Journal of Forecasting

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 2022-06-01 to 2026-06-01.)
ArticleCitations
75
Common Shocks and Climate Risk in European Equities70
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data54
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data53
HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting48
On Capturing Multi‐Scale Market Dynamics for High‐Frequency Stock Price Forecasting Using a Hybrid Attention‐Based Deep Learning Model46
Image‐Based Deep Learning Models for Stock Predictions: Combining Line, Candlestick, and Bar Charts40
Global Risk Aversion: Driving Force of Future Real Economic Activity36
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach35
Global Insights Into Term Spreads: Unveiling Their Predictive Power During Unconventional Monetary Policy32
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending31
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach27
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model26
Issue Information25
Enhancing Financial Tail Risk Forecasting: A Blending Ensemble Framework for Nonlinear Expectile Regression25
Regime‐Switching Density Forecasts Using Economists' Scenarios25
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models24
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model23
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes23
Predicting Enterprise Bankruptcy With HBA‐DGNN: An Innovative Approach by Hypergraph and Bidirectional Attention‐Based Dual GNNs22
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses22
Volatility forecasting with an extended GARCH‐MIDAS approach21
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