Journal of Forecasting

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
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	30
Global Risk Aversion: Driving Force of Future Real Economic Activity	30
Global Insights Into Term Spreads: Unveiling Their Predictive Power During Unconventional Monetary Policy	29
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	26
Issue Information	26
Regime‐Switching Density Forecasts Using Economists' Scenarios	25
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	24
Enhancing Financial Tail Risk Forecasting: A Blending Ensemble Framework for Nonlinear Expectile Regression	24
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	23
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	23
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	22
Macroeconomic real‐time forecasts of univariate models with flexible error structures	21
Predicting Enterprise Bankruptcy With HBA‐DGNN: An Innovative Approach by Hypergraph and Bidirectional Attention‐Based Dual GNNs	21
Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach	20
Integrating Google Mobility Indices for Forecasting Infectious Diseases Incidence: A Multi‐Country Study on COVID‐19 With LightGBM	20
Volatility forecasting with an extended GARCH‐MIDAS approach	20

Issue Information	19
The Information Content of Overnight Information for Volatility Forecasting: Evidence From China's Stock Market	19
Enhancing Demand Forecasting in Retail: A Comprehensive Analysis of Sales Promotional Effects on the Entire Demand Life Cycle	18
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes	18
Machine Learning Forecasts of Tail‐Risk Spillovers in Carbon and Energy Markets	18
Forecasting corporate financial performance with deep learning and interpretable ALE method: Evidence from China	18
Using deep (machine) learning to forecast US inflation in the COVID‐19 era	18
Enhanced Bagging‐Based Approach for Forecasting Nonstationary Time Series: Bridging Nonstationarity With a Scaled Logit Transformation	18
Debiasing UTO Estimator: Methods and Application to Climate Change Data Sets	17
Forecasting stock market returns with a lottery index: Evidence from China	17
	17
Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model	17
Design of a precise ensemble expert system for crop yield prediction using machine learning analytics	16
Tail risk forecasting with semiparametric regression models by incorporating overnight information	16
Forecasting carbon emissions using asymmetric grouping	16
Forecasting Inflation in the Presence of Structural Breaks: A Time‐Varying Parameter Approach	15
Stock Return Forecasting: A Supervised PCA With Selecting and Scaling	15
Stock Return Prediction Based on a Functional Capital Asset Pricing Model	15
Prediction of daily tourism volume based on maximum correlation minimum redundancy feature selection and long short‐term memory network	15
A New Multivariate Decomposition–Ensemble Approach With Multisource Heterogeneous Data for Crude Oil Price Forecasting	15
New forecasting methods for an old problem: Predicting 147 years of systemic financial crises	15
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	15
Central bank information and private‐sector expectations	14
Using a Wage–Price‐Setting Model to Forecast US Inflation	14
Forecasting nonstationary time series	14
Forecasting the Quantile Connectedness: Insight From Global CSR and Sustainability Indices	14
Issue Information	14
The role of expectations for currency crisis dynamics—The case of the Turkish lira	13
Fiscal Forecasting Rationality Among Expert Forecasters	13
The effect of environment on housing prices: Evidence from the Google Street View	13
Robust Prediction Intervals for Time Series Forecasting: A Bootstrap and Bayesian Approach	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
Credit risk prediction based on causal machine learning: Bayesian network learning, default inference, and interpretation	12
An infinite hidden Markov model with stochastic volatility	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
The effects of governance quality on renewable and nonrenewable energy consumption: An explainable decision frame	12
Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression	11
The benefit of the Covid‐19 pandemic on global temperature projections	11
Forecasting Realized Volatility With Tree‐Based HAR‐Type Models Incorporating Macroeconomic Uncertainty	11
Robust forecasting in spatial autoregressive model with total variation regularization	11
Credit card loss forecasting: Some lessons from COVID	11
Forecasting volatility with investor pessimism index: Exploring the predictive power of search queries	11
The optimal interval combination prediction model based on vectorial angle cosine and a new aggregation operator for social security level prediction	11
Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model	11
Carbon Price Prediction With Public Social Media Big Data and an Interpretable Multi‐Objective Intelligent Feature Optimization Strategy	11
Issue Information	11
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations	11
	11

