Citation analysis for Journal of Forecasting / John Wiley & Sons, Ltd.

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.6

5 Years IF

0.72

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.1	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.11	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.2	0	0	0	0	0		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.1
1997	0	0.23	0	0	0	0	0		2	0		0			0		0	0.1
1998	0	0.27	0	0	0	0	0		3	0		0			0		0	0.12
1999	0	0.29	0	0	0	0	0		7	0		0			0		0	0.14
2000	0	0.34	0	0	0	0	0		8	0		0			0		0	0.15
2001	0	0.36	0.29	0	38	38	477	7	19	0		0			0	7	0.18	0.16
2002	0.32	0.4	0.32	0.32	31	69	229	16	41	38	12	38	12		0	4	0.13	0.21
2003	0.41	0.41	0.45	0.41	28	97	329	38	85	69	28	69	28		0	8	0.29	0.2
2004	0.27	0.46	0.34	0.34	35	132	817	43	130	59	16	97	33		0	7	0.2	0.21
2005	0.84	0.47	0.72	0.73	32	164	339	113	248	63	53	132	96		0	8	0.25	0.22
2006	0.48	0.47	0.53	0.51	33	197	365	101	353	67	32	164	84		0	6	0.18	0.21
2007	0.54	0.42	0.69	0.64	32	229	276	156	512	65	35	159	101		0	1	0.03	0.19
2008	0.58	0.45	0.85	0.69	41	270	912	225	741	65	38	160	110		0	25	0.61	0.21
2009	1.33	0.44	1.1	1.11	43	313	353	338	1085	73	97	173	192		0	6	0.14	0.21
2010	0.9	0.44	0.91	0.8	40	353	476	310	1405	84	76	181	145		0	23	0.58	0.18
2011	1	0.46	0.99	0.87	36	389	339	376	1789	83	83	189	165		0	11	0.31	0.21
2012	0.87	0.47	0.89	0.73	39	428	200	364	2168	76	66	192	140		0	7	0.18	0.19
2013	0.84	0.53	1.13	1.06	56	484	409	545	2717	75	63	199	210		0	35	0.63	0.22
2014	0.72	0.55	1.03	0.89	43	527	230	540	3261	95	68	214	191		0	21	0.49	0.21
2015	0.77	0.55	0.91	0.91	44	571	164	521	3782	99	76	214	194		0	11	0.25	0.21
2016	0.64	0.56	0.9	0.72	40	611	105	547	4330	87	56	218	157		0	7	0.18	0.2
2017	0.75	0.58	0.9	0.77	67	678	69	610	4940	84	63	222	171		0	1	0.01	0.21
2018	0.48	0.7	0.8	0.72	54	732	61	583	5523	107	51	250	179		0	6	0.11	0.28
2019	0.6	0.88	0.88	0.72	54	786	23	695	6218	121	72	248	178		0	21	0.39	0.33

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2004	Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430. Full description at Econpapers \|\| Download paper	408
2	2008	Forecasting with panel data. (2008). Baltagi, Badi. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173. Full description at Econpapers \|\| Download paper	303
3	2013	Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003â2008?. (2013). Kilian, Lutz ; Hicks, Bruce . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:385-394. Full description at Econpapers \|\| Download paper	137
4	2008	Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data. (2008). Diron, Marie. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390. Full description at Econpapers \|\| Download paper	106
5	2007	Forecasting German GDP using alternative factor models based on large datasets. (2007). Schumacher, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302. Full description at Econpapers \|\| Download paper	104
6	2011	Forecasting private consumption: surveyâbased indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578. Full description at Econpapers \|\| Download paper	96
7	2001	Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order.. (2001). Kilian, Lutz. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79. Full description at Econpapers \|\| Download paper	95
8	2008	How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265. Full description at Econpapers \|\| Download paper	91
9	2008	Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model. (2008). McAleer, Michael ; da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19. Full description at Econpapers \|\| Download paper	89
10	2008	Single-index and portfolio models for forecasting value-at-risk thresholds. (2008). McAleer, Michael ; da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235. Full description at Econpapers \|\| Download paper	87
11	2010	Combining inflation density forecasts. (2010). Ravazzolo, Francesco ; Kascha, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250. Full description at Econpapers \|\| Download paper	86
12	2008	Scalar BEKK and indirect DCC. (2008). McAleer, Michael ; Caporin, Massimiliano. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549. Full description at Econpapers \|\| Download paper	81
13	2006	Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÄlu, Burak ; Lee, Tae Hwy ; Bao, Yong. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128. Full description at Econpapers \|\| Download paper	81
14	2005	Forecasting recessions using the yield curve. (2005). Potter, Simon ; Chauvet, Marcelle. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103. Full description at Econpapers \|\| Download paper	77
15	2001	Evaluating the Predictive Accuracy of Volatility Models.. (2001). Lopez, Jose. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109. Full description at Econpapers \|\| Download paper	76
16	2009	Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, AntÃÂ³nio ; RÃÂ¼nstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C.. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611. Full description at Econpapers \|\| Download paper	69
17	2004	Vector smooth transition regression models for US GDP and the composite index of leading indicators. (2004). Camacho, Maximo. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196. Full description at Econpapers \|\| Download paper	69
