Journal of Forecasting

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
HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting	32
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	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
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes	27
Global Risk Aversion: Driving Force of Future Real Economic Activity	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
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
Macroeconomic real‐time forecasts of univariate models with flexible error structures	22
Issue Information	21
Forecasting corporate financial performance with deep learning and interpretable ALE method: Evidence from China	20
Enhancing Demand Forecasting in Retail: A Comprehensive Analysis of Sales Promotional Effects on the Entire Demand Life Cycle	19
Using deep (machine) learning to forecast US inflation in the COVID‐19 era	19
Forecasting stock market returns with a lottery index: Evidence from China	17

Volatility forecasting with an extended GARCH‐MIDAS approach	17
Prediction of daily tourism volume based on maximum correlation minimum redundancy feature selection and long short‐term memory network	16
Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model	16
Forecasting carbon emissions using asymmetric grouping	16
Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach	16
Leveraging an Integrated First and Second Moments Modeling Approach for Optimal Trading Strategies: Evidence From the Indian Pharma Sector in the Pre‐ and Post‐COVID‐19 Era	16
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Stock Return Prediction Based on a Functional Capital Asset Pricing Model	15
Design of a precise ensemble expert system for crop yield prediction using machine learning analytics	15
Tail risk forecasting with semiparametric regression models by incorporating overnight information	15
Using a Wage–Price‐Setting Model to Forecast US Inflation	15
Issue Information	15
New forecasting methods for an old problem: Predicting 147 years of systemic financial crises	15
Corporate failure prediction using threshold‐based models	15
The role of expectations for currency crisis dynamics—The case of the Turkish lira	15
Stock Return Forecasting: A Supervised PCA With Selecting and Scaling	15
The effects of governance quality on renewable and nonrenewable energy consumption: An explainable decision frame	14
An infinite hidden Markov model with stochastic volatility	14
Central bank information and private‐sector expectations	14
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning	14
Forecasting nonstationary time series	14
Credit risk prediction based on causal machine learning: Bayesian network learning, default inference, and interpretation	13
Fiscal Forecasting Rationality Among Expert Forecasters	13
Forecasting agricultures security indices: Evidence from transformers method	13
Stochastic configuration network based on improved whale optimization algorithm for nonstationary time series prediction	13
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations	12
A novel semisupervised learning method with textual information for financial distress prediction	12
GDP Nowcasting With Artificial Neural Networks: How Much Does Long‐Term Memory Matter?	12
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Issue Information	11
The optimal interval combination prediction model based on vectorial angle cosine and a new aggregation operator for social security level prediction	11
Credit card loss forecasting: Some lessons from COVID	11
Analysis of the relevance of sentiment data for the prediction of excess returns in a multiasset framework	11
Robust forecasting in spatial autoregressive model with total variation regularization	11
Structured multifractal scaling of the principal cryptocurrencies: Examination using a self‐explainable machine learning	11
Forecasting volatility with investor pessimism index: Exploring the predictive power of search queries	11
Forecasting healthcare service volumes with machine learning algorithms	11
The effect of environment on housing prices: Evidence from the Google Street View	11
Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model	11
The benefit of the Covid‐19 pandemic on global temperature projections	11
Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression	11
Using shapely values to define subgroups of forecasts for combining	11
The influence of policy uncertainty on exchange rate forecasting	10
Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS	10
A deep learning model for online doctor rating prediction	10
Effective multi‐step ahead container throughput forecasting under the complex context	10
Probabilistic electricity price forecasting based on penalized temporal fusion transformer	10
Modeling and Forecasting Stochastic Seasonality: Are Seasonal Autoregressive Integrated Moving Average Models Always the Best Choice?	10
Long‐term forecasting of maritime economics index using time‐series decomposition and two‐stage attention	10
Enhancing credit risk prediction based on ensemble tree‐based feature transformation and logistic regression	10

Matrix Autoregressive Time Series With Reduced‐Rank and Sparse Structural Constraints	10
The effects of shocks to interest rate expectations in the euro area: Estimates at the country level	10
Issue Information	9
European Union Allowance price forecasting with Multidimensional Uncertainties: A TCN‐iTransformer Approach for Interval Estimation	9
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach	9
Modeling credit risk with a multi‐stage hybrid model: An alternative statistical approach	9
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?	9
Mixed membership nearest neighbor model with feature difference	9
A review of artificial intelligence quality in forecasting asset prices	9
Research on occupant injury severity prediction of autonomous vehicles based on transfer learning	9
Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter	8
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?	8
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A Dynamic Fuzzy Modeling Method for Interval Time Series and Applications in Range‐Based Volatility Prediction	8
Measuring the advantages of contemporaneous aggregation in forecasting	8
Using a machine learning approach and big data to augment WASDE forecasts: Empirical evidence from US corn yield	8
