OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Forecasting is 3. 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
The industrial asymmetry of the stock price prediction with investor sentiment: Based on the comparison of predictive effects with SVR	17
Forecasting international equity market volatility: A new approach	17
Forecasting unemployment in the euro area with machine learning	16
Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine	16
Market timing using combined forecasts and machine learning	16

Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis	16
Volatility forecasting for crude oil based on text information and deep learning PSO‐LSTM model	15
Predicting intraday jumps in stock prices using liquidity measures and technical indicators	15
Stock index forecasting: A new fuzzy time series forecasting method	15
Predicting financial crises with machine learning methods	15
A novel deep learning model based on convolutional neural networks for employee churn prediction	14
Anticipating financial distress of high‐tech startups in the European Union: A machine learning approach for imbalanced samples	14
Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility	14
A bi‐level ensemble learning approach to complex time series forecasting: Taking exchange rates as an example	13
A novel hybrid fine particulate matter (PM_2.5) forecasting and its further application system: Case studies in China	13
Estimation of healthcare expenditure per capita of Turkey using artificial intelligence techniques with genetic algorithm‐based feature selection	12
Predictive modeling of consumer color preference: Using retail data and merchandise images	12
Nowcasting world GDP growth with high‐frequency data	12
A hybrid model considering cointegration for interval‐valued pork price forecasting in China	12
Forecasting China's Crude Oil Futures Volatility: The Role of the Jump, Jumps Intensity, and Leverage Effect	12
Forecasting stock return volatility using a robust regression model	12
Forecasting aggregate market volatility: The role of good and bad uncertainties	12
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	11
Analysis of the relationship between LSTM network traffic flow prediction performance and statistical characteristics of standard and nonstandard data	11
Modeling of frequency containment reserve prices with econometrics and artificial intelligence	11
Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump	10
Forecasting volatilities of oil and gas assets: A comparison of GAS, GARCH, and EGARCH models	10
Making the whole greater than the sum of its parts: A literature review of ensemble methods for financial time series forecasting	10
Dendritic neuron model neural network trained by modified particle swarm optimization for time‐series forecasting	9
Volatility specifications versus probability distributions in VaR forecasting	9
A weights direct determination neuronet for time‐series with applications in the industrial indices of the Federal Reserve Bank of St. Louis	9
Nonlinear inflation forecasting with recurrent neural networks	9
Forecasting systemic risk in portfolio selection: The role of technical trading rules	8
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work	8
Forecasting Baden‐Württemberg's GDP growth: MIDAS regressions versus dynamic mixed‐frequency factor models	8
On stock volatility forecasting based on text mining and deep learning under high‐frequency data	8
Human resources and corporate failure prediction modeling: Evidence from Belgium	8
Recession probabilities for the Eurozone at the zero lower bound: Challenges to the term spread and rise of alternatives	8
Is optimum always optimal? A revisit of the mean‐variance method under nonlinear measures of dependence and non‐normal liquidity constraints	8
Application of Google Trends‐based sentiment index in exchange rate prediction	8
What can we learn from the return predictability over the business cycle?	8
Dynamic VaR forecasts using conditional Pearson type IV distribution	7
A dynamic scenario‐driven technique for stock price prediction and trading	7
Combined water quality forecasting system based on multiobjective optimization and improved data decomposition integration strategy	7
Forecasting mortality rates with the adaptive spatial temporal autoregressive model	7
Deep learning model for temperature prediction: A case study in New Delhi	7
Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach	7
Predictive models for influence of primary delays using high‐speed train operation records	7
Text‐based soybean futures price forecasting: A two‐stage deep learning approach	7
Distributional modeling and forecasting of natural gas prices	7
Random forest versus logit models: Which offers better early warning of fiscal stress?	7
Forecast performance and bubble analysis in noncausal MAR(1, 1) processes	6
Cryptocurrency exchanges: Predicting which markets will remain active	6
Multisource evidence theory‐based fraud risk assessment of China's listed companies	6
Equity return predictability, its determinants, and profitable trading strategies	6

Forecasting US overseas travelling with univariate and multivariate models	6
Forecasting Bitcoin volatility: A new insight from the threshold regression model	6
The reliability of geometric Brownian motion forecasts of S&P500 index values	6
