Journal of Forecasting

Article	Citations
	75
Common Shocks and Climate Risk in European Equities	70
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	54
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	53
HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting	48
On Capturing Multi‐Scale Market Dynamics for High‐Frequency Stock Price Forecasting Using a Hybrid Attention‐Based Deep Learning Model	46
Image‐Based Deep Learning Models for Stock Predictions: Combining Line, Candlestick, and Bar Charts	40
Global Risk Aversion: Driving Force of Future Real Economic Activity	36
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	35
Global Insights Into Term Spreads: Unveiling Their Predictive Power During Unconventional Monetary Policy	32
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	31
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	27
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	26
Issue Information	25
Enhancing Financial Tail Risk Forecasting: A Blending Ensemble Framework for Nonlinear Expectile Regression	25
Regime‐Switching Density Forecasts Using Economists' Scenarios	25
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	24
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	23
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	23
Predicting Enterprise Bankruptcy With HBA‐DGNN: An Innovative Approach by Hypergraph and Bidirectional Attention‐Based Dual GNNs	22
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	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	20
Integrating Google Mobility Indices for Forecasting Infectious Diseases Incidence: A Multi‐Country Study on COVID‐19 With LightGBM	20
Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach	19

Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model	19
Forecasting stock market returns with a lottery index: Evidence from China	19
Enhancing Demand Forecasting in Retail: A Comprehensive Analysis of Sales Promotional Effects on the Entire Demand Life Cycle	18
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes	18
Using deep (machine) learning to forecast US inflation in the COVID‐19 era	18
Enhanced Bagging‐Based Approach for Forecasting Nonstationary Time Series: Bridging Nonstationarity With a Scaled Logit Transformation	18
Forecasting corporate financial performance with deep learning and interpretable ALE method: Evidence from China	18
Issue Information	18
Macroeconomic real‐time forecasts of univariate models with flexible error structures	17
Machine Learning Forecasts of Tail‐Risk Spillovers in Carbon and Energy Markets	17
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New forecasting methods for an old problem: Predicting 147 years of systemic financial crises	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
Debiasing UTO Estimator: Methods and Application to Climate Change Data Sets	16
Stock Return Forecasting: A Supervised PCA With Selecting and Scaling	16
Tail risk forecasting with semiparametric regression models by incorporating overnight information	15
Forecasting Inflation in the Presence of Structural Breaks: A Time‐Varying Parameter Approach	15
Prediction of daily tourism volume based on maximum correlation minimum redundancy feature selection and long short‐term memory network	15
A New Multivariate Decomposition–Ensemble Approach With Multisource Heterogeneous Data for Crude Oil Price Forecasting	15
Stock Return Prediction Based on a Functional Capital Asset Pricing Model	15
Design of a precise ensemble expert system for crop yield prediction using machine learning analytics	15
Forecasting carbon emissions using asymmetric grouping	15
Using a Wage–Price‐Setting Model to Forecast US Inflation	14
Enhancing Neural Network Volatility Forecasting: Decomposed Volatility Modeling	14
Central bank information and private‐sector expectations	14
Issue Information	14
Forecasting nonstationary time series	14
The effect of environment on housing prices: Evidence from the Google Street View	13
A novel semisupervised learning method with textual information for financial distress prediction	13
Fiscal Forecasting Rationality Among Expert Forecasters	13
Forecasting Realized Volatility With Tree‐Based HAR‐Type Models Incorporating Macroeconomic Uncertainty	12
The effects of governance quality on renewable and nonrenewable energy consumption: An explainable decision frame	12
Forecasting agricultures security indices: Evidence from transformers method	12
GDP Nowcasting With Artificial Neural Networks: How Much Does Long‐Term Memory Matter?	12
An infinite hidden Markov model with stochastic volatility	12
The role of expectations for currency crisis dynamics—The case of the Turkish lira	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
Forecasting the Quantile Connectedness: Insight From Global CSR and Sustainability Indices	12
The optimal interval combination prediction model based on vectorial angle cosine and a new aggregation operator for social security level prediction	11
Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model	11
Matrix Autoregressive Time Series With Reduced‐Rank and Sparse Structural Constraints	11
	11
Issue Information	11
The effects of shocks to interest rate expectations in the euro area: Estimates at the country level	11
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations	11
Robust forecasting in spatial autoregressive model with total variation regularization	11
Carbon Price Prediction With Public Social Media Big Data and an Interpretable Multi‐Objective Intelligent Feature Optimization Strategy	11
Credit card loss forecasting: Some lessons from COVID	11
The benefit of the Covid‐19 pandemic on global temperature projections	10

Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS	10
Using shapely values to define subgroups of forecasts for combining	10
Combining Sampling Methods, Cost‐Sensitive Learning, and Ensemble Techniques for Highly Class‐Imbalanced Financial Distress Prediction	10
Modeling and Forecasting Stochastic Seasonality: Are Seasonal Autoregressive Integrated Moving Average Models Always the Best Choice?	10
Analysis of the relevance of sentiment data for the prediction of excess returns in a multiasset framework	10
Enhancing credit risk prediction based on ensemble tree‐based feature transformation and logistic regression	10
A deep learning model for online doctor rating prediction	10
Effective multi‐step ahead container throughput forecasting under the complex context	10
Forecasting volatility with investor pessimism index: Exploring the predictive power of search queries	10
The Role of Coincident Information in Real‐Time Business Cycle Forecasting	10
Research on occupant injury severity prediction of autonomous vehicles based on transfer learning	9
Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market	9
Probabilistic electricity price forecasting based on penalized temporal fusion transformer	9
Issue Information	9
Leveraging Machine Learning to Predict Food Waste Quantity: Focusing on Military Dining Facilities as Large‐Scale Food Service Operations	9
Forecasting healthcare service volumes with machine learning algorithms	9
Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression	9
Mixed membership nearest neighbor model with feature difference	9
Long‐term forecasting of maritime economics index using time‐series decomposition and two‐stage attention	9
Media and Business Cycle Predictability	9
Structured multifractal scaling of the principal cryptocurrencies: Examination using a self‐explainable machine learning	9
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?	8
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach	8
Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach	8
	8
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model	8
A Dynamic Fuzzy Modeling Method for Interval Time Series and Applications in Range‐Based Volatility Prediction	8
Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices	8
European Union Allowance price forecasting with Multidimensional Uncertainties: A TCN‐iTransformer Approach for Interval Estimation	8
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?	8
Forecasting the 2020 and 2024 U.S. presidential elections	8
Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter	8
Issue Information	8
Using a machine learning approach and big data to augment WASDE forecasts: Empirical evidence from US corn yield	8
A review of artificial intelligence quality in forecasting asset prices	8
Sequential Projection of Headship Based Household Composition Ratios	8
Estimation of Constrained Factor Models for High‐Dimensional Time Series	8
A comparison of Range Value at Risk (RVaR) forecasting models	8
A Novel Approach to Forecasting After Large Forecast Errors	7
Forecasting food price inflation during global crises	7
Innovative Techniques to Predict Churn in the French Insurance Industry: Integration of Machine Learning With the Grabit Model	7
Climate Change Risk and Financial Market Response: An International Evidence From Performance Forecasts by Financial Analysts	7
Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country	7
Modeling Volatility Dynamics in Emerging Markets: Novel Evidence From Large Set of Predictors	7
Measuring the advantages of contemporaneous aggregation in forecasting	7
Scaling‐Aware Rating of Poisson‐Limited Demand Forecasts	7
	7
Forecasting energy prices: Quantile‐based risk models	7
Extensions of the Lee–Carter model to project the data‐driven rotation of age‐specific mortality decline and forecast coherent mortality rates	7
Issue Information	6
Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam	6
Corporate financial distress prediction in a transition economy	6
Forecasting the different influencing factors of household food waste behavior in China under the COVID‐19 pandemic	6
	6
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating	6
A New Proposal for Forecasting Inflation in the Eurozone: A Global Model	6
The battle of the factors: Macroeconomic variables or investor sentiment?	6
Data patterns that reliably precede US recessions	6
Structural and predictive analyses with a mixed copula‐based vector autoregression model	6
Issue Information	6
A Novel Multiclass Imbalance Classification Framework With Dynamic Evidential Fusion for Credit Rating	6
A study and development of high‐order fuzzy time series forecasting methods for air quality index forecasting	6
On the Optimal Selection of Time‐Lag Embedding Dimension for Deep Learning Approaches in Financial Forecasting With Big Data	6
	6
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
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework	6
Assessing the economy using faster indicators	6
Do search queries predict violence against women? A forecasting model based on Google Trends	6
Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion	6
Forecasting Corporate Default Risk Across Multiple Horizons With Interpretable Machine Learning	6
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability	6
Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques	6
Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP	6
Taming Data‐Driven Probability Distributions	6
Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire	6
Fire Prediction and Risk Identification With Interpretable Machine Learning	6
Forecasting nonperforming loans using machine learning	6
Forecasting COVID‐19 Transmission: Insights From the Logistic Smooth Transition Model	6
Forecast combination puzzle in the HAR model	5

Twitter policy uncertainty and stock returns in South Africa: Evidence from time‐varying Granger causality	5
Forecasting realized volatility of Bitcoin: The informative role of price duration	5
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction	5
Multivariable forecasting approach of high‐speed railway passenger demand based on residual term of Baidu search index and error correction	5
A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches	5
Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint	5
Using DSGE and Machine Learning to Forecast Public Debt for France	5
Embedding the weather prediction errors (WPE) into the photovoltaic (PV) forecasting method using deep learning	5
Parametric Quantile Autoregressive Conditional Duration Models With Application to Intraday Value‐at‐Risk Forecasting	5
Forecasting Natural Gas Futures Prices Using Hybrid Machine Learning Models During Turbulent Market Conditions: The Case of the Russian–Ukraine Crisis	5
Wind power prediction based on wind speed forecast using hidden Markov model	5
Correction to “Smart Forecasting of Carbon Prices Using Machine Learning and Neural Networks: When ARIMA Meets XGBoost and LSTM”	5
Forecasting the containerized freight index with AIS data: A novel information combination method based on gray incidence analysis	5
	5
Prediction of wind energy with the use of tensor‐train based higher order dynamic mode decomposition	5
Forecasting global solar radiation using a robust regularization approach with mixture kernels	5
Forecasting multi‐frequency intraday exchange rates using deep learning models	5
Predicting Equity Premium: A New Momentum Indicator Selection Strategy With Machine Learning	5
Comparison of improved relevance vector machines for streamflow predictions	5
Risk Spillover Network in Commodity Markets Under Climate Transition Risk	5
Forecasting the high‐frequency volatility based on the LSTM‐HIT model	5
Cryptocurrencies trading algorithms: A review	5
Forecasting in turbulent times	5
Out‐of‐sample volatility prediction: Rolling window, expanding window, or both?	5
Policy uncertainty and stock market volatility revisited: The predictive role of signal quality	5
Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models	5
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes	5