Risk and Financial Market Response: An International Evidence From Performance Forecasts by Financial Analysts	7
Measuring the advantages of contemporaneous aggregation in forecasting	7
A comparison of Range Value at Risk (RVaR) forecasting models	7
Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion	7
Forecasting Corporate Default Risk Across Multiple Horizons With Interpretable Machine Learning	7
Modeling Volatility Dynamics in Emerging Markets: Novel Evidence From Large Set of Predictors	7
Combined water quality forecasting system based on multiobjective optimization and improved data decomposition integration strategy	6
Variable selection for classification and forecasting of the family firm's socioemotional wealth	6
Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire	6
The battle of the factors: Macroeconomic variables or investor sentiment?	6
Artificial Neural Network Enhanced With Bio‐Inspired Optimization Algorithms for Predicting the Financial Stress in the Eurozone	6
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Data patterns that reliably precede US recessions	6
Forecasting food price inflation during global crises	6
Forecasting the different influencing factors of household food waste behavior in China under the COVID‐19 pandemic	6
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Forecasting realized volatility of Bitcoin: The informative role of price duration	6
Taming Data‐Driven Probability Distributions	6
Forecasting nonperforming loans using machine learning	6
Credit Risk Evaluation Framework Based on Heterogeneous Information: Integrating Three‐Way Decision and Graph Sample and Aggregate	6
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Issue Information	6
Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam	6
A New Proposal for Forecasting Inflation in the Eurozone: A Global Model	6
Comparison of improved relevance vector machines for streamflow predictions	6
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating	6
Forecasting the high‐frequency volatility based on the LSTM‐HIT model	6
Fire Prediction and Risk Identification With Interpretable Machine Learning	6

Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques	6
Assessing the economy using faster indicators	6
Issue Information	6
Structural and predictive analyses with a mixed copula‐based vector autoregression model	6
Do search queries predict violence against women? A forecasting model based on Google Trends	6
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework	6