OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Forecasting is 20. 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
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	30
A model sufficiency test using permutation entropy	30
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	29
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
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	28
Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach	27
Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model	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