18	2010	Dynamic probit models and financial variables in recession forecasting. (2010). Nyberg, Henri. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230. Full description at Econpapers \|\| Download paper	67
19	2006	Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152. Full description at Econpapers \|\| Download paper	67
20	2004	Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation. (2004). Rajaguru, Gulasekaran ; Abeysinghe, Tilak. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447. Full description at Econpapers \|\| Download paper	66
21	2010	Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; DarnÃÂ©, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144. Full description at Econpapers \|\| Download paper	62
22	2003	Volatility forecasting for risk management. (2003). Brooks, Chris ; Persand, Gita . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22. Full description at Econpapers \|\| Download paper	60
23	2003	Selection of Value-at-Risk models. (2003). Thomas, Susan ; Shah, Ajay. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358. Full description at Econpapers \|\| Download paper	52
24	2001	Forecasting with k-Factor Gegenbauer Processes: Theory and Applications.. (2001). GUEGAN, Dominique ; Ferrara, Laurent. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601. Full description at Econpapers \|\| Download paper	51
25	2004	Forecasting football results and the efficiency of fixed-odds betting. (2004). Goddard, John ; ASIMAKOPOULOS, IOANNIS. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66. Full description at Econpapers \|\| Download paper	50
26	2002	A Threshold Stochastic Volatility Model.. (2002). Lam, K ; Li, W K ; So, Mike K P, . In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500. Full description at Econpapers \|\| Download paper	47
27	2014	Hierarchical Shrinkage in TimeâVarying Parameter Models. (2014). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94. Full description at Econpapers \|\| Download paper	45
28	2007	The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Golinelli, Roberto ; Parigi, Giuseppe . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94. Full description at Econpapers \|\| Download paper	42
29	2003	From forecasting to foresight processes-new participative foresight activities in Germany. (2003). Cuhls, Kerstin . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:2-3:p:93-111. Full description at Econpapers \|\| Download paper	40
30	2013	The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCHâMIDAS Approach. (2013). Asgharian, Hossein ; Hou, Aijun ; Javed, Farrukh . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:600-612. Full description at Econpapers \|\| Download paper	38
31	2002	The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison.. (2002). Marrocu, Emanuela ; Boero, Gianna. In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:513-42. Full description at Econpapers \|\| Download paper	38
32	2009	Forecasting US inflation by Bayesian model averaging. (2009). Wright, Jonathan. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144. Full description at Econpapers \|\| Download paper	37
33	2001	A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate.. (2001). Brooks, Chris. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43. Full description at Econpapers \|\| Download paper	36
34	2004	Can out-of-sample forecast comparisons help prevent overfitting?. (2004). Clark, Todd. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:115-139. Full description at Econpapers \|\| Download paper	36
35	2007	Forecasting the price of crude oil via convenience yield predictions. (2007). Knetsch, Thomas. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:7:p:527-549. Full description at Econpapers \|\| Download paper	35
36	2010	Do experts adjustments on model-based SKU-level forecasts improve forecast quality?. (2010). Franses, Philip Hans ; Legerstee, Rianne . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:3:p:331-340. Full description at Econpapers \|\| Download paper	33
37	2011	Bootstrap prediction bands for forecast paths from vector autoregressive models. (2011). Staszewska-Bystrova, Anna ; StaszewskaBystrova, Anna . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:721-735. Full description at Econpapers \|\| Download paper	33
38	2006	The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices. (2006). Davis, Donna F. ; MCCARTHY, TERESA M. ; Golicic, Susan L. ; Mentzer, John T.. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:5:p:303-324. Full description at Econpapers \|\| Download paper	32
39	2006	Building neural network models for time series: a statistical approach. (2006). TerÃÂ¤svirta, Timo ; Medeiros, Marcelo ; Rech, Gianluigi . In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75. Full description at Econpapers \|\| Download paper	30
40	2004	Finding good predictors for inflation: a Bayesian model averaging approach. (2004). Karlsson, Sune ; Jacobson, Tor. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:7:p:479-496. Full description at Econpapers \|\| Download paper	30
41	2009	Sports forecasting: a comparison of the forecast accuracy of prediction markets, betting odds and tipsters. (2009). Spann, Martin ; Skiera, Bernd. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:1:p:55-72. Full description at Econpapers \|\| Download paper	30
