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International Journal of Forecasting / Elsevier

Citation Profile [Updated: 2026-07-12 11:58:33]
5 Years H Index
96
Impact Factor (IF)
0.32
5 Years IF
0.44
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 0.01 0.1 0.24 0.03 75 75 568 17 18 186 2 362 10 0 5 0.07 0.05
1991 0.02 0.11 0.15 0.04 62 137 392 21 39 172 3 398 14 0 0 0.06
1992 0.04 0.12 0.11 0.04 90 227 1402 23 63 137 5 383 15 0 0 0.06
1993 0.05 0.13 0.09 0.03 79 306 901 28 92 152 7 413 13 0 0 0.06
1994 0.02 0.14 0.08 0.05 70 376 539 28 123 169 4 403 20 0 2 0.03 0.07
1995 0.08 0.22 0.32 0.1 61 437 609 136 261 149 12 376 39 80 58.8 9 0.15 0.1
1996 0.15 0.25 0.4 0.16 65 502 467 195 461 131 20 362 57 96 49.2 2 0.03 0.11
1997 0.11 0.24 0.3 0.16 67 569 1896 163 630 126 14 365 57 56 34.4 11 0.16 0.11
1998 0.1 0.28 0.39 0.16 35 604 1026 232 867 132 13 342 56 66 28.4 1 0.03 0.13
1999 0.31 0.3 0.55 0.23 39 643 852 350 1218 102 32 298 69 63 18 6 0.15 0.14
2000 0.41 0.34 0.4 0.27 59 702 1638 280 1500 74 30 267 73 83 29.6 6 0.1 0.16
2001 0.32 0.38 0.39 0.32 45 747 728 289 1793 98 31 265 84 72 24.9 16 0.36 0.17
2002 0.34 0.39 0.42 0.41 58 805 807 334 2130 104 35 245 101 88 26.3 34 0.59 0.21
2003 0.52 0.43 0.63 0.53 81 886 1069 539 2691 103 54 236 125 159 29.5 15 0.19 0.21
2004 0.44 0.47 0.6 0.49 69 955 1919 562 3261 139 61 282 139 97 17.3 29 0.42 0.21
2005 0.53 0.51 0.89 0.54 67 1022 1842 907 4169 150 80 312 169 112 12.3 28 0.42 0.23
2006 0.72 0.5 1.01 0.57 63 1085 2508 1093 5269 136 98 320 182 504 46.1 24 0.38 0.22
2007 0.88 0.44 0.79 0.61 63 1148 1271 909 6180 130 115 338 207 146 16.1 39 0.62 0.2
2008 1.17 0.47 0.86 0.86 64 1212 1876 1033 7219 126 147 343 295 146 14.1 43 0.67 0.22
2009 0.91 0.46 0.84 0.94 72 1284 1548 1071 8299 127 116 326 305 110 10.3 43 0.6 0.23
2010 1.04 0.46 0.84 0.94 75 1359 1212 1137 9447 136 141 329 309 141 12.4 13 0.17 0.2
2011 1.09 0.5 1.16 1.07 148 1507 2001 1741 11202 147 160 337 362 459 26.4 141 0.95 0.23
2012 0.69 0.5 0.97 0.83 64 1571 4164 1516 12728 223 153 422 351 96 6.3 39 0.61 0.21
2013 0.92 0.53 1.11 1 56 1627 1231 1792 14532 212 196 423 424 194 10.8 40 0.71 0.23
2014 1.74 0.52 1.33 1.25 77 1704 2875 2263 16797 120 209 415 518 195 8.6 115 1.49 0.22
2015 1.94 0.52 1.34 1.23 81 1785 1404 2385 19186 133 258 420 518 244 10.2 79 0.98 0.22
2016 1.97 0.49 1.44 1.42 102 1887 2296 2716 21911 158 312 426 604 327 12 139 1.36 0.2
2017 1.51 0.51 1.37 1.71 76 1963 1425 2676 24596 183 277 380 649 281 10.5 51 0.67 0.2
2018 1.76 0.52 1.46 1.71 52 2015 1069 2912 27529 178 314 392 669 156 5.4 39 0.75 0.22
2019 1.91 0.53 1.72 1.89 128 2143 1661 3675 31212 128 244 388 735 494 13.4 87 0.68 0.21
2020 2.01 0.63 1.87 1.88 98 2241 1677 4173 35393 180 361 439 825 500 12 136 1.39 0.3
2021 1.92 0.72 1.81 1.92 101 2342 1097 4239 39634 226 435 456 874 357 8.4 108 1.07 0.26
2022 2.2 0.71 1.77 1.8 97 2439 696 4314 43951 199 437 455 819 656 15.2 114 1.18 0.21
2023 1.67 0.66 1.62 1.76 107 2546 571 4134 48086 198 330 476 840 520 12.6 78 0.73 0.19
2024 1.51 0.71 1.48 1.56 96 2642 226 3899 51985 204 309 531 827 352 9 47 0.49 0.21
2025 1.58 0.94 1.48 1.69 101 2743 44 4073 56058 203 320 499 844 391 9.6 28 0.28 0.27
2026 0.32 0.39 0.44 63 2806 0 1106 57164 197 63 502 223 74 6.7 0
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
#YearTitleCited
12012Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66.

