Journal of Forecasting

Article	Citations
	81
	68
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	43
Common Shocks and Climate Risk in European Equities	42
Regime‐Switching Density Forecasts Using Economists' Scenarios	40
Global Risk Aversion: Driving Force of Future Real Economic Activity	39
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	31
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	30
A model sufficiency test using permutation entropy	30
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	29
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	28
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	28
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	28
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	28
Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach	27
Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model	27
Using deep (machine) learning to forecast US inflation in the COVID‐19 era	26
Forecasting corporate financial performance with deep learning and interpretable ALE method: Evidence from China	26
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes	25
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	21
Macroeconomic real‐time forecasts of univariate models with flexible error structures	18
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	18
	17
Forecasting stock market returns with a lottery index: Evidence from China	17
Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching: New evidence from MIDAS models	17

Volatility forecasting with an extended GARCH‐MIDAS approach	17
Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years	16
New forecasting methods for an old problem: Predicting 147 years of systemic financial crises	16
Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses	15
Tail risk forecasting with semiparametric regression models by incorporating overnight information	14
Prediction of daily tourism volume based on maximum correlation minimum redundancy feature selection and long short‐term memory network	14
Forecasting carbon emissions using asymmetric grouping	14
Using a Wage–Price‐Setting Model to Forecast US Inflation	13
The role of expectations for currency crisis dynamics—The case of the Turkish lira	13
Design of a precise ensemble expert system for crop yield prediction using machine learning analytics	13
Issue Information	13
Stock Return Prediction Based on a Functional Capital Asset Pricing Model	13
Corporate failure prediction using threshold‐based models	13
Central bank information and private‐sector expectations	12
Stochastic configuration network based on improved whale optimization algorithm for nonstationary time series prediction	12
Forecasting agricultures security indices: Evidence from transformers method	11
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning	11
The effect of environment on housing prices: Evidence from the Google Street View	11
A novel semisupervised learning method with textual information for financial distress prediction	11
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations	11
Fiscal Forecasting Rationality Among Expert Forecasters	11
On stock volatility forecasting based on text mining and deep learning under high‐frequency data	10
Forecasting nonstationary time series	10
The effects of governance quality on renewable and nonrenewable energy consumption: An explainable decision frame	10
Credit risk prediction based on causal machine learning: Bayesian network learning, default inference, and interpretation	10
An infinite hidden Markov model with stochastic volatility	10
Robust forecasting in spatial autoregressive model with total variation regularization	9
The optimal interval combination prediction model based on vectorial angle cosine and a new aggregation operator for social security level prediction	9
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Structured multifractal scaling of the principal cryptocurrencies: Examination using a self‐explainable machine learning	9
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A deep learning model for online doctor rating prediction	8
Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model	8
Firm dynamics and bankruptcy processes: A new theoretical model	8
Stock market as a nowcasting indicator for real investment	8
Issue Information	8
Long‐term forecasting of maritime economics index using time‐series decomposition and two‐stage attention	8
Using shapely values to define subgroups of forecasts for combining	8
The effects of shocks to interest rate expectations in the euro area: Estimates at the country level	8
Effective multi‐step ahead container throughput forecasting under the complex context	8
A new Markov regime‐switching count time series approach for forecasting initial public offering volumes and detecting issue cycles	8
Analysis of the relevance of sentiment data for the prediction of excess returns in a multiasset framework	8
Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression	7
Competition can help predict sales	7
Enhancing credit risk prediction based on ensemble tree‐based feature transformation and logistic regression	7
Issue Information	7
The benefit of the Covid‐19 pandemic on global temperature projections	7
Forecasting healthcare service volumes with machine learning algorithms	7
Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions	7
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach	7

The influence of policy uncertainty on exchange rate forecasting	7
Forecasting volatility with investor pessimism index: Exploring the predictive power of search queries	7
Credit card loss forecasting: Some lessons from COVID	7
Probabilistic electricity price forecasting based on penalized temporal fusion transformer	7
Mixed membership nearest neighbor model with feature difference	7
A review of artificial intelligence quality in forecasting asset prices	6
Research on occupant injury severity prediction of autonomous vehicles based on transfer learning	6
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model	6
Issue Information	6
Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter	6
Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion	6
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Modeling credit risk with a multi‐stage hybrid model: An alternative statistical approach	6
