OOIR: Observatory of International Research

Papers

(The H4-Index of International Journal of Forecasting is 37. 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
Time-varying variance and skewness in realized volatility measures	970
Editorial Board	460
Stock return predictability in the frequency domain	230
Crude oil price forecasting incorporating news text	198
GoodsForecast second-place solution in M5 Uncertainty track: Combining heterogeneous models for a quantile estimation task	169
Robust recurrent network model for intermittent time-series forecasting	151
Designing time-series models with hypernetworks and adversarial portfolios	127
A projected nonlinear state-space model for forecasting time series signals	107
Emotions and the status quo: The anti-incumbency bias in political prediction markets	103
Light-touch forecasting: A novel method to combine human judgment with statistical algorithms	101
Forecasting soccer matches with betting odds: A tale of two markets	101
Adaptively aggregated forecast for exponential family panel model	76
A framework for timely and accessible long-term forecasting of shale gas production based on time series pattern matching	66
An overview of the effects of algorithm use on judgmental biases affecting forecasting	62
Acknowledgement to reviewers	61
A data-driven approach to forecasting ground-level ozone concentration	60
Internal consistency of household inflation expectations: Point forecasts vs. density forecasts	57
Generalized βARMA model for double bounded time series forecasting	55
Forecasting in humanitarian operations: Literature review and research needs	54
How to improve prediction using behavior modification?	52
Editorial Board	51
Spatio-temporal probabilistic forecasting of wind power for multiple farms: A copula-based hybrid model	50
A new method to assess the degree of information rigidity using fixed-event forecasts	49
Systemic bias of IMF reserve and debt forecasts for program countries	49
The RWDAR model: A novel state-space approach to forecasting	49

A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations	48
(Structural) VAR models with ignored changes in mean and volatility	47
Forecasting in factor augmented regressions under structural change	46
Measuring and forecasting retail trade in real time using card transactional data	45
A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times	45
Fan charts 2.0: Flexible forecast distributions with expert judgement	44
The contribution of realized variance–covariance models to the economic value of volatility timing	43
A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic	42
FFORMPP: Feature-based forecast model performance prediction	41
Regional heterogeneity and U.S. presidential elections: Real-time 2020 forecasts and evaluation	41
Testing the predictive accuracy of COVID-19 forecasts	39
Probabilistic hierarchical forecasting with deep Poisson mixtures	39
Forecasting emergency department occupancy with advanced machine learning models and multivariable input	37
Generalized Poisson difference autoregressive processes	37