42	2012	The Role of Financial Variables in predicting economic activity. (2012). Lombardi, Marco ; Fornari, Fabio ; Espinoza, Raphael. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:15-46. Full description at Econpapers \|\| Download paper	29
43	2010	Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights. (2010). Verbeek, Marno ; van Dijk, Herman ; Ravazzolo, Francesco ; Kleijn, Richard ; Hoogerheide, Lennart. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:251-269. Full description at Econpapers \|\| Download paper	28
44	2008	Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies. (2008). Nam, Chae Woo ; Kim, Tong Suk ; Park, Nam Jung ; Lee, Hoe Kyung . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:493-506. Full description at Econpapers \|\| Download paper	28
45	2010	Survey data as coincident or leading indicators. (2010). Proietti, Tommaso ; Marcellino, Massimiliano ; Frale, Cecilia ; Mazzi, Gian Luigi . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:109-131. Full description at Econpapers \|\| Download paper	27
46	2005	Prediction intervals for exponential smoothing using two new classes of state space models. (2005). Snyder, Ralph ; Ord, Keith ; Hyndman, Rob ; Koehler, Anne B.. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:1:p:17-37. Full description at Econpapers \|\| Download paper	26
47	2011	Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK. (2011). Labhard, Vincent ; Caggiano, Giovanni ; Kapetanios, George. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:736-752. Full description at Econpapers \|\| Download paper	26
48	2001	Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection.. (2001). Swanson, Norman ; Zeng, Tian . In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:6:p:425-40. Full description at Econpapers \|\| Download paper	26
49	2005	Nowcasting quarterly GDP growth in a monthly coincident indicator model. (2005). Nunes, Luis. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:8:p:575-592. Full description at Econpapers \|\| Download paper	25
50	2011	Flow of conjunctural information and forecast of euro area economic activity. (2011). Heinisch, Katja ; Drechsel, Katja ; Maurin, Laurent . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:3:p:336-354. Full description at Econpapers \|\| Download paper	25

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2008	Forecasting with panel data. (2008). Baltagi, Badi. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173. Full description at Econpapers \|\| Download paper	128
2	2004	Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430. Full description at Econpapers \|\| Download paper	77
3			38
4	2011	Forecasting private consumption: surveyâbased indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578. Full description at Econpapers \|\| Download paper	28
5			23
6			23
7	2010	Combining inflation density forecasts. (2010). Ravazzolo, Francesco ; Kascha, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250. Full description at Econpapers \|\| Download paper	16
8	2006	Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152. Full description at Econpapers \|\| Download paper	16
9	2007	Forecasting German GDP using alternative factor models based on large datasets. (2007). Schumacher, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302. Full description at Econpapers \|\| Download paper	15
10			14
11	2009	Sports forecasting: a comparison of the forecast accuracy of prediction markets, betting odds and tipsters. (2009). Spann, Martin ; Skiera, Bernd. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:1:p:55-72. Full description at Econpapers \|\| Download paper	14
12			14
13			13
14	2008	How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265. Full description at Econpapers \|\| Download paper	13
15	2004	Forecasting football results and the efficiency of fixed-odds betting. (2004). Goddard, John ; ASIMAKOPOULOS, IOANNIS. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66. Full description at Econpapers \|\| Download paper	13
16	2010	Dynamic probit models and financial variables in recession forecasting. (2010). Nyberg, Henri. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230. Full description at Econpapers \|\| Download paper	13
17	2001	Evaluating the Predictive Accuracy of Volatility Models.. (2001). Lopez, Jose. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109. Full description at Econpapers \|\| Download paper	12
18	2003	Selection of Value-at-Risk models. (2003). Thomas, Susan ; Shah, Ajay. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358. Full description at Econpapers \|\| Download paper	12
19	2009	Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, AntÃÂ³nio ; RÃÂ¼nstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C.. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611. Full description at Econpapers \|\| Download paper	11
20			11
21	2005	Forecasting recessions using the yield curve. (2005). Potter, Simon ; Chauvet, Marcelle. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103. Full description at Econpapers \|\| Download paper	11
22	2004	Vector smooth transition regression models for US GDP and the composite index of leading indicators. (2004). Camacho, Maximo. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196. Full description at Econpapers \|\| Download paper	11
23	2009	Forecasting US inflation by Bayesian model averaging. (2009). Wright, Jonathan. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144. Full description at Econpapers \|\| Download paper	10