Forecasting of intermittent demands under the risk of inventory obsolescence	6
Stock markets and exchange rate behavior of the BRICS	6
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies	6
Bayesian quantile forecasting via the realized hysteretic GARCH model	6
Stochastic configuration network based on improved whale optimization algorithm for nonstationary time series prediction	6
A performance analysis of prediction intervals for count time series	6
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	6
Default return spread: A powerful predictor of crude oil price returns	5
Forecasting value at risk and conditional value at risk using option market data	5
Neural network structure identification in inflation forecasting	5
Power grid operation optimization and forecasting using a combined forecasting system	5
Evaluating the OECD’s main economic indicators at anticipating recessions*	5
Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach	5
Forecasting inflation and output growth with credit‐card‐augmented Divisia monetary aggregates	5
Rationality and anchoring of inflation expectations: An assessment from survey‐based and market‐based measures	5
The prudential role of Basel III liquidity provisions towards financial stability	5
Forecasting financial vulnerability in the USA: A factor model approach	5
Interpreting the prediction results of the tree‐based gradient boosting models for financial distress prediction with an explainable machine learning approach	5
Forecasting value at risk and expected shortfall using high‐frequency data of domestic and international stock markets	4
Systemic risk and macroeconomic forecasting: A globally applicable copula‐based approach	4
Meta‐learning how to forecast time series	4
The mutual predictability of Bitcoin and web search dynamics	4
Comprehensive commodity price forecasting framework using text mining methods	4
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach	4
Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast	4
Do sentiment indices always improve the prediction accuracy of exchange rates?	4
The influence of policy uncertainty on exchange rate forecasting	4
ANN–polynomial–Fourier series modeling and Monte Carlo forecasting of tourism data	4
Predicting earnings management through machine learning ensemble classifiers	4
Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses	4
Forecasting nonperforming loans using machine learning	4
Should crude oil price volatility receive more attention than the price of crude oil? An empirical investigation via a large‐scale out‐of‐sample forecast evaluation of US macroeconomic data	4
Bayesian bilinear neural network for predicting the mid‐price dynamics in limit‐order book markets	4
Fiscal transparency, fiscal forecasting and budget credibility in developing countries	4
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning	4
A comparative study of combining tree‐based feature selection methods and classifiers in personal loan default prediction	4
Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility	4
Forecasting volatility with outliers in Realized GARCH models	3
Design of link prediction algorithm for complex network based on the comprehensive influence of predicting nodes and neighbor nodes	3
Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years	3
Can night trading sessions improve forecasting performance of gold futures' volatility in China?	3
Application of machine learning techniques to predict entrepreneurial firm valuation	3
Geopolitical risk and global financial cycle: Some forecasting experiments	3
Credit scoring prediction leveraging interpretable ensemble learning	3
Interest rate uncertainty and the predictability of bank revenues	3
The role of investor sentiment in forecasting housing returns in China: A machine learning approach	3
Modeling interval trendlines: Symbolic singular spectrum analysis for interval time series	3
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes	3
Assessing liquidity‐adjusted risk forecasts	3
The global latent factor and international index futures returns predictability	3
Estimating the volatility of asset pricing factors	3
A dynamic performance evaluation of distress prediction models	3
What matters when developing oil price volatility forecasting frameworks?	3
A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information	3
Withdrawal: “Bitcoin Futures, Technical Analysis and Return Predictability in Bitcoin Prices”: Andrei Shynkevich	3
Convolution‐based filtering and forecasting: An application to WTI crude oil prices	3
Shocks to the equity capital ratio of financial intermediaries and the predictability of stock return volatility	3
Forecasting exchange rates for Central and Eastern European currencies using country‐specific factors	3
Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises	3
Worse than you think: Public debt forecast errors in advanced and developing economies	3
A new PM_2.5 concentration forecasting system based on AdaBoost‐ensemble system with deep learning approach	3
The value added of the Bank of Japan's range forecasts	3
A large Bayesian VAR with a block‐specific shrinkage: A forecasting application for Italian industrial production	3
How media content influences economic expectations: Evidence from a global expert survey	3
Cryptocurrencies trading algorithms: A review	3