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3215
21997Testing the equality of prediction mean squared errors. (1997). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291.

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1289
31986Forecasting with Bayesian vector autoregressions -- Five years of experience : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38. (1986). Litterman, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:2:y:1986:i:4:p:497-498c.

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832
42006Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688.

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821
51989Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583.

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733
62014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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626
71992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

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570
81998Forecasting with artificial neural networks:: The state of the art. (1998). Hu, Michael Y. ; Zhang, Guoqiang ; Patuwo, Eddy B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

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498
92000The M3-Competition: results, conclusions and implications. (2000). Makridakis, Spyros ; Hibon, Michele . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

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437
102010Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230.

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324
112002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Grose, Simone ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

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301
121999The Delphi technique as a forecasting tool: issues and analysis. (1999). Wright, George ; Rowe, Gene. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

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282
131992Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80.

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277
142014Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780.

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263
152016Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938.

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248
162007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

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241
172016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Fan, Shu ; Pinson, Pierre ; Zareipour, Hamidreza ; Troccoli, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

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232
182006Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545.

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232
192004Bridge models to forecast the euro area GDP. (2004). Parigi, giuseppe ; Golinelli, Roberto ; Baffigi, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460.

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228
201995Forecasting tourism demand: A review of empirical research. (1995). Witt, Stephen F.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475.

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218
212011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542.

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215
222000Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450.

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213
232011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542.

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209
24200625 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

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203
252008The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Ramnath, Sundaresh ; Rock, Steve ; Shane, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75.

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201
262020DeepAR: Probabilistic forecasting with autoregressive recurrent networks. (2020). Flunkert, Valentin ; Januschowski, Tim ; Gasthaus, Jan ; Salinas, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1181-1191.

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200
272005Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rangvid, Jesper ; Rapach, David E.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

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200
282006Judgmental forecasting: A review of progress over the last 25 years. (2006). Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus ; Onkal, Dilek. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

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193
292008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.

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193
302013Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121.

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193
312011Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Zhang, Zelin ; Joseph, Kissan ; Wintoki, Babajide M.. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127.

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190
322008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763.

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186
332009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Fildes, Robert ; Goodwin, Paul ; Lawrence, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

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184
342020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

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180
352005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier ; Conejo, Antonio J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

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172
362017The predictive power of Google searches in forecasting US unemployment. (2017). Marcucci, Juri ; D'Amuri, Francesco ; Damuri, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816.

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167
372004Efficient market hypothesis and forecasting. (2004). Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27.

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165
382009Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417.

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164
392004Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:5-10.

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162
402021Temporal Fusion Transformers for interpretable multi-horizon time series forecasting. (2021). Pfister, Tomas ; Arik, Sercan O ; Loeff, Nicolas ; Lim, Bryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1748-1764.

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159
412004Authors retrospective on Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:11-13.

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156
421993Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320.

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154
432008Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Karakatsani, Nektaria V. ; Bunn, Derek W.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785.

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153
442005The accuracy of intermittent demand estimates. (2005). Boylan, John E. ; Syntetos, Aris A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:303-314.

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148
451993Comments on Earnings forecasting research: its implications for capital markets research by L. Brown. (1993). Brown, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:331-335.

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147
462016The forecast combination puzzle: A simple theoretical explanation. (2016). Vasnev, Andrey ; Magnus, Jan ; Wang, Wendun ; Claeskens, Gerda. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762.

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145
471993Betting on trends: Intuitive forecasts of financial risk and return. (1993). De Bondt, Werner P. M., . In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:355-371.

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143
482001How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432.

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140
492009Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, Mohammad. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675.

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139
502015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2015). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:739-756.

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139
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12012Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66.

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607
22006Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688.

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94
32021Temporal Fusion Transformers for interpretable multi-horizon time series forecasting. (2021). Pfister, Tomas ; Arik, Sercan O ; Loeff, Nicolas ; Lim, Bryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1748-1764.

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92
42020DeepAR: Probabilistic forecasting with autoregressive recurrent networks. (2020). Flunkert, Valentin ; Januschowski, Tim ; Gasthaus, Jan ; Salinas, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1181-1191.

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77
51997Testing the equality of prediction mean squared errors. (1997). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291.