Using a machine learning approach and big data to augment WASDE forecasts: Empirical evidence from US corn yield	6
Estimation of Constrained Factor Models for High‐Dimensional Time Series	6
Forecasting the 2020 and 2024 U.S. presidential elections	6
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?	6
Forecasting unemployment in the euro area with machine learning	6
Forecasting energy prices: Quantile‐based risk models	6
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?	6
Forecasting food price inflation during global crises	6
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability	6
Forecasting the different influencing factors of household food waste behavior in China under the COVID‐19 pandemic	5
Assessing the economy using faster indicators	5
Measuring the advantages of contemporaneous aggregation in forecasting	5
Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam	5
Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country	5
Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques	5
Multistage optimization filter for trend‐based short‐term forecasting	5
Do search queries predict violence against women? A forecasting model based on Google Trends	5
A comparison of Range Value at Risk (RVaR) forecasting models	5
Corporate financial distress prediction in a transition economy	5
Issue Information	5
Fire Prediction and Risk Identification With Interpretable Machine Learning	5
Structural and predictive analyses with a mixed copula‐based vector autoregression model	5
Data patterns that reliably precede US recessions	5
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A study and development of high‐order fuzzy time series forecasting methods for air quality index forecasting	5
Extensions of the Lee–Carter model to project the data‐driven rotation of age‐specific mortality decline and forecast coherent mortality rates	5
Issue Information	5
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework	5
Taming Data‐Driven Probability Distributions	4
Forecasting Natural Gas Futures Prices Using Hybrid Machine Learning Models During Turbulent Market Conditions: The Case of the Russian–Ukraine Crisis	4
Forecasting the containerized freight index with AIS data: A novel information combination method based on gray incidence analysis	4
A comparative study of combining tree‐based feature selection methods and classifiers in personal loan default prediction	4
The mutual predictability of Bitcoin and web search dynamics	4
Forecast combination puzzle in the HAR model	4
Combined water quality forecasting system based on multiobjective optimization and improved data decomposition integration strategy	4
Comparison of improved relevance vector machines for streamflow predictions	4
Parametric Quantile Autoregressive Conditional Duration Models With Application to Intraday Value‐at‐Risk Forecasting	4
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating	4
Forecasting the high‐frequency volatility based on the LSTM‐HIT model	4
Forecasting in turbulent times	4
Forecasting multi‐frequency intraday exchange rates using deep learning models	4
Wind power prediction based on wind speed forecast using hidden Markov model	4
Cryptocurrencies trading algorithms: A review	4
A new hedging hypothesis regarding prediction interval formation in stock price forecasting	4
Forecasting nonperforming loans using machine learning	4
Variable selection for classification and forecasting of the family firm's socioemotional wealth	4
The battle of the factors: Macroeconomic variables or investor sentiment?	4
Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire	4
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes	4
Twitter policy uncertainty and stock returns in South Africa: Evidence from time‐varying Granger causality	4
Distributional modeling and forecasting of natural gas prices	4
Embedding the weather prediction errors (WPE) into the photovoltaic (PV) forecasting method using deep learning	4
Dendritic neuron model neural network trained by modified particle swarm optimization for time‐series forecasting	4
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Random forest versus logit models: Which offers better early warning of fiscal stress?	4
Forecasting realized volatility of Bitcoin: The informative role of price duration	4
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction	3
Prediction of wind energy with the use of tensor‐train based higher order dynamic mode decomposition	3
Assessing the informational content of card transactions for nowcasting retail trade: Evidence for Latvia	3
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Time‐varying risk preference and equity risk premium forecasting: The role of the disposition effect	3
Early prediction of Ibex 35 movements	3
Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers	3
Policy uncertainty and stock market volatility revisited: The predictive role of signal quality	3
The role of investor sentiment in forecasting housing returns in China: A machine learning approach	3
Multivariable forecasting approach of high‐speed railway passenger demand based on residual term of Baidu search index and error correction	3
Predicting Equity Premium: A New Momentum Indicator Selection Strategy With Machine Learning	3

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Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine	3
Out‐of‐sample volatility prediction: Rolling window, expanding window, or both?	3
How media content influences economic expectations: Evidence from a global expert survey	3
Combine to compete: Improving fiscal forecast accuracy over time	3
Interest rate uncertainty and the predictability of bank revenues	3
Issue Information	3
Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint	3
Multiperiod default probability forecasting	3
Forecasting Equity Premium in the Face of Climate Policy Uncertainty	3
Forecasting global solar radiation using a robust regularization approach with mixture kernels	3
Forecasting Bitcoin returns: Econometric time series analysis vs. machine learning	3
Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach	3
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Harnessing volatility cascades with ensemble learning	3
