OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Forecasting is 19. 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 2021-11-01 to 2025-11-01.)

Article	Citations
	71
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	51
Common Shocks and Climate Risk in European Equities	47
Regime‐Switching Density Forecasts Using Economists' Scenarios	43
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	40
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	35
A model sufficiency test using permutation entropy	35
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	32
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	32
Global Risk Aversion: Driving Force of Future Real Economic Activity	31
HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting	29
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	28
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	25
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	24
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes	23
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	22
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	22
Macroeconomic real‐time forecasts of univariate models with flexible error structures	21
Forecasting stock market returns with a lottery index: Evidence from China	20
Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model	19
Integrating Google Mobility Indices for Forecasting Infectious Diseases Incidence: A Multi‐Country Study on COVID‐19 With LightGBM	19