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65
62014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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60
71992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

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59
82022Forecasting: theory and practice. (2022). Thomakos, Dimitrios ; Shang, Han Lin ; Sermpinis, Georgios ; Rubaszek, Michał ; Reade, J ; Paccagnini, Alessia ; Martinez, Andrew ; Li, Feng ; Hendry, David ; Guidolin, Massimo ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Babai, Mohamed Zied ; Assimakopoulos, Vassilios ; Pedregal, Diego J ; Trapero, Juan Ramon ; Meeran, Sheik ; Koehler, Anne B ; Guseo, Renato ; Gunter, Ulrich ; Barrow, Devon K ; Pavia, Jose M ; de Baets, Shari ; Talagala, Priyanga Dilini ; Januschowski, Tim ; Frazier, David T ; Jeon, Jooyoung ; Hollyman, Ross ; Panagiotelis, Anastasios ; Petropoulos, Fotios ; Gilliland, Michael ; Thorarinsdottir, Thordis ; Boylan, John E ; Winkler, Robert L ; Yusupova, Alisa ; Ziel, Florian ; Pinson, Pierre ; Rapach, David E ; Ellison, Joanne ; Bessa, Ricardo J ; Dokumentov, Alexander ; Cyrino, Fernando Luiz ; Modis, Theodore ; Apiletti, Daniele ; Browell, Jethro ; Goodwin, Paul ; Kang, Yanfei ; Pedio, Manuela ; Kolassa, Stephan ; Carnevale, Claudio ; Ramos, Patricia ; Grushka-Cockayne, Yael ; Todini, Ezio ; Makridakis, Spyros ; Cordeiro, Clara ; Cirillo, Pasquale ; Wang, Xiaoqian ; Spiliotis, Evangelos ; Tashman, Len ; ben Taieb, Souhaib ; Bergmeir, Christoph ; Bijak, Jakub ; Kourentzes, Nikolaos ; Guo, Xiaojia ; Nikolopoulos, Konstantinos ; Leva, Sonia ; Rostami-Tabar, Bahman ; Panapakidis, Ioannis ; Harvey, Nigel ; Richmond, Victor ; Onkal, Dilek ; Litsiou, Konstantia ; Gonul, Sinan M ; Syntetos, Aris A. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:705-871.

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50
91998Forecasting with artificial neural networks:: The state of the art. (1998). Hu, Michael Y. ; Zhang, Guoqiang ; Patuwo, Eddy B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

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38
102020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

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37
112014Correlation dynamics and international diversification benefits. (2014). Jin, Xisong ; Errunza, Vihang ; Christoffersen, Peter ; Jacobs, Kris. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:807-824.

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37
122023Forecast combinations: An over 50-year review. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiaoqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

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33
132022M5 accuracy competition: Results, findings, and conclusions. (2022). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1346-1364.

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32
142009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Fildes, Robert ; Goodwin, Paul ; Lawrence, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

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26
151989Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583.

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26
162016Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938.

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172000Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450.

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182020The impact of sentiment and attention measures on stock market volatility. (2020). Ballinari, Daniele ; Audrino, Francesco ; Sigrist, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357.

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192021Recurrent Neural Networks for Time Series Forecasting: Current status and future directions. (2021). Bandara, Kasun ; Hewamalage, Hansika ; Bergmeir, Christoph. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:388-427.

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24
202020A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting. (2020). Smyl, Slawek. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:75-85.

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212000The M3-Competition: results, conclusions and implications. (2000). Makridakis, Spyros ; Hibon, Michele . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

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23
222014Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780.

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23
231999The Delphi technique as a forecasting tool: issues and analysis. (1999). Wright, George ; Rowe, Gene. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

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242010Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230.

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21
252013Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121.

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262016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Fan, Shu ; Pinson, Pierre ; Zareipour, Hamidreza ; Troccoli, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

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20
272006Judgmental forecasting: A review of progress over the last 25 years. (2006). Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus ; Onkal, Dilek. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

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282016The forecast combination puzzle: A simple theoretical explanation. (2016). Vasnev, Andrey ; Magnus, Jan ; Wang, Wendun ; Claeskens, Gerda. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762.

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19
292017The predictive power of Google searches in forecasting US unemployment. (2017). Marcucci, Juri ; D'Amuri, Francesco ; Damuri, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816.

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19
302022Post-script—Retail forecasting: Research and practice. (2022). Kolassa, Stephan ; Ma, Shaohui ; Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1319-1324.

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312022Retail forecasting: Research and practice. (2022). Kolassa, Stephan ; Ma, Shaohui ; Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1283-1318.

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18
322004Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:5-10.

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17
332004Authors retrospective on Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:11-13.

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342020Predicting bank insolvencies using machine learning techniques. (2020). Siakoulis, Vasilis ; Vlachogiannakis, Nikolaos E ; Stavroulakis, Evangelos ; Petropoulos, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1092-1113.

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17
352016A new metric of absolute percentage error for intermittent demand forecasts. (2016). Kim, Sungil. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:669-679.

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362018Using low frequency information for predicting high frequency variables. (2018). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787.

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17
372004Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood. (2004). Lee, Tae Hwy ; Gonzalez-Rivera, Gloria ; Mishra, Santosh. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:4:p:629-645.