24	2008	Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data. (2008). Diron, Marie. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390. Full description at Econpapers \|\| Download paper	10
25			9
26	2011	Particle filters and Bayesian inference in financial econometrics. (2011). Lopes, Hedibert F. ; Tsay, Ruey S.. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:1:p:168-209. Full description at Econpapers \|\| Download paper	9
27			9
28			9
29			9
30	2009	How efficient is the European football betting market? Evidence from arbitrage and trading strategies. (2009). Vlastakis, Nikolaos ; Markellos, Raphael ; Dotsis, George. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:5:p:426-444. Full description at Econpapers \|\| Download paper	9
31	2010	Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights. (2010). Verbeek, Marno ; van Dijk, Herman ; Ravazzolo, Francesco ; Kleijn, Richard ; Hoogerheide, Lennart. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:251-269. Full description at Econpapers \|\| Download paper	9
32			8
33	2003	From forecasting to foresight processes-new participative foresight activities in Germany. (2003). Cuhls, Kerstin . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:2-3:p:93-111. Full description at Econpapers \|\| Download paper	8
34	2010	Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; DarnÃÂ©, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144. Full description at Econpapers \|\| Download paper	8
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36	2011	A wavelet approach for factorâaugmented forecasting. (2011). Rua, AntÃÂ³nio. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:7:p:666-678. Full description at Econpapers \|\| Download paper	8
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41	2006	The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices. (2006). Davis, Donna F. ; MCCARTHY, TERESA M. ; Golicic, Susan L. ; Mentzer, John T.. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:5:p:303-324. Full description at Econpapers \|\| Download paper	8
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44	2006	Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÄlu, Burak ; Lee, Tae Hwy ; Bao, Yong. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128. Full description at Econpapers \|\| Download paper	7
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49	2010	Business failure prediction using decision trees. (2010). Gepp, Adrian ; Bhattacharya, Sukanto ; Kumar, Kuldeep. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:6:p:536-555. Full description at Econpapers \|\| Download paper	7
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Citing documents used to compute impact factor: 72

Year	Title
2019	Biased Forecasts to Affect Voting Decisions? The Brexit Case. (2019). Reslow, AndrÃÂ© ; Cipullo, Davide. In: Working Paper Series. RePEc:hhs:uunewp:2019_004. Full description at Econpapers \|\| Download paper
2019	Biased Forecasts to Affect Voting Decisions? The Brexit Case. (2019). Reslow, AndrÃÂ© ; Cipullo, Davide. In: Working Paper Series. RePEc:hhs:rbnkwp:0364. Full description at Econpapers \|\| Download paper
2019	An analysis of the Eurosystem/ECB projections. (2019). Lambrias, Kyriacos ; Kontogeorgos, Georgios. In: Working Paper Series. RePEc:ecb:ecbwps:20192291. Full description at Econpapers \|\| Download paper
2019	Inefficient Use of Competitorsâ Forecasts?. (2019). Reslow, AndrÃÂ©. In: Working Paper Series. RePEc:hhs:uunewp:2019_009. Full description at Econpapers \|\| Download paper
2019	Inefficient Use of CompetitorsForecasts?. (2019). Reslow, Andre. In: Working Paper Series. RePEc:hhs:rbnkwp:0380. Full description at Econpapers \|\| Download paper
2019	Efficiency of online football betting markets. (2019). De Angelis, Luca ; Angelini, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:712-721. Full description at Econpapers \|\| Download paper
2019	Forecasting football match results in national league competitions using score-driven time series models. (2019). Lit, Rutger ; Koopman, Siem Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:797-809. Full description at Econpapers \|\| Download paper
2019	Algorithm appreciation: People prefer algorithmic to human judgment. (2019). Moore, Don A ; Minson, Julia A ; Logg, Jennifer M. In: Organizational Behavior and Human Decision Processes. RePEc:eee:jobhdp:v:151:y:2019:i:c:p:90-103. Full description at Econpapers \|\| Download paper
2019	Does Business Confidence Matter for Investment?. (2019). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13. Full description at Econpapers \|\| Download paper
2019	Predicting recessions: financial cycle versus term spread. (2019). Author, Dora Xia ; Drehmann, Mathias ; Borio, Claudio. In: BIS Working Papers. RePEc:bis:biswps:818. Full description at Econpapers \|\| Download paper
2019	Negative house price co-movements and US recessions. (2019). Eriksen, Jonas ; Christiansen, Charlotte ; Moller, Stig V. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:77:y:2019:i:c:p:382-394. Full description at Econpapers \|\| Download paper
2019	Forecasting recessions with time-varying models. (2019). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070419300758. Full description at Econpapers \|\| Download paper
