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 2022-05-01 to 2026-05-01.)

Article	Citations
	74
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	69
Common Shocks and Climate Risk in European Equities	53
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	52
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	47
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	44
HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting	37
On Capturing Multi‐Scale Market Dynamics for High‐Frequency Stock Price Forecasting Using a Hybrid Attention‐Based Deep Learning Model	35
Image‐Based Deep Learning Models for Stock Predictions: Combining Line, Candlestick, and Bar Charts	33
Global Risk Aversion: Driving Force of Future Real Economic Activity	30
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	30
Global Insights Into Term Spreads: Unveiling Their Predictive Power During Unconventional Monetary Policy	29
Issue Information	26
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	26
Regime‐Switching Density Forecasts Using Economists' Scenarios	25
Enhancing Financial Tail Risk Forecasting: A Blending Ensemble Framework for Nonlinear Expectile Regression	24
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	24
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	23
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	23
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	22
Predicting Enterprise Bankruptcy With HBA‐DGNN: An Innovative Approach by Hypergraph and Bidirectional Attention‐Based Dual GNNs	21
Macroeconomic real‐time forecasts of univariate models with flexible error structures	21