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382017VARX-L: Structured regularization for large vector autoregressions with exogenous variables. (2017). Nicholson, William B ; Bien, Jacob ; Matteson, David S. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:627-651.

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16
392024Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. (2024). Wilfling, Bernd ; GUPTA, RANGAN ; Segnon, Mawuli. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:29-43.

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402020Forecasting stock price volatility: New evidence from the GARCH-MIDAS model. (2020). Wang, LU ; Yang, Lin ; Liu, Jing ; Ma, Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:684-694.

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16
412021Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191.

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16
422023Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx. (2023). Weron, Rafał ; Marcjasz, Grzegorz ; Olivares, Kin G ; Challu, Cristian ; Dubrawski, Artur. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:884-900.

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432021Stock market volatility forecasting: Do we need high-frequency data?. (2021). Výrost, Tomáš ; Molnár, Peter ; Lyócsa, Štefan ; Vrost, Toma ; Lyocsa, Tefan ; Molnar, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1092-1110.

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15
442018The M4 Competition: Results, findings, conclusion and way forward. (2018). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:802-808.

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452023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility. (2023). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Liang, Chao. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1318-1332.

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15
462008Prediction market accuracy in the long run. (2008). Rietz, Thomas A. ; Berg, Joyce E. ; Nelson, Forrest D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:2:p:285-300.

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472019Text-based crude oil price forecasting: A deep learning approach. (2019). Li, Xuerong ; Shang, Wei ; Wang, Shouyang. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1548-1560.

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15
482015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2015). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:739-756.

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492019Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives. (2019). Shin, Minchul ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1679-1691.

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502021Nowcasting GDP using machine-learning algorithms: A real-time assessment. (2021). Vehbi, Tugrul ; van Florenstein Mulder, Thomas ; Richardson, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:941-948.

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Citing documents used to compute impact factor: 63
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2026Direct Gaussian Process Predictive Regressions with Mixed Frequency Data. (2026). Massimiliano, Niko Hauzenberger. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26265.

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2026From Many Models, One: Macroeconomic Forecasting with Reservoir Ensembles. (2026). Li, Yui Ching ; Grigoryeva, Lyudmila ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2512.13642.

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2026Statistical Inference for Score Decompositions. (2026). Puke, Marius ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2603.04275.

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2026Forecasting Climate Policy Uncertainty: Evidence from the United States. (2025). Besher, Donia ; Gupta, Anirban Sen ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2507.12276.

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2026Probabilistic day-ahead forecasting of system-level renewable energy and electricity demand. (2026). Martnez-Ramn, Manel ; Deshmukh, Ranjit ; Terrn-Serrano, Guillermo. In: Nature Communications. RePEc:nat:natcom:v:17:y:2026:i:1:d:10.1038_s41467-026-69015-w.

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2026Angular Combining of Forecasts of Probability Distributions. (2026). Meng, Xiaochun ; Taylor, James W. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:3:p:2111-2133.

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2026A Kernel Score Perspective on Forecast Disagreement and the Linear Pool. (2025). Kruger, Fabian. In: Papers. RePEc:arx:papers:2412.09430.

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2026Survey design and professional forecasters: The case of uncertainty in the US SPF. (2026). Pavlova, Lora ; Knppel, Malte. In: ZEW Discussion Papers. RePEc:zbw:zewdip:340840.

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2026Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective. (2026). Lopetuso, Emanuele ; Girolimetto, Daniele ; Caporin, Massimiliano. In: Papers. RePEc:arx:papers:2603.17463.

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2026Utility-Weighted Forecasting and Calibration for Risk-Adjusted Decisions under Trading Frictions. (2026). Wright, Craig S. In: Papers. RePEc:arx:papers:2601.07852.

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2026Structural drivers of growth at risk: insights from a VAR-quantile regression approach. (2026). Fonseca, Luís ; Urrutia, Leonardo ; Carboni, Giacomo ; Fornari, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20263171.

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2026Forecasting inflation: The sum of the cycles outperforms the whole. (2026). Verona, Fabio. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:335013.

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2026Predicting New Energy Prices: Are Technical Indicators and Regime-Switching Models Helpful?. (2026). Zhang, Zitao ; Wang, LU. In: Evaluation Review. RePEc:sae:evarev:v:50:y:2026:i:3:p:315-345.

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2026Demand forecasting in cross-border live streaming commerce: An explainable multimodal AI framework for market segmentation. (2026). Li, Xue ; Zhang, QI ; Gao, Pengbin ; Ye, Feng. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:88:y:2026:i:c:s0969698925002607.

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2026Kairosis: A method for dynamical probability forecast aggregation informed by Bayesian change-point detection. (2026). Hassoun, Zane ; MacKay, Niall ; Powell, Ben. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:1:p:112-125.