2019	Business Cycle Narratives. (2019). Thorsrud, Leif ; Larsen, Vegard. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7468. Full description at Econpapers \|\| Download paper
2019	Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146. Full description at Econpapers \|\| Download paper
2019	Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets. (2019). Li, Weiping ; Teng, Yuxin ; Qiao, Gaoxiu ; Liu, Wenwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:133-151. Full description at Econpapers \|\| Download paper
2019	Do spot food commodity and oil prices predict futures prices?. (2019). Riabko, Natalija ; Cartwright, Phillip A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0746-1. Full description at Econpapers \|\| Download paper
2019	Forecasting Realized Volatility of Agricultural Commodities. (2019). Walther, Thomas ; Filis, George ; Degiannakis, Stavros ; Klein, Tony. In: MPRA Paper. RePEc:pra:mprapa:96267. Full description at Econpapers \|\| Download paper
2019	A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data. (2019). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201978. Full description at Econpapers \|\| Download paper
2019	Forecasting Realized Volatility: The role of implied volatility, leverage effect, overnight returns and volatility of realized volatility. (2019). Tsakou, Katerina ; McMillan, David ; Kambouroudis, Dimos. In: Working Papers. RePEc:swn:wpaper:2019-03. Full description at Econpapers \|\| Download paper
2019	Geopolitical risk and oil volatility: A new insight. (2019). Liu, Jing ; Zhang, Yaojie ; Tang, Yingkai ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303433. Full description at Econpapers \|\| Download paper
2019	A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing. (2019). Keane, John ; Zeng, Xiao-Jun ; Yau, Jeffrey ; Dawson, Paula ; Fons, Elizabeth. In: Papers. RePEc:arx:papers:1902.10849. Full description at Econpapers \|\| Download paper
2019	Greedy Gaussian segmentation of multivariate time series. (2019). Boyd, Stephen ; Nystrup, Peter ; Hallac, David. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:3:d:10.1007_s11634-018-0335-0. Full description at Econpapers \|\| Download paper
2019	Multi-period portfolio selection with drawdown control. (2019). Lindstrom, Erik ; Boyd, Stephen ; Nystrup, Peter ; Madsen, Henrik. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2947-3. Full description at Econpapers \|\| Download paper
2019	Structural changes in large economic datasets: A nonparametric homogeneity test. (2019). Costola, Michele ; Casarin, Roberto. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:55-59. Full description at Econpapers \|\| Download paper
2019	Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis. (2019). GUPTA, RANGAN ; Torrent, Hudson S ; Suleman, Tahir ; Caldeira, Joao F. In: Working Papers. RePEc:pre:wpaper:201911. Full description at Econpapers \|\| Download paper
2019	Forecasting sales in the supply chain: Consumer analytics in the big data era. (2019). Boone, Tonya ; Sanders, Nada R ; Jain, Aditya ; Ganeshan, Ram. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:170-180. Full description at Econpapers \|\| Download paper
2019	Improved EEMD-based crude oil price forecasting using LSTM networks. (2019). Wu, Yu-Xi ; Zhu, Jia-Qi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:114-124. Full description at Econpapers \|\| Download paper
2019	Artificial neural networks in freight rate forecasting. (2019). Mehmed, Esin Erol ; Yang, Zaili. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:21:y:2019:i:3:d:10.1057_s41278-019-00121-x. Full description at Econpapers \|\| Download paper
2019	Chinese Currency Exchange Rates Forecasting with EMD-Based Neural Network. (2019). Jiang, Chonghui ; Du, Jiangze ; Wang, Jying-Nan ; Lai, Kin-Keung . In: Complexity. RePEc:hin:complx:7458961. Full description at Econpapers \|\| Download paper
2019	An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction. (2019). Wei, Yi-Ming ; Chu, Xianghua ; Li, LI ; He, Huangda ; Xie, Kangqiang ; Qin, Quande ; Wu, Teresa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:402-414. Full description at Econpapers \|\| Download paper
2019	How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch. (2019). Salisu, Afees ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201946. Full description at Econpapers \|\| Download paper
2019	House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Andrew. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/067. Full description at Econpapers \|\| Download paper
2019	House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Andrew. In: Working Papers. RePEc:exs:wpaper:19/067. Full description at Econpapers \|\| Download paper
2019	House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Uju V. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/067. Full description at Econpapers \|\| Download paper
2019	Forecasting downside risk in Chinaâs stock market based on high-frequency data. (2019). Xie, Nan ; Gong, XU ; Chen, Sicen ; Wang, Zongrun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:530-541. Full description at Econpapers \|\| Download paper
2019	Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi . In: Energy. RePEc:eee:energy:v:177:y:2019:i:c:p:476-486. Full description at Econpapers \|\| Download paper
