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 2021-04-01 to 2025-04-01.)

Article	Citations
	79
Forecasting the 2020 and 2024 U.S. presidential elections	67
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	50
Forecasting chlorophyll‐a concentration using empirical wavelet transform and support vector regression	40
Localized Global Time Series Forecasting Models Using Evolutionary Neighbor‐Aided Deep Clustering Method	39
A new model for forecasting VaR and ES using intraday returns aggregation	38
Forecasting inflation and output growth with credit‐card‐augmented Divisia monetary aggregates	36
	29
Yield spread selection in predicting recession probabilities	27
Uncertainty and the predictability of stock returns	26
Nowcasting the state of the Italian economy: The role of financial markets	26
Issue Information	26
	26
Forecasting energy prices: Quantile‐based risk models	25
Worse than you think: Public debt forecast errors in advanced and developing economies	24
	23
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	22
Electricity price forecasting using quantile regression averaging with nonconvex regularization	21
Uncertainty analysis–forecasting system based on decomposition–ensemble framework for PM_2.5 concentration forecasting in China	20
New runs‐based approach to testing value at risk forecasts	20
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability	18
	17
A hybrid approach with step‐size aggregation to forecasting hierarchical time series	17
Issue Information	17
Forecasting exchange rates: An iterated combination constrained predictor approach	17

A state‐dependent linear recurrent formula with application to time series with structural breaks	17
	16
Extensions of the Lee–Carter model to project the data‐driven rotation of age‐specific mortality decline and forecast coherent mortality rates	16
Issue Information	16
Issue Information	14
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage	13
Forecasting sovereign risk in the Euro area via machine learning	13
Measuring the advantages of contemporaneous aggregation in forecasting	13
Modeling and forecasting percent changes in national park visitation using social media	13
A new PM_2.5 concentration forecasting system based on AdaBoost‐ensemble system with deep learning approach	12
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	12
Does herding effect help forecast market volatility?—Evidence from the Chinese stock market	12
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	11
A Markov chain model of crop conditions and intrayear crop yield forecasting	11
Estimation of Constrained Factor Models for High‐Dimensional Time Series	11
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model	11
Forecasting tourist flows in the COVID‐19 era using nonparametric mixed‐frequency VARs	10
Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion	10
Application of machine learning techniques to predict entrepreneurial firm valuation	10
Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts	10
Forecasting interval‐valued returns of crude oil: A novel kernel‐based approach	10
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	10
Issue Information	9
Survey respondents' inflation forecasts and the COVID period	9
Forecasting the direction of the Fed's monetary policy decisions using random forest	9
Corporate financial distress prediction in a transition economy	9
Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country	9
A study and development of high‐order fuzzy time series forecasting methods for air quality index forecasting	8
Multi‐step air quality index forecasting via data preprocessing, sequence reconstruction, and improved multi‐objective optimization algorithm	8
Regime‐dependent commodity price dynamics: A predictive analysis	8
Singular spectrum analysis for value at risk in stochastic volatility models	8
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	7
Geopolitical risk and global financial cycle: Some forecasting experiments	7
Demand Forecasting New Fashion Products: A Review Paper	7
A comparison of Range Value at Risk (RVaR) forecasting models	7
Global Risk Aversion: Driving Force of Future Real Economic Activity	7
A Multifrequency Data Fusion Deep Learning Model for Carbon Price Prediction	7
Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam	7
Daily tourism forecasting through a novel method based on principal component analysis, grey wolf optimizer, and extreme learning machine	7
Data‐Driven Predictive Modeling of Citywide Crowd Flow for Urban Safety Management: A Case Study of Beijing, China	7
Regime‐Switching Density Forecasts Using Economists' Scenarios	6
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	6
Temporal Patterns in Migration Flows Evidence from South Sudan	6
Forecasting food price inflation during global crises	6
Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter	6
Deep Learning Quantile Regression for Interval‐Valued Data Prediction	6
A novel deep learning model based on convolutional neural networks for employee churn prediction	6
Policymaking in Periods of Structural Changes and Structural Breaks: Rolling Windows Revisited	6
Correction to “Regime‐Switching Density Forecasts Using Economists' Scenarios”	6
Common Shocks and Climate Risk in European Equities	6