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2026Anticipating humanitarian emergencies with a high risk of conflict-induced displacement. (2026). Rost, Nicolas ; Ronco, Michele. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:1:p:138-157.

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2026Random multiplication versus random sum: Autoregressive-like models with integer-valued random inputs. (2026). Gouveia, Snia ; Scotto, Manuel G ; Aknouche, Abdelhakim. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:217:y:2026:i:c:s0167947325001999.

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2026Optimal Quoting under Adverse Selection and Price Reading. (2025). Barzykin, Alexander ; Gu, Olivier ; Bergault, Philippe ; Lemmel, Malo. In: Papers. RePEc:arx:papers:2508.20225.

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2026Is it possible to predict electoral abstention on the individual level? A preregistered test on forecasting the effects of abolishing compulsory voting in Belgium. (2026). Hooghe, Marc ; Stiers, Dieter. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:1:p:99-111.

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2026When to be discrete: The importance of time formulation in the modeling of extreme events in finance. (2026). Herrera, Rodrigo ; Bie-Barkowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:1:p:61-84.

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2026Sentiment and Uncertainty Indices from economic news in Colombia. (2026). Clara, Roco ; Mora-Prez, Dora Alicia ; Orozco-Gallo, Antonio Jos. In: Borradores de Economia. RePEc:bdr:borrec:1340.

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2026From Manila to Beijing: Geopolitical Risk, Macroeconomics, and the Indian Stock Market in a Volatile Region. (2026). Das, Joy ; Munshi, Jayeeta Debnath ; Bhattacharjee, Animesh. In: Metamorphosis: A Journal of Management Research. RePEc:sae:metjou:v:25:y:2026:i:1:p:79-86.

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2026Forecasting Crude Oil Volatility With Geopolitical Risk: The RSV–MIDAS–GPR Model and Its Economic Value. (2026). Yin, Xuebao ; Yang, KE ; Tian, Fengping. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:46:y:2026:i:5:p:824-842.

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2026Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework. (2026). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:105:y:2026:i:c:s1062976925001280.

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2026Statistical inference for systemic risk-driven portfolio selection. (2026). Li, Yinhuan ; Fung, Tsz Chai ; Qian, Linyi ; Peng, Liang. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407625001812.

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2026Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting. (2025). Hirsch, Simon. In: Papers. RePEc:arx:papers:2504.02518.

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2026Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750.

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2026From biased point forecasts of electricity demand to accurate predictive distributions: Using LASSO and GAMLSS. (2026). Weron, Rafał ; Uniejewski, Bartosz ; Chec, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2601.

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2026A Review of Large Language Models for Stock Price Forecasting from a Hedge-Fund Perspective. (2026). Zhang, Zhilin. In: Papers. RePEc:arx:papers:2605.05211.

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2026Bitcoin Price Prediction: Peer-Reviewed Evidence and Social Media Discourse. (2026). Baquero, Carlos. In: Papers. RePEc:arx:papers:2606.00071.

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2026Does Uncertainty Really Predict Recessions?. (2026). Owyang, Michael ; Jackson, Laura E ; Hathhorn, Brooke. In: Working Papers. RePEc:fip:fedlwp:103289.

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2026Social Learning from Experts with Uncertain Precision. (2025). Lukyanov, Georgy. In: Papers. RePEc:arx:papers:2509.01264.

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2026Optimal linear aggregation of correlated expert judgments. (2026). Peker, Cem. In: Economics Letters. RePEc:eee:ecolet:v:261:y:2026:i:c:s0165176526000492.

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2026The right kind of energy: Understanding conservative support for clean energy in South Korea. (2026). Lee, Dasom ; Na, YE ; Chin, Yookyung ; Son, Euibeom. In: Energy Policy. RePEc:eee:enepol:v:212:y:2026:i:c:s0301421526000613.

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2026Geopolitical Conflict and Financial Market Reactions: Evidence from the 2026 US–Israel–Iran Crisis. (2026). Audi, Marc ; Ali, Amjad ; Kachalia, Muhammad Anas. In: MPRA Paper. RePEc:pra:mprapa:129143.

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2026Regime-Aware Specialist Routing for Volatility Forecasting. (2026). Zhong, Tenghan. In: Papers. RePEc:arx:papers:2604.10402.

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2026Deep Learning for Electricity Price Forecasting: A Review of Day-Ahead, Intraday, and Balancing Electricity Markets. (2026). Qi, Lianlian ; Tao, Yuchen ; Esterl, Tara ; Leimgruber, Fabian ; Stiasny, Jochen ; Lin, Julia ; Bunn, Derek W ; Yu, Runyao ; Cremer, Jochen L ; Wang, Wentao ; Chen, Yujie. In: Papers. RePEc:arx:papers:2602.10071.