2019	Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets. (2019). Ma, Feng ; Chen, Yixiang ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:52-62. Full description at Econpapers \|\| Download paper
2019	Forecasting oil price volatility: Forecast combination versus shrinkage method. (2019). Wei, YU ; Zhang, Yaojie ; Jin, Daxiang. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:423-433. Full description at Econpapers \|\| Download paper
2019	Measuring the connectedness of European electricity markets using the network topology of variance decompositions. (2019). Fang, Libing ; Peng, Xuerong ; Yang, YE ; Xiao, Binqing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313172. Full description at Econpapers \|\| Download paper
2019	Fedâs Unconventional Monetary Policy and Risk Spillover in the US Financial Markets. (2019). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-47.pdf. Full description at Econpapers \|\| Download paper
2019	Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices. (2019). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:57-:d:220488. Full description at Econpapers \|\| Download paper
2019	Demand forecasting with user-generated online information. (2019). Schaer, Oliver ; Fildes, Robert ; Kourentzes, Nikolaos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:197-212. Full description at Econpapers \|\| Download paper
2019	Googling Fashion: Forecasting Fashion Consumer Behaviour Using Google Trends. (2019). Silva, Emmanuel Sirimal ; Gee, Liz ; Madsen, Dag Oivind ; Hassani, Hossein. In: Social Sciences. RePEc:gam:jscscx:v:8:y:2019:i:4:p:111-:d:219992. Full description at Econpapers \|\| Download paper
2019	Impact of Behavioural Attention on the Householdsâ Foreign Currency Savings as a Response to the External Macroeconomic Shocks. (2019). Korab, Petr ; Kapounek, Svatopluk ; Deltuvaite, Vilma. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2019:y:2019:i:2:id:690:p:155-177. Full description at Econpapers \|\| Download paper
2019	Financial attention and the demand for information. (2019). Zouabi, Maher ; Qadan, Mahmoud. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:82:y:2019:i:c:s2214804319300874. Full description at Econpapers \|\| Download paper
2019	Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review. (2019). Sathye, Milind ; Liu, Shuangzhe ; Ma, Tiefeng ; Sun, Ruili. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:48-:d:216804. Full description at Econpapers \|\| Download paper
2019	Portfolio strategy of International crude oil markets: A study based on multiwavelet denoising-integration MF-DCCA method. (2019). Dai, Yimin ; Wei, YU ; Tang, Yong ; Zhu, Pengfei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119314414. Full description at Econpapers \|\| Download paper
2019	The role of the worldâs major steel markets in price spillover networks: an analysis based on complex network motifs. (2019). Guan, Jianhe ; Li, Huajiao ; Liu, Yanxin ; Qi, Yajie. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-019-00261-6. Full description at Econpapers \|\| Download paper
2019	Forecasting cryptocurrencies under model and parameter instability. (2019). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:485-501. Full description at Econpapers \|\| Download paper
2019	Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599. Full description at Econpapers \|\| Download paper
2019	A bootstrap-based KPSS test for functional time series. (2019). Pun, Chi Seng ; Chen, Yichao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18306146. Full description at Econpapers \|\| Download paper
2019	Time-varying effects of international copper price shocks on Chinas producer price index. (2019). Hu, Chunyan ; Zhao, Cong ; Wen, Fenghua. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:507-514. Full description at Econpapers \|\| Download paper
2019	Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect. (2019). Gong, XU ; Yang, Cai ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:548-563. Full description at Econpapers \|\| Download paper
2019	International market power analysis of Chinaâs tungsten export market -- from the perspective of tungsten export policies. (2019). Li, Xinyuan ; Zhu, Xuehong ; Huang, Jianbai ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:643-652. Full description at Econpapers \|\| Download paper
2019	Time-varying international market power for the Chinese iron ore markets. (2019). Guo, Yaoqi ; Zhang, Hongwei ; Zheng, Weihang ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420718306858. Full description at Econpapers \|\| Download paper
2019	Improving forecasts with the co-range dynamic conditional correlation model. (2019). Fiszeder, Piotr ; Fadziski, Marcin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301356. Full description at Econpapers \|\| Download paper
2019	Range-based DCC models for covariance and value-at-risk forecasting. (2019). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:58-76. Full description at Econpapers \|\| Download paper
2019	Regression Based Expected Shortfall Backtesting. (2019). Dimitriadis, Timo ; Bayer, Sebastian. In: Papers. RePEc:arx:papers:1801.04112. Full description at Econpapers \|\| Download paper
2019	Media coverage and immigration worries: Econometric evidence. (2019). Stadelmann, David ; Loretz, Simon ; Benesch, Christine ; Thomas, Tobias. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:160:y:2019:i:c:p:52-67. Full description at Econpapers \|\| Download paper