The effects of shocks to interest rate expectations in the euro area: Estimates at the country level	10
Modeling and Forecasting Stochastic Seasonality: Are Seasonal Autoregressive Integrated Moving Average Models Always the Best Choice?	10
A deep learning model for online doctor rating prediction	10
Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market	10
Effective multi‐step ahead container throughput forecasting under the complex context	10
Matrix Autoregressive Time Series With Reduced‐Rank and Sparse Structural Constraints	10
Enhancing credit risk prediction based on ensemble tree‐based feature transformation and logistic regression	10
Analysis of the relevance of sentiment data for the prediction of excess returns in a multiasset framework	10
Structured multifractal scaling of the principal cryptocurrencies: Examination using a self‐explainable machine learning	10
Forecasting healthcare service volumes with machine learning algorithms	10
Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS	10
Long‐term forecasting of maritime economics index using time‐series decomposition and two‐stage attention	10
Using shapely values to define subgroups of forecasts for combining	9
Issue Information	9
Combining Sampling Methods, Cost‐Sensitive Learning, and Ensemble Techniques for Highly Class‐Imbalanced Financial Distress Prediction	9
Research on occupant injury severity prediction of autonomous vehicles based on transfer learning	9
Mixed membership nearest neighbor model with feature difference	9
The Role of Coincident Information in Real‐Time Business Cycle Forecasting	9
Probabilistic electricity price forecasting based on penalized temporal fusion transformer	9
Using a machine learning approach and big data to augment WASDE forecasts: Empirical evidence from US corn yield	9
Scaling‐Aware Rating of Poisson‐Limited Demand Forecasts	8
Modeling credit risk with a multi‐stage hybrid model: An alternative statistical approach	8
Leveraging Machine Learning to Predict Food Waste Quantity: Focusing on Military Dining Facilities as Large‐Scale Food Service Operations	8
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?	8
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach	8
Estimation of Constrained Factor Models for High‐Dimensional Time Series	8
Climate Change Risk and Financial Market Response: An International Evidence From Performance Forecasts by Financial Analysts	8
Issue Information	8
Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices	8
Sequential Projection of Headship Based Household Composition Ratios	8
A review of artificial intelligence quality in forecasting asset prices	8
	8
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model	8
A Novel Multiclass Imbalance Classification Framework With Dynamic Evidential Fusion for Credit Rating	8
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?	8
European Union Allowance price forecasting with Multidimensional Uncertainties: A TCN‐iTransformer Approach for Interval Estimation	8
Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach	8
Forecasting the 2020 and 2024 U.S. presidential elections	8
Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter	8
	7
Innovative Techniques to Predict Churn in the French Insurance Industry: Integration of Machine Learning With the Grabit Model	7
Forecasting food price inflation during global crises	7
A Novel Approach to Forecasting After Large Forecast Errors	7
Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion	7
Measuring the advantages of contemporaneous aggregation in forecasting	7
Forecasting energy prices: Quantile‐based risk models	7
Modeling Volatility Dynamics in Emerging Markets: Novel Evidence From Large Set of Predictors	7
A Dynamic Fuzzy Modeling Method for Interval Time Series and Applications in Range‐Based Volatility Prediction	7
Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire	6
	6
Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country	6
Corporate financial distress prediction in a transition economy	6
Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam	6
Issue Information	6
Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques	6
Forecasting the high‐frequency volatility based on the LSTM‐HIT model	6
Forecasting nonperforming loans using machine learning	6
Fire Prediction and Risk Identification With Interpretable Machine Learning	6
Assessing the economy using faster indicators	6
Structural and predictive analyses with a mixed copula‐based vector autoregression model	6
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability	6
Forecasting Corporate Default Risk Across Multiple Horizons With Interpretable Machine Learning	6
On the Optimal Selection of Time‐Lag Embedding Dimension for Deep Learning Approaches in Financial Forecasting With Big Data	6
Do search queries predict violence against women? A forecasting model based on Google Trends	6
A New Proposal for Forecasting Inflation in the Eurozone: A Global Model	6
Variable selection for classification and forecasting of the family firm's socioemotional wealth	6
	6
Data patterns that reliably precede US recessions	6
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework	6
Extensions of the Lee–Carter model to project the data‐driven rotation of age‐specific mortality decline and forecast coherent mortality rates	6
A comparison of Range Value at Risk (RVaR) forecasting models	6
A study and development of high‐order fuzzy time series forecasting methods for air quality index forecasting	6
Issue Information	6
Forecasting the different influencing factors of household food waste behavior in China under the COVID‐19 pandemic	6
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating	6
The battle of the factors: Macroeconomic variables or investor sentiment?	6
A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches	5
Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint	5
Embedding the weather prediction errors (WPE) into the photovoltaic (PV) forecasting method using deep learning	5
Wind power prediction based on wind speed forecast using hidden Markov model	5

Forecasting multi‐frequency intraday exchange rates using deep learning models	5
Combined water quality forecasting system based on multiobjective optimization and improved data decomposition integration strategy	5
Taming Data‐Driven Probability Distributions	5
Parametric Quantile Autoregressive Conditional Duration Models With Application to Intraday Value‐at‐Risk Forecasting	5
Correction to “Smart Forecasting of Carbon Prices Using Machine Learning and Neural Networks: When ARIMA Meets XGBoost and LSTM”	5
Prediction of wind energy with the use of tensor‐train based higher order dynamic mode decomposition	5
Risk Spillover Network in Commodity Markets Under Climate Transition Risk	5
Forecast combination puzzle in the HAR model	5
Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP	5
A comparative study of combining tree‐based feature selection methods and classifiers in personal loan default prediction	5
Twitter policy uncertainty and stock returns in South Africa: Evidence from time‐varying Granger causality	5
Forecasting realized volatility of Bitcoin: The informative role of price duration	5
Forecasting the containerized freight index with AIS data: A novel information combination method based on gray incidence analysis	5
	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
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction	5
Forecasting Natural Gas Futures Prices Using Hybrid Machine Learning Models During Turbulent Market Conditions: The Case of the Russian–Ukraine Crisis	5
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes	5
Cryptocurrencies trading algorithms: A review	5
Comparison of improved relevance vector machines for streamflow predictions	5
Forecasting in turbulent times	5
Using DSGE and Machine Learning to Forecast Public Debt for France	5