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2026Day-ahead electricity price forecasting method integrating multi-scale hypergraph features and dual-layer transformer. (2026). An, Yuan ; Xie, Tuo ; Liu, Mengxin ; Yang, Liuyu ; Zhang, Gang. In: Applied Energy. RePEc:eee:appene:v:407:y:2026:i:c:s0306261926000486.

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2026Can satellites predict oil demand?. (2026). Meunier, Baptiste ; bricongne, jean-charles ; Pical, Thomas ; Milis, Julia ; MacAlos, Joao. In: Working Paper Series. RePEc:ecb:ecbwps:20263198.

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2026Your fear is (partly) mine: the role of non-VIX volatility in forecasting regional stock market volatility using interpretable machine learning. (2026). Kutan, Ali ; Feng, Lingbing ; Shi, Jingyi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625002025.

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2026Stock returns forecasting via a novel machine learning method. (2026). Gong, Xue ; Ouyang, Xuan ; Zhang, Weiguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:110:y:2026:i:c:s1057521925009160.

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2026Distributional Fitting and Tail Analysis of Lead-Time Compositions: Nights vs. Revenue on Airbnb. (2026). Medina, Liz ; Needleman, Jess ; Katz, Harrison E. In: Papers. RePEc:arx:papers:2601.12175.

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2026Directional-Shift Dirichlet ARMA Models for Compositional Time Series with Structural Break Intervention. (2026). Katz, Harrison. In: Papers. RePEc:arx:papers:2601.16821.

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2026Forecasting the Evolving Composition of Inbound Tourism Demand: A Bayesian Compositional Time Series Approach Using Platform Booking Data. (2026). Katz, Harrison. In: Papers. RePEc:arx:papers:2602.18358.

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2026Coupled Supply and Demand Forecasting in Platform Accommodation Markets. (2026). Katz, Harrison. In: Papers. RePEc:arx:papers:2603.00422.

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Recent citations
Recent citations received in 2025
YearCiting document
2025VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025An Imbalance-Robust Evaluation Framework for Extreme Risk Forecasts. (2025). Nikolopoulos, Sotirios D. In: Papers. RePEc:arx:papers:2512.00916.

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2025Origins and Nature of Macroeconomic Instability in Vector Autoregressions. (2025). Amir-Ahmadi, Pooyan ; Mlikota, Marko ; Stevanovi, Dalibor. In: Papers. RePEc:arx:papers:2512.20152.

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2025Web Reviews as a New Leading Indicator for Nowcasting Travel Expenditure in Balance of Payments Statistics. (2025). Bruha, Jan ; Kucharcukova, Oxana Babecka ; Sterba, Petr. In: Working Papers. RePEc:cnb:wpaper:2025/13.

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2025Improving cross-temporal forecasts reconciliation accuracy and utility in energy market. (2025). di Fonzo, Tommaso ; Abolghasemi, Mahdi ; Girolimetto, Daniele. In: Applied Energy. RePEc:eee:appene:v:394:y:2025:i:c:s0306261925007834.

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2025Financial conditions, business cycle fluctuations and growth-at-risk. (2025). Manganelli, Simone ; Falconio, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000752.

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2025Econometric modelling of public health and the economy: COVID-19 in Norway. (2025). BÃ¥rdsen, Gunnar ; Nymoen, Ragnar ; Brdsen, Gunnar ; Sali, Bilal ; Kordt, Amund H. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:88:y:2025:i:c:p:1633-1651.

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2025Elderly population migration and urban energy consumption: Voluntary relocation or forced displacement?. (2025). Lee, Chien-Chiang ; Xia, Ziqian ; Xie, Linrui ; Li, Jiangnan. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005523.

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2025Physics-informed Bayesian telemetry for dust-aware urban BIPV fleets: Calibrated forecasting, resource-constrained operations and maintenance, and event-triggered cleaning decisions. (2025). Andleeb, Zahra ; Dodo, Yakubu Aminu ; Mahyuddin, Norhayati ; Rassas, Nadia Hasen ; Rashed, Ibtihaj Saad ; Hamdoun, Haifa Youssef ; Bashir, Faizah Mohammed. In: Energy. RePEc:eee:energy:v:340:y:2025:i:c:s0360544225049771.

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2025Non-response bias in expectation surveys: Different perceptions and expectations of financial matters from “early quitters”. (2025). Huang, Ruichen. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008839.

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2025When timing matters: Regime-dependent delays in exchange rate fundamentals. (2025). Oliveira, Lucas M ; Alencar, Airlane P. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pg:s1544612325021944.

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2025Does climate risk influence exchange rates?. (2025). Ding, Zijun ; Ma, YU ; Zhao, Wenxia. In: Global Finance Journal. RePEc:eee:glofin:v:68:y:2025:i:c:s1044028325001309.

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2025Election forecasting: Political economy models. (2025). Kenny, John ; Leiter, Debra ; Tien, Charles ; Murr, Andreas Erwin ; Ogili, Onyinye B ; Lewis-Beck, Michael S ; Stegmaier, Mary. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1655-1665.