2019	Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values. (2019). Boudt, Kris ; Bluteau, Keven ; Ardia, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1370-1386. Full description at Econpapers \|\| Download paper
2019	Today I got a million, tomorrow, I dont know: On the predictability of cryptocurrencies by means of Google search volume. (2019). Dimpfl, Thomas ; Bleher, Johannes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:147-159. Full description at Econpapers \|\| Download paper
2019	Understanding new productsâ market performance using Google Trends. (2019). Shi, Xiaohui ; Chumnumpan, Pattarin. In: Australasian marketing journal. RePEc:eee:aumajo:v:27:y:2019:i:2:p:91-103. Full description at Econpapers \|\| Download paper
2019	Multivariate realized volatility forecasts of agricultural commodity futures. (2019). Chen, Langnan ; Luo, Jiawen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:12:p:1565-1586. Full description at Econpapers \|\| Download paper
2019	Forecasting tourism demand with denoised neural networks. (2019). Huang, XU ; Heravi, Saeed ; Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:74:y:2019:i:c:p:134-154. Full description at Econpapers \|\| Download paper
2019	Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Rua, Antonio ; Hassani, Hossein. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1263-1272. Full description at Econpapers \|\| Download paper
2019	Stochastic modeling of currency exchange rates with novel validation techniques. (2019). Michalak, Anna ; Sikora, Grzegorz ; Wyomaska, Agnieszka ; Mita, Pawe ; Bielak, Ukasz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1202-1215. Full description at Econpapers \|\| Download paper
2019	Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2019). GUPTA, RANGAN ; Plakandaras, Vasilios. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:11:y:2019:i:1:p:152-165. Full description at Econpapers \|\| Download paper
2019	Feature Engineering for Mid-Price Prediction with Deep Learning. (2019). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Mirone, Giorgio ; Ntakaris, Adamantios. In: Papers. RePEc:arx:papers:1904.05384. Full description at Econpapers \|\| Download paper
2019	Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:192-201. Full description at Econpapers \|\| Download paper
2019	Forecasting Daily Crude Oil Prices Using Improved CEEMDAN and Ridge Regression-Based Predictors. (2019). He, Ting ; Wu, Jiang ; Li, Xinsheng ; Zhou, Yingrui. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:19:p:3603-:d:269322. Full description at Econpapers \|\| Download paper
2019	The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests. (2019). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:315-322. Full description at Econpapers \|\| Download paper
2019	Uncertainty as a Predictor of Economic Activity. (2019). Hengge, Martina. In: IHEID Working Papers. RePEc:gii:giihei:heidwp19-2019. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Predicting intraday jumps in stock prices using liquidity measures and technical indicators. (2019). Azencott, Robert ; Zhu, Hongliang ; Kong, AO. In: Papers. RePEc:arx:papers:1912.07165. Full description at Econpapers \|\| Download paper
2019	Forecasting significant stock price changes using neural networks. (2019). Kamalov, Firuz. In: Papers. RePEc:arx:papers:1912.08791. Full description at Econpapers \|\| Download paper
2019	Information interdependence among energy, cryptocurrency and major commodity markets. (2019). KriÅ¡toufek, Ladislav ; Ji, Qiang ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1042-1055. Full description at Econpapers \|\| Download paper
2019	Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches. (2019). Ma, Feng ; Zhang, Yaojie ; Wei, YU. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1109-1120. Full description at Econpapers \|\| Download paper
2019	Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets. (2019). Ma, Feng ; Chen, Yixiang ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:52-62. Full description at Econpapers \|\| Download paper
2019	Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ma, Yan-Ran ; Pan, Jiaofeng ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:536-544. Full description at Econpapers \|\| Download paper
2019	An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction. (2019). Wei, Yi-Ming ; Chu, Xianghua ; Li, LI ; He, Huangda ; Xie, Kangqiang ; Qin, Quande ; Wu, Teresa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:402-414. Full description at Econpapers \|\| Download paper
2019	The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets. (2019). Song, Yingjie ; Geng, Jiang-Bo ; Du, Ya-Juan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303597. Full description at Econpapers \|\| Download paper
2019	Forecasting stock returns with cycle-decomposed predictors. (2019). Ma, Feng ; Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:250-261. Full description at Econpapers \|\| Download paper
2019	Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?. (2019). Lin, Jia-Juan ; Zhang, Yue-Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919304387. Full description at Econpapers \|\| Download paper
