OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Forecasting is 21. 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 2022-01-01 to 2026-01-01.)

Article	Citations
	72
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	57
Common Shocks and Climate Risk in European Equities	49
Regime‐Switching Density Forecasts Using Economists' Scenarios	44
A model sufficiency test using permutation entropy	42
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	41
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	38
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	35
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	35
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	32
HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting	32
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	29
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	28
Global Risk Aversion: Driving Force of Future Real Economic Activity	27
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes	27
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	26
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	23
Macroeconomic real‐time forecasts of univariate models with flexible error structures	22
Integrating Google Mobility Indices for Forecasting Infectious Diseases Incidence: A Multi‐Country Study on COVID‐19 With LightGBM	22
The Information Content of Overnight Information for Volatility Forecasting: Evidence From China's Stock Market	22
Issue Information	21