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2025Machine learning goes beyond: Time-varying monetary policy and oil price pass-through to inflation expectations. (2025). Cho, Dooyeon ; Jung, Jaehun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000382.

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2025Customer behavior in the presence of algorithmic marketing agents: The role of hedonic values. (2025). Kausel, Edgar ; Martnez-Troncoso, Carolina ; Chacon, Alvaro. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:220:y:2025:i:c:s0040162525003531.

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2025Explainable Machine Learning Prediction of Vehicle CO 2 Emissions for Sustainable Energy and Transport. (2025). Yuan, Dong ; Tang, Long ; Liu, Kailong ; Xu, Fanqin ; Yang, Xueyuan. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:20:p:5408-:d:1770922.

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2025Implication of Digital Marketing in the Supply Chain Finance of the Beverage Industry. (2025). Sakas, Damianos P ; Toudas, Kanellos ; Karountzos, Panagiotis ; Giannakopoulos, Nikolaos T. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:4:p:189-:d:1770015.

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2025Follow the money, not the majority: A mechanism predicting unresolvable events. (2025). Wang, Tong V ; Tereick, Benjamin ; Baillon, Aurlien. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:71:y:2025:i:2:d:10.1007_s11166-025-09463-9.

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2025On the stability of global forecasting models. (2025). Zanotti, Marco. In: Working Papers. RePEc:mib:wpaper:553.

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2025The oil and coke prices forecast evaluation using the different forecasting scheme. (2025). Turuntseva, Marina ; Koloskov, Daniil. In: Applied Econometrics. RePEc:ris:apltrx:021844.

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2025Household Financial Strain in Malaysia: Investigating the Drivers of Elevated Cost of Living. (2025). Nordin, Nurizzah ; Afifah, Nur Izzah ; Idzham, Muhammad Afiq ; Mainal, Siti Aminah. In: Information Management and Business Review. RePEc:rnd:arimbr:v:17:y:2025:i:2:p:360-382.

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2025VAR Models With An Index Structure: A Survey With New Results. (2025). Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:611.

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2025Teachers€™ Receptiveness to Opposing Views: A Cross-Cultural Scale Adaption and Evaluation. (2025). Kaufmann, Esther. In: SAGE Open. RePEc:sae:sagope:v:15:y:2025:i:3:p:21582440251358999.

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2025Non-transitive patterns in sports match outcomes: a profitable anomaly. (2025). van Ours, Jan C. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:6:d:10.1007_s00181-025-02838-6.

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2025Algorithmic crypto trading using information-driven bars, triple barrier labeling and deep learning. (2025). Wójcik, Piotr ; Lessmann, Stefan ; Grdzki, Przemysaw ; Wjcik, Piotr. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00866-w.

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2025Non-Transitive Patterns in Sports Match Outcomes: A Profitable Anomaly. (2025). van Ours, Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250015.

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2025Neural network forecasting of the agrifood system performance: Theoretical and methodological foundations. (2025). Babkina, E S ; Klimentova, E A ; Dubovitsky, A A. In: Journal of New Economy. RePEc:url:izvest:v:26:y:2025:i:3:p:124-146.

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Recent citations received in 2024
YearCiting document
2024Tail calibration of probabilistic forecasts. (2024). Ziegel, Johanna ; Segers, Johan ; Koh, Jonathan ; Allen, Sam. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024018.

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2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi. In: Papers. RePEc:arx:papers:2404.01641.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2024Decision Synthesis in Monetary Policy. (2024). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Staff Working Papers. RePEc:bca:bocawp:24-30.

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2024The age‐wage‐productivity puzzle: Evidence from the careers of top earners. (2024). Telemo, Paul ; Singleton, Carl ; Scarfe, Rachel ; Sunmoni, Adesola. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:584-606.

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2024Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter. (2024). Verona, Fabio ; Martins, Manuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:811-832.

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2024Owner-occupied housing costs, policy communication, and inflation expectations. (2024). Zekaite, Zivile ; Wauters, Joris ; Garabedian, Garo. In: Research Technical Papers. RePEc:cbi:wpaper:3/rt/24.

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2024Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021169.

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2024Day-ahead electricity price prediction in multi-price zones based on multi-view fusion spatio-temporal graph neural network. (2024). Zhu, Jianbin ; Yin, Hao ; Yan, Baiping ; Meng, Anbo. In: Applied Energy. RePEc:eee:appene:v:369:y:2024:i:c:s030626192400936x.

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2024Optimal sitting and sizing of hydrogen refilling stations in distribution networks under locational marginal prices. (2024). Horrillo-Quintero, Pablo ; Garcia-Trivio, Pablo ; Tostado-Veliz, Marcos ; Fernandez-Ramirez, Luis M ; Jurado, Francisco. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924014582.

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2024Discrete forecast reconciliation. (2024). Kang, Yanfei ; Zhang, Bohan ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:143-153.