2019	Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTCs disaggregated reports. (2019). Sun, Xiaolei ; Li, Jianping ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:420-425. Full description at Econpapers \|\| Download paper
2019	Global renewable energy development: Influencing factors, trend predictions and countermeasures. (2019). Gao, Guowei ; Wang, Chenglong ; Ji, Qiang ; Wei, Zhifei ; Xu, Xiaofeng. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:11. Full description at Econpapers \|\| Download paper
2019	Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis. (2019). Tiwari, Aviral ; Hatemi-J, Abdulnasser ; GUPTA, RANGAN ; Cunado, Juncal. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:51-55. Full description at Econpapers \|\| Download paper
2019	Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets. (2019). Å krinjariÄ, Tihana. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:59-:d:275379. Full description at Econpapers \|\| Download paper
2019	The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters. (2019). Bouri, Elie. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:118-:d:293243. Full description at Econpapers \|\| Download paper
2019	The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. (2019). Fantazzini, Dean ; Shangina, Tamara. In: MPRA Paper. RePEc:pra:mprapa:95992. Full description at Econpapers \|\| Download paper
2019	The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. (2019). Fantazzini, Dean ; Shangina, Tamara. In: Applied Econometrics. RePEc:ris:apltrx:0372. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	Volatility spillover shifts in global financial markets. (2018). Bensaida, Ahmed ; Abdallah, Oussama ; Litimi, Houda. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:343-353. Full description at Econpapers \|\| Download paper
2018	Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409. Full description at Econpapers \|\| Download paper
2018	Does US Economic Policy Uncertainty matter for European stock markets volatility?. (2018). Mei, Dexiang ; Hou, Wenjing ; Zhang, Yaojie ; Zeng, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:215-221. Full description at Econpapers \|\| Download paper
2018	Forecasting UK consumer price inflation using inflation forecasts. (2018). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:3:p:367-378. Full description at Econpapers \|\| Download paper
2018	Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?. (2018). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:201859. Full description at Econpapers \|\| Download paper
2018	Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201879. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Forecasting Oil Price Trends with Sentiment of Online News Articles. (2017). Li, Jian ; Yu, Lean ; Tang, Ling ; Xu, Huijuan. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:34:y:2017:i:02:n:s021759591740019x. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	ifo Konjunkturumfragen und Konjunkturanalyse: Band II. (2016). Nierhaus, Wolfgang ; Wollmershauser, Timo. In: ifo Forschungsberichte. RePEc:ces:ifofob:72. Full description at Econpapers \|\| Download paper
2016	Financial Cycles and Macroprudential and Monetary Policies. (2016). HlavÃ¡Äek, Michal ; BabeckÃÂ½, Jan ; Plasil, Miroslav ; Frait, Jan ; Malovana, Simona ; Kejak, Michal ; Mateju, Jakub ; Audzei, Volha ; Hlavac, Petr ; Seidler, Jakub . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb14/2. Full description at Econpapers \|\| Download paper
2016	Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair. (2016). Rossi, Giambattista ; Reade, J ; Rambaccussing, Dooruj ; Brown, Alasdair. In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:293. Full description at Econpapers \|\| Download paper
2016	Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model. (2016). Alonso-Garcia, J ; Devolder, P. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:224-236. Full description at Econpapers \|\| Download paper
2016	Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair. (2016). Rossi, Giambattista ; Reade, J ; Rambaccussing, Dooruj ; Brown, Alasdair. In: Working Papers. RePEc:gwc:wpaper:2016-002. Full description at Econpapers \|\| Download paper
2016	Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair. (2016). Rossi, Giambattista ; Reade, J ; Rambaccussing, Dooruj ; Brown, Alasdair. In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2016-01. Full description at Econpapers \|\| Download paper
2016	Data generation processes and statistical management of interval data. (2016). Winker, Peter ; Blanco-Fernandez, Angela . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:100:y:2016:i:4:d:10.1007_s10182-016-0274-z. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	International Journal of Forecasting / Elsevier	67	239
2	MPRA Paper / University Library of Munich, Germany	90	189
3	Empirical Economics / Springer	56	90
4	Economic Modelling / Elsevier	58	88
5	Papers / arXiv.org	54	86
6	Working Papers of the African Governance and Development Institute. / African Governance and Development Institute.	40	75
7	Energy Economics / Elsevier	118	72
8	Research Africa Network Working Papers / Research Africa Network (RAN)	17	71
9	Physica A: Statistical Mechanics and its Applications / Elsevier	54	61
10	International Review of Economics & Finance / Elsevier	40	39
11	European Journal of Operational Research / Elsevier	91	37