OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Forecasting is 4. 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 2021-06-01 to 2025-06-01.)

Article	Citations
	81
	68
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	43
Common Shocks and Climate Risk in European Equities	42
Regime‐Switching Density Forecasts Using Economists' Scenarios	40
Global Risk Aversion: Driving Force of Future Real Economic Activity	39
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	31
A model sufficiency test using permutation entropy	30
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	30
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	29
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	28
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	28
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	28
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	28
Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model	27
Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach	27
Using deep (machine) learning to forecast US inflation in the COVID‐19 era	26
Forecasting corporate financial performance with deep learning and interpretable ALE method: Evidence from China	26
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes	25
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	21
Macroeconomic real‐time forecasts of univariate models with flexible error structures	18
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	18
	17
Forecasting stock market returns with a lottery index: Evidence from China	17
Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching: New evidence from MIDAS models	17

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

The benefit of the Covid‐19 pandemic on global temperature projections	7
Forecasting healthcare service volumes with machine learning algorithms	7
Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions	7
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach	7
The influence of policy uncertainty on exchange rate forecasting	7
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?	6
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model	6
Forecasting unemployment in the euro area with machine learning	6
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?	6
Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter	6
Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion	6
A review of artificial intelligence quality in forecasting asset prices	6
Estimation of Constrained Factor Models for High‐Dimensional Time Series	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
	6
Forecasting energy prices: Quantile‐based risk models	6
Modeling credit risk with a multi‐stage hybrid model: An alternative statistical approach	6
Using a machine learning approach and big data to augment WASDE forecasts: Empirical evidence from US corn yield	6
Forecasting food price inflation during global crises	6
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability	6
A comparison of Range Value at Risk (RVaR) forecasting models	5
Corporate financial distress prediction in a transition economy	5
Issue Information	5
Fire Prediction and Risk Identification With Interpretable Machine Learning	5
Structural and predictive analyses with a mixed copula‐based vector autoregression model	5
Data patterns that reliably precede US recessions	5
	5
A study and development of high‐order fuzzy time series forecasting methods for air quality index forecasting	5
Extensions of the Lee–Carter model to project the data‐driven rotation of age‐specific mortality decline and forecast coherent mortality rates	5
Issue Information	5
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework	5
Forecasting the different influencing factors of household food waste behavior in China under the COVID‐19 pandemic	5
Assessing the economy using faster indicators	5
Measuring the advantages of contemporaneous aggregation in forecasting	5
Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam	5
Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country	5
Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques	5
Multistage optimization filter for trend‐based short‐term forecasting	5
Do search queries predict violence against women? A forecasting model based on Google Trends	5
A new hedging hypothesis regarding prediction interval formation in stock price forecasting	4
Forecasting nonperforming loans using machine learning	4
Variable selection for classification and forecasting of the family firm's socioemotional wealth	4
The battle of the factors: Macroeconomic variables or investor sentiment?	4
Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire	4
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes	4
Twitter policy uncertainty and stock returns in South Africa: Evidence from time‐varying Granger causality	4
Distributional modeling and forecasting of natural gas prices	4
Embedding the weather prediction errors (WPE) into the photovoltaic (PV) forecasting method using deep learning	4
Dendritic neuron model neural network trained by modified particle swarm optimization for time‐series forecasting	4
	4
Random forest versus logit models: Which offers better early warning of fiscal stress?	4
Forecasting realized volatility of Bitcoin: The informative role of price duration	4
Taming Data‐Driven Probability Distributions	4
Forecasting Natural Gas Futures Prices Using Hybrid Machine Learning Models During Turbulent Market Conditions: The Case of the Russian–Ukraine Crisis	4
Forecasting the containerized freight index with AIS data: A novel information combination method based on gray incidence analysis	4
A comparative study of combining tree‐based feature selection methods and classifiers in personal loan default prediction	4
The mutual predictability of Bitcoin and web search dynamics	4
Forecast combination puzzle in the HAR model	4
Combined water quality forecasting system based on multiobjective optimization and improved data decomposition integration strategy	4
Comparison of improved relevance vector machines for streamflow predictions	4
Parametric Quantile Autoregressive Conditional Duration Models With Application to Intraday Value‐at‐Risk Forecasting	4
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating	4
Forecasting the high‐frequency volatility based on the LSTM‐HIT model	4
Forecasting in turbulent times	4
Forecasting multi‐frequency intraday exchange rates using deep learning models	4
Wind power prediction based on wind speed forecast using hidden Markov model	4
Cryptocurrencies trading algorithms: A review	4