Spread Option Pricing Method Based on Nonparametric Predictive Inference Copula	6
Vector SHAP Values for Machine Learning Time Series Forecasting	6
Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast	6
A novel hybrid forecasting model with feature selection and deep learning for wind speed research	6
Affinities and Complementarities of Methods and Information Sets in the Estimation of Prices in Real Estate Markets	6
Forecasting inflation in open economies: What can a NOEM model do?	6
On the Detection of Structural Breaks: The Case of the Covid Shock	6
Optimal forecasts in the presence of discrete structural breaks under long memory	6
A dynamic performance evaluation of distress prediction models	6
Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump	6
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	6
Featured Cover	5
Exploring Multisource High‐Dimensional Mixed‐Frequency Risks in the Stock Market: A Group Penalized Reverse Unrestricted Mixed Data Sampling Approach	5
	5
Media Tone: The Role of News and Social Media on Heterogeneous Inflation Expectations	5
A model sufficiency test using permutation entropy	5
Crowd Flow Prediction: An Integrated Approach Using Dynamic Spatial–Temporal Adaptive Modeling for Pattern Flow Relationships	5
Issue Information	5
Step by Step—A Quarterly Evaluation of EU Commission's GDP Forecasts	5
Tail risk forecasting and its application to margin requirements in the commodity futures market	5
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	5
A novel robust structural quadratic forecasting model and applications	5
Fire Prediction and Risk Identification With Interpretable Machine Learning	5
Crossproduct Effect and Volatility Forecasting	4
Forecasting housing investment	4
Withdrawal: Stock price prediction with technical analysis and market sentiment via dual‐attention networks, by Shuaijie Deng and Changjiang Zhang, Journal of Forecasting, [https://doi.org/10.1002/for	4
Issue Information	4
Forecasting VaR and ES in emerging markets: The role of time‐varying higher moments	4
Forecasting the different influencing factors of household food waste behavior in China under the COVID‐19 pandemic	4
	4
Issue Information	4
	4
Assessing the economy using faster indicators	4
Structural and predictive analyses with a mixed copula‐based vector autoregression model	4
A Bayesian time‐varying autoregressive model for improved short‐term and long‐term prediction	4
Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity	4
	4
Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations	4
Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises	4
Issue Information	4
	4
Jump forecasting in foreign exchange markets: A high‐frequency analysis	4
Forecasting GDP growth: The economic impact of COVID‐19 pandemic	4
Multistage optimization filter for trend‐based short‐term forecasting	4
Issue Information	4
A hybrid interval‐valued time series prediction model incorporating intuitionistic fuzzy cognitive map and fuzzy neural network	4
	4
Post‐COVID inflation dynamics: Higher for longer	3
A deep learning hierarchical approach to road traffic forecasting	3
Improving demand forecasting for customers with missing downstream data in intermittent demand supply chains with supervised multivariate clustering	3
	3
Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques	3
	3
Forecasts with Bayesian vector autoregressions under real time conditions	3
Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching: New evidence from MIDAS models	3
Forecasting stock return volatility: Realized volatility‐type or duration‐based estimators	3
Forecasting stock market returns with a lottery index: Evidence from China	3
Macroeconomic conditions and bank failure	3
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis	3
A Siamese network framework for bank intelligent Q&A prediction	3
Issue Information	3
Forecasting nonperforming loans using machine learning	3
Inflation forecasting with rolling windows: An appraisal	3
Do search queries predict violence against women? A forecasting model based on Google Trends	3
Conservatism and information rigidity of the European Bank for Reconstruction and Development's growth forecast: Quarter‐century assessment	3
Forgetting approaches to improve forecasting	3
A multi‐objective optimization metaheuristic hybrid technique for forecasting the electricity consumption of the UAE: A grey wolf approach	3
Forecasting Transition of Personal Travel Behavior in a Sharing Economy: Evidence From Consumer Preferences of Travel Modes	3
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	3
Macroeconomic real‐time forecasts of univariate models with flexible error structures	3
Using deep (machine) learning to forecast US inflation in the COVID‐19 era	3