OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Forecasting is 5. 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 2021-11-01 to 2025-11-01.)

Article	Citations
	71
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	51
Common Shocks and Climate Risk in European Equities	47
Regime‐Switching Density Forecasts Using Economists' Scenarios	43
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	40
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	35
A model sufficiency test using permutation entropy	35
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	32
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	32
Global Risk Aversion: Driving Force of Future Real Economic Activity	31
HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting	29
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	28
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	25
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	24
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes	23
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	22
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	22
Macroeconomic real‐time forecasts of univariate models with flexible error structures	21
Forecasting stock market returns with a lottery index: Evidence from China	20
Integrating Google Mobility Indices for Forecasting Infectious Diseases Incidence: A Multi‐Country Study on COVID‐19 With LightGBM	19
Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model	19
The Information Content of Overnight Information for Volatility Forecasting: Evidence From China's Stock Market	18
Issue Information	15
Forecasting carbon emissions using asymmetric grouping	15
Volatility forecasting with an extended GARCH‐MIDAS approach	15

Using deep (machine) learning to forecast US inflation in the COVID‐19 era	15
Stock Return Prediction Based on a Functional Capital Asset Pricing Model	15
Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach	15
Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching: New evidence from MIDAS models	15
Forecasting corporate financial performance with deep learning and interpretable ALE method: Evidence from China	15
	15
Enhancing Demand Forecasting in Retail: A Comprehensive Analysis of Sales Promotional Effects on the Entire Demand Life Cycle	15
New forecasting methods for an old problem: Predicting 147 years of systemic financial crises	14
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	14
Corporate failure prediction using threshold‐based models	14
Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses	14
Prediction of daily tourism volume based on maximum correlation minimum redundancy feature selection and long short‐term memory network	14
Tail risk forecasting with semiparametric regression models by incorporating overnight information	14
Design of a precise ensemble expert system for crop yield prediction using machine learning analytics	13
Stock Return Forecasting: A Supervised PCA With Selecting and Scaling	13
Using a Wage–Price‐Setting Model to Forecast US Inflation	13
Issue Information	12
The role of expectations for currency crisis dynamics—The case of the Turkish lira	12
Forecasting nonstationary time series	12
An infinite hidden Markov model with stochastic volatility	12
Fiscal Forecasting Rationality Among Expert Forecasters	11
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations	11
Central bank information and private‐sector expectations	11
Forecasting agricultures security indices: Evidence from transformers method	11
Credit risk prediction based on causal machine learning: Bayesian network learning, default inference, and interpretation	11
A novel semisupervised learning method with textual information for financial distress prediction	11
The effect of environment on housing prices: Evidence from the Google Street View	11
Matrix Autoregressive Time Series With Reduced‐Rank and Sparse Structural Constraints	10
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning	10
The optimal interval combination prediction model based on vectorial angle cosine and a new aggregation operator for social security level prediction	10
Robust forecasting in spatial autoregressive model with total variation regularization	10
Structured multifractal scaling of the principal cryptocurrencies: Examination using a self‐explainable machine learning	10
Stock market as a nowcasting indicator for real investment	10
The effects of governance quality on renewable and nonrenewable energy consumption: An explainable decision frame	10
	10
Enhancing credit risk prediction based on ensemble tree‐based feature transformation and logistic regression	10
Modeling and Forecasting Stochastic Seasonality: Are Seasonal Autoregressive Integrated Moving Average Models Always the Best Choice?	10
Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model	10
Stochastic configuration network based on improved whale optimization algorithm for nonstationary time series prediction	10
	10
Issue Information	10
Analysis of the relevance of sentiment data for the prediction of excess returns in a multiasset framework	9
Credit card loss forecasting: Some lessons from COVID	9
Probabilistic electricity price forecasting based on penalized temporal fusion transformer	9
Forecasting volatility with investor pessimism index: Exploring the predictive power of search queries	9
The benefit of the Covid‐19 pandemic on global temperature projections	9
Using shapely values to define subgroups of forecasts for combining	9
The effects of shocks to interest rate expectations in the euro area: Estimates at the country level	9
Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression	9
Forecasting healthcare service volumes with machine learning algorithms	9

Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS	9
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach	8
A deep learning model for online doctor rating prediction	8
A review of artificial intelligence quality in forecasting asset prices	8
Issue Information	8
Long‐term forecasting of maritime economics index using time‐series decomposition and two‐stage attention	8
Mixed membership nearest neighbor model with feature difference	8
European Union Allowance price forecasting with Multidimensional Uncertainties: A TCN‐iTransformer Approach for Interval Estimation	8
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?	8
Modeling credit risk with a multi‐stage hybrid model: An alternative statistical approach	8
The influence of policy uncertainty on exchange rate forecasting	8
Effective multi‐step ahead container throughput forecasting under the complex context	8
Research on occupant injury severity prediction of autonomous vehicles based on transfer learning	8
Using a machine learning approach and big data to augment WASDE forecasts: Empirical evidence from US corn yield	8
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?	8
Issue Information	8
	7
A Dynamic Fuzzy Modeling Method for Interval Time Series and Applications in Range‐Based Volatility Prediction	7
Forecasting food price inflation during global crises	7
Forecasting the 2020 and 2024 U.S. presidential elections	7
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model	7
Estimation of Constrained Factor Models for High‐Dimensional Time Series	7
Modeling Volatility Dynamics in Emerging Markets: Novel Evidence From Large Set of Predictors	7
	7
Scaling‐Aware Rating of Poisson‐Limited Demand Forecasts	6
Issue Information	6
Corporate financial distress prediction in a transition economy	6
Climate Change Risk and Financial Market Response: An International Evidence From Performance Forecasts by Financial Analysts	6
Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion	6
Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam	6
Innovative Techniques to Predict Churn in the French Insurance Industry: Integration of Machine Learning With the Grabit Model	6
A Novel Approach to Forecasting After Large Forecast Errors	6
Forecasting nonperforming loans using machine learning	6
Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country	6
Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter	6
On the Optimal Selection of Time‐Lag Embedding Dimension for Deep Learning Approaches in Financial Forecasting With Big Data	6
Issue Information	6
A Novel Multiclass Imbalance Classification Framework With Dynamic Evidential Fusion for Credit Rating	6
	6
Forecasting energy prices: Quantile‐based risk models	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
Measuring the advantages of contemporaneous aggregation in forecasting	6
Extensions of the Lee–Carter model to project the data‐driven rotation of age‐specific mortality decline and forecast coherent mortality rates	6
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability	6
Data patterns that reliably precede US recessions	5
Structural and predictive analyses with a mixed copula‐based vector autoregression model	5
Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire	5
Forecasting realized volatility of Bitcoin: The informative role of price duration	5
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating	5
Forecasting the containerized freight index with AIS data: A novel information combination method based on gray incidence analysis	5
Do search queries predict violence against women? A forecasting model based on Google Trends	5
Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques	5
Forecasting the different influencing factors of household food waste behavior in China under the COVID‐19 pandemic	5
Forecasting the high‐frequency volatility based on the LSTM‐HIT model	5
The battle of the factors: Macroeconomic variables or investor sentiment?	5
Variable selection for classification and forecasting of the family firm's socioemotional wealth	5
Taming Data‐Driven Probability Distributions	5
Fire Prediction and Risk Identification With Interpretable Machine Learning	5
Assessing the economy using faster indicators	5
	5
Combined water quality forecasting system based on multiobjective optimization and improved data decomposition integration strategy	5
Comparison of improved relevance vector machines for streamflow predictions	5
	5
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework	5