A systematic vector autoregressive framework for modeling and forecasting mortality	3
Advances in forecasting: An introduction in light of the debate on inflation forecasting	3
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting	3
Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach	3
Making the whole greater than the sum of its parts: A literature review of ensemble methods for financial time series forecasting	3
Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets	3
A multi‐objective optimization metaheuristic hybrid technique for forecasting the electricity consumption of the UAE: A grey wolf approach	2
A GARCH model selection and estimation method based on neural network with the loss function of mean square error and model confidence set	2
Multi‐step air quality index forecasting via data preprocessing, sequence reconstruction, and improved multi‐objective optimization algorithm	2
Macroeconomic conditions and bank failure	2
Forecasting interval‐valued returns of crude oil: A novel kernel‐based approach	2
Worse than you think: Public debt forecast errors in advanced and developing economies	2
Nowcasting the state of the Italian economy: The role of financial markets	2
Forecasting sovereign CDS spreads with a regime‐switching combination method	2
Large covariance estimation using a factor model with common and group‐specific factors	2
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Issue Information	2
Modeling and Forecasting the CBOE VIX With the TVP‐HAR Model	2
A Bayesian time‐varying autoregressive model for improved short‐term and long‐term prediction	2
Reference class selection in similarity‐based forecasting of corporate sales growth	2
A novel robust structural quadratic forecasting model and applications	2
Forecasting GDP growth: The economic impact of COVID‐19 pandemic	2
A new PM2.5 concentration forecasting system based on AdaBoost‐ensemble system with deep learning approach	2
Well googled is half done: Multimodal forecasting of new fashion product sales with image‐based google trends	2
A dynamic performance evaluation of distress prediction models	2
Issue Information	2
New runs‐based approach to testing value at risk forecasts	2
Issue Information	2
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach	2
Gated recurrent unit network: A promising approach to corporate default prediction	2
Forecasting the stock risk premium: A new statistical constraint	2
Deep Learning and Machine Learning Insights Into the Global Economic Drivers of the Bitcoin Price	2
Media Tone: The Role of News and Social Media on Heterogeneous Inflation Expectations	2
Bank Capital Requirements, Lending Supply, and Economic Activity: A Scenario Analysis Perspective	2
Crossproduct Effect and Volatility Forecasting	2
Forecasting international equity market volatility: A new approach	2
Forecasting value at risk and expected shortfall using high‐frequency data of domestic and international stock markets	2
Crowd Flow Prediction: An Integrated Approach Using Dynamic Spatial–Temporal Adaptive Modeling for Pattern Flow Relationships	2
Temporal Patterns in Migration Flows Evidence from South Sudan	2
Bayesian Markov switching model for BRICS currencies' exchange rates	2
A Markov chain model of crop conditions and intrayear crop yield forecasting	2
Affinities and Complementarities of Methods and Information Sets in the Estimation of Prices in Real Estate Markets	2
On bootstrapping tests of equal forecast accuracy for nested models	2
The mean squared prediction error paradox	2
Forecasting CPI with multisource data: The value of media and internet information	2
Investigating the predictive ability of ONS big data‐based indicators	2
	2
A Review of Methods for Long‐Term Electric Load Forecasting	2
Forecasting Transition of Personal Travel Behavior in a Sharing Economy: Evidence From Consumer Preferences of Travel Modes	2
Could Diffusion Indexes Have Forecasted the Great Depression?	2
Functional volatility forecasting	2
Default Prediction Framework With Optimal Feature Set and Matching Ratio	2
Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting	1
Local prediction pools	1
Forecasting global stock market volatility: The impact of volatility spillover index in spatial‐temporal graph‐based model	1
Portfolio management based on a reinforcement learning framework	1
Issue Information	1
Forecasting volatilities of oil and gas assets: A comparison of GAS, GARCH, and EGARCH models	1
Application of machine learning techniques to predict entrepreneurial firm valuation	1
A novel hybrid forecasting model with feature selection and deep learning for wind speed research	1
Forgetting approaches to improve forecasting	1
Forecasting air quality index considering socioeconomic indicators and meteorological factors: A data granularity perspective	1
Semiparametric estimation of expected shortfall and its application in finance	1
Explainable machine learning techniques based on attention gate recurrent unit and local interpretable model‐agnostic explanations for multivariate wind speed forecasting	1
Forecasting inflation and output growth with credit‐card‐augmented Divisia monetary aggregates	1
Deep Dive Into Churn Prediction in the Banking Sector: The Challenge of Hyperparameter Selection and Imbalanced Learning	1
Analyzing and forecasting electricity price using regime‐switching models: The case of New Zealand market	1
Demand Forecasting New Fashion Products: A Review Paper	1
Survey respondents' inflation forecasts and the COVID period	1
Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast	1
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Empirical prediction intervals for additive Holt–Winters methods under misspecification	1
A novel deep learning model based on convolutional neural networks for employee churn prediction	1
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage	1
Cryptocurrency exchanges: Predicting which markets will remain active	1
Yield spread selection in predicting recession probabilities	1
Spread Option Pricing Method Based on Nonparametric Predictive Inference Copula	1
Forecasting exchange rates: An iterated combination constrained predictor approach	1
Forecasting VaR and ES in emerging markets: The role of time‐varying higher moments	1