Estimation of Constrained Factor Models for High‐Dimensional Time Series	8
Forecasting the 2020 and 2024 U.S. presidential elections	8
Climate Change Risk and Financial Market Response: An International Evidence From Performance Forecasts by Financial Analysts	8
Extensions of the Lee–Carter model to project the data‐driven rotation of age‐specific mortality decline and forecast coherent mortality rates	8
Issue Information	8
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model	8
Modeling Volatility Dynamics in Emerging Markets: Novel Evidence From Large Set of Predictors	8
Forecasting food price inflation during global crises	8
A comparison of Range Value at Risk (RVaR) forecasting models	7
A Novel Approach to Forecasting After Large Forecast Errors	7
Innovative Techniques to Predict Churn in the French Insurance Industry: Integration of Machine Learning With the Grabit Model	7
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability	7
Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam	7
A Novel Multiclass Imbalance Classification Framework With Dynamic Evidential Fusion for Credit Rating	7
Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion	7
Corporate financial distress prediction in a transition economy	7
Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country	7
Forecasting energy prices: Quantile‐based risk models	7
On the Optimal Selection of Time‐Lag Embedding Dimension for Deep Learning Approaches in Financial Forecasting With Big Data	7
A study and development of high‐order fuzzy time series forecasting methods for air quality index forecasting	7
Scaling‐Aware Rating of Poisson‐Limited Demand Forecasts	7
Forecasting realized volatility of Bitcoin: The informative role of price duration	6
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Data patterns that reliably precede US recessions	6
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Forecasting the different influencing factors of household food waste behavior in China under the COVID‐19 pandemic	6
Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire	6
Comparison of improved relevance vector machines for streamflow predictions	6
Variable selection for classification and forecasting of the family firm's socioemotional wealth	6
Fire Prediction and Risk Identification With Interpretable Machine Learning	6
Issue Information	6
Do search queries predict violence against women? A forecasting model based on Google Trends	6
Assessing the economy using faster indicators	6
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework	6
Taming Data‐Driven Probability Distributions	6
The battle of the factors: Macroeconomic variables or investor sentiment?	6
Combined water quality forecasting system based on multiobjective optimization and improved data decomposition integration strategy	6
Issue Information	6
Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques	6
Structural and predictive analyses with a mixed copula‐based vector autoregression model	6
Forecasting nonperforming loans using machine learning	6
Forecasting the high‐frequency volatility based on the LSTM‐HIT model	6
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating	6
Embedding the weather prediction errors (WPE) into the photovoltaic (PV) forecasting method using deep learning	5
When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns	5
Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets	5
Wind power prediction based on wind speed forecast using hidden Markov model	5
Risk Spillover Network in Commodity Markets Under Climate Transition Risk	5
Forecasting the containerized freight index with AIS data: A novel information combination method based on gray incidence analysis	5
Forecasting Natural Gas Futures Prices Using Hybrid Machine Learning Models During Turbulent Market Conditions: The Case of the Russian–Ukraine Crisis	5
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction	5
Threshold MIDAS Forecasting of Canadian Inflation Rate	5
Cryptocurrencies trading algorithms: A review	5
Distributional modeling and forecasting of natural gas prices	5
Forecasting multi‐frequency intraday exchange rates using deep learning models	5
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Parametric Quantile Autoregressive Conditional Duration Models With Application to Intraday Value‐at‐Risk Forecasting	5
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes	5
A comparative study of combining tree‐based feature selection methods and classifiers in personal loan default prediction	5
Predicting Equity Premium: A New Momentum Indicator Selection Strategy With Machine Learning	5
Forecasting global solar radiation using a robust regularization approach with mixture kernels	5
Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint	5
Forecasting in turbulent times	5

Forecast combination puzzle in the HAR model	5
Twitter policy uncertainty and stock returns in South Africa: Evidence from time‐varying Granger causality	5
Mortality Forecasting Using Variational Inference	4
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Making the whole greater than the sum of its parts: A literature review of ensemble methods for financial time series forecasting	4
Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers	4
Early prediction of Ibex 35 movements	4
Validating Explainer Methods: A Functionally Grounded Approach for Numerical Forecasting	4
Out‐of‐sample volatility prediction: Rolling window, expanding window, or both?	4
Issue Information	4
Policy uncertainty and stock market volatility revisited: The predictive role of signal quality	4
Prediction of wind energy with the use of tensor‐train based higher order dynamic mode decomposition	4
The role of investor sentiment in forecasting housing returns in China: A machine learning approach	4
Combine to compete: Improving fiscal forecast accuracy over time	4
Assessing the informational content of card transactions for nowcasting retail trade: Evidence for Latvia	4
Interest rate uncertainty and the predictability of bank revenues	4
A systematic vector autoregressive framework for modeling and forecasting mortality	4
Forecasting Equity Premium in the Face of Climate Policy Uncertainty	4
A Multiscale Transformer Model for Long Time Series Forecasting Based on Discrete Wavelet Transform and Residual Learning Modules	4
Forecasting Bitcoin returns: Econometric time series analysis vs. machine learning	4
Medium‐ to Long‐Term Demand Forecasting in Retail and Manufacturing Organizations: Integration of Machine Learning, Human Judgment, and Interval Variable	4
Turning Time Into Shapes: A Point‐Cloud Framework With Chaotic Signatures for Time Series	4
A Trend‐Aware Transformer‐Based Approach for Improving Long‐Range Multivariate Time‐Series Forecasting With Decomposition	4
Harnessing volatility cascades with ensemble learning	4
Multivariable forecasting approach of high‐speed railway passenger demand based on residual term of Baidu search index and error correction	4
How media content influences economic expectations: Evidence from a global expert survey	3
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On bootstrapping tests of equal forecast accuracy for nested models	3
IWSL Model: A Novel Credit Scoring Model With Interpretable Features for Consumer Credit Scenarios	3
Forecasting sovereign CDS spreads with a regime‐switching combination method	3
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Issue Information	3
Nowcasting the state of the Italian economy: The role of financial markets	3
Forecasting interval‐valued returns of crude oil: A novel kernel‐based approach	3
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Time‐varying risk preference and equity risk premium forecasting: The role of the disposition effect	3
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A new PM2.5 concentration forecasting system based on AdaBoost‐ensemble system with deep learning approach	3
Macroeconomic conditions and bank failure	3
Crossproduct Effect and Volatility Forecasting	3
A multi‐objective optimization metaheuristic hybrid technique for forecasting the electricity consumption of the UAE: A grey wolf approach	3
A novel robust structural quadratic forecasting model and applications	3
A Markov chain model of crop conditions and intrayear crop yield forecasting	3
How Does Cyber Risk Impact Systemic Stability?	3
New runs‐based approach to testing value at risk forecasts	3
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting	3
Whether Uncertainty Theory Can Enhance GDP Forecasting From Energy: A New Uncertain MIDAS Model	3
Multi‐step air quality index forecasting via data preprocessing, sequence reconstruction, and improved multi‐objective optimization algorithm	3
The Impact of News Sentiment on the Bitcoin Price via Machine Learning and Deep Learning‐Based NLP Models	3
Component‐Driven FX Volatility Prediction: Evidence From USDCNH via GARCH‐MIDAS Models Exploiting Leading Indicators	3
A GARCH model selection and estimation method based on neural network with the loss function of mean square error and model confidence set	3
Forecasting Transition of Personal Travel Behavior in a Sharing Economy: Evidence From Consumer Preferences of Travel Modes	3
Novel Aligned Correlation Method to Estimate Lead–Lag Relationship Between Time Series	3
A dynamic performance evaluation of distress prediction models	3
Temporal Patterns in Migration Flows Evidence from South Sudan	3
Worse than you think: Public debt forecast errors in advanced and developing economies	3
Gated recurrent unit network: A promising approach to corporate default prediction	3
Affinities and Complementarities of Methods and Information Sets in the Estimation of Prices in Real Estate Markets	3
Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach	3
Advances in forecasting: An introduction in light of the debate on inflation forecasting	3
Deep learning on mixed frequency data	2
Uncertainty‐driven oil volatility risk premium and international stock market volatility forecasting	2
Bayesian Semiparametric Multivariate Realized GARCH Modeling	2
Can Brazilian Central Bank communication help to predict the yield curve?	2
Stock Price Limit and Its Predictability in the Chinese Stock Market	2
Default Prediction Framework With Optimal Feature Set and Matching Ratio	2
A Rich‐Spatial and Multiscaled Transformer‐Based Approach for Long‐Term Multivariate Time‐Series Forecasting Problem	2
Bayesian Markov switching model for BRICS currencies' exchange rates	2
Stock picking with machine learning	2
Seasonal Decomposition‐Enhanced Deep Learning Architecture for Probabilistic Forecasting	2
Measuring the Default Risk of Small Business Loans: Improved Credit Risk Prediction Using Deep Learning	2
Takeover in Europe: Target characteristics and acquisition likelihood	2
Predicting earnings management through machine learning ensemble classifiers	2
Weighted compositional functional data analysis for modeling and forecasting life‐table death counts	2
An ensemble model for stock index prediction based on media attention and emotional causal inference	2
Forecasting Beta Using Ultra High Frequency Data	2
Decomposing, Learning, and Predicting Realized Volatilities: A Comparison Analysis From the Global Stock Markets	2
Data Quality Improvement for Financial Distress Prediction: Feature Selection, Data Re‐Sampling, and Their Combinations in Different Orders	2
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Well googled is half done: Multimodal forecasting of new fashion product sales with image‐based google trends	2
Data‐Driven Prediction of Climate Variables in Agricultural Cities of India With Hybrid GA‐TCN‐LSTM Model	2
An evolutionary cost‐sensitive support vector machine for carbon price trend forecasting	2
Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil	2
Regularized Poisson regressions predict regional innovation output	2
Electricity price forecasting using hybrid deep learned networks	2
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Incorporating media news to predict financial distress: Case study on Chinese listed companies	2
Nonstationary Functional Time Series Forecasting	2
A hybrid prediction model with time‐varying gain tracking differentiator in Taylor expansion: Evidence from precious metals	2
Media Tone: The Role of News and Social Media on Heterogeneous Inflation Expectations	2
The mean squared prediction error paradox	2
Forecasting CPI with multisource data: The value of media and internet information	2
Deep Learning and Machine Learning Insights Into the Global Economic Drivers of the Bitcoin Price	2
Forecasting financial markets with semantic network analysis in the COVID‐19 crisis	2