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2024A two-step dynamic factor modelling approach for forecasting inflation in small open economies. (2024). Wright, Cardel ; Aysun, Uluc. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000839.

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2024Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951.

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2024Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression. (2024). Weron, Rafał ; Uniejewski, Bartosz ; Lipiecki, Arkadiusz. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400642x.

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2024A novel seasonal grey prediction model with time-lag and interactive effects for forecasting the photovoltaic power generation. (2024). Dang, Yaoguo ; Ding, Xiaoyu ; Ye, LI ; Wang, Junjie. In: Energy. RePEc:eee:energy:v:304:y:2024:i:c:s0360544224017122.

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2024Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246.

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2024Forecasting crude oil prices with global ocean temperatures. (2024). Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031177.

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2024Hierarchical reconciliation of convolutional gated recurrent units for unified forecasting of branched and aggregated district heating loads. (2024). Wang, Shitong ; Li, Xinyi ; Chen, Zhiqiang. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224038751.

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2024Presidential economic approval rating and global foreign exchange market volatility. (2024). Xu, Weijun ; Li, Xiaodan ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005167.

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2024Price spread prediction in high-frequency pairs trading using deep learning architectures. (2024). Cheng, Li-Chen ; Liu, Yun-Ti ; Liou, Jyh-Hwa. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007257.

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2024Hierarchical forecasting at scale. (2024). Wadman, Wander ; Schelter, Sebastian ; Sprangers, Olivier ; de Rijke, Maarten. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1689-1700.

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2024Survey expectations and adjustments for multiple testing. (2024). Clements, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:338-354.

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2024Can crowdsourcing improve prediction accuracy in fashion retail buying?. (2024). Mantrala, Murali ; Kamran-Disfani, Omid. In: Journal of Retailing. RePEc:eee:jouret:v:100:y:2024:i:3:p:404-421.

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2024Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Lee, Yeonjeong ; Mensi, Walid ; Al-Kharusi, Sami. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696.

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2024Energy-related uncertainty and international stock market volatility. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:280-293.

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2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810.

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2024Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model. (2024). Wang, LU ; Peng, Lijuan ; Liang, Chao ; Yang, Baoying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004052.

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2024Term spread spillovers to Latin America and emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006749.

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2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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2024An Investigation into the Uncertainty Revision Process of Professional Forecasters. (2024). Tracy, Joseph ; Rich, Robert ; Clements, Michael. In: Working Papers. RePEc:fip:fedcwq:98806.

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2024Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation. (2024). Shiroff, Taylor ; Mitchell, James ; Braitsch, Hana. In: Working Papers. RePEc:fip:fedcwq:99062.

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2024Owner-occupied housing costs, policy communication, and inflation expectations. (2024). Zekaite, Zivile ; Wauters, Joris ; Garabedian, Garo. In: Working Paper Research. RePEc:nbb:reswpp:202405-449.

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2024Integrating Spatio-temporal Diffusion into Statistical Forecasting Models of Armed Conflict via Non-parametric Smoothing. (2024). Thurner, Paul ; Kauermann, Goeran ; Racek, Daniel. In: OSF Preprints. RePEc:osf:osfxxx:q59dr.

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2024Capturing the Spatio-Temporal Diffusion Effects of Armed Conflict: A Non-parametric Smoothing Approach. (2024). Kauermann, Goeran ; Thurner, Paul ; Racek, Daniel. In: OSF Preprints. RePEc:osf:osfxxx:q59dr_v1.

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2024Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648.

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2024Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Oghonna, Ahamuefula E. In: Working Papers. RePEc:pre:wpaper:202409.

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2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202420.

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2024Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis. (2024). GUPTA, RANGAN ; Gallo, Giampiero ; Cepni, Oguzhan ; Candila, Vincenzo. In: Working Papers. RePEc:pre:wpaper:202437.

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2024Data Analysis in Demand Forecasting: A Case Study of Poetry Book Sales in the European Area. (2024). Kolkov, Andrea. In: Central European Business Review. RePEc:prg:jnlcbr:v:2024:y:2024:i:5:id:371:p:51-69.

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2024Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00106-1.

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2024Option-implied bond spread risk. (2024). Onofri, Marco ; Moshammer, Edmund ; Hudecz, Gergely. In: Working Papers. RePEc:stm:wpaper:66.

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2024Unlocking predictive potential: the frequency-domain approach to equity premium forecasting. (2024). Verona, Fabio ; Faria, Gonçalo. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:306348.

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2024Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators. (2024). Verona, Fabio ; Faria, Gonçalo. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:307140.

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Recent citations received in 2023
YearCiting document
2023Re-Examining Working Capital Management and Firm Performance Nexus: Does Investment Policy Matter?. (2023). Khan, Talal Ahmed ; Hasan, Muhammad Amin ; Ghouri, Aman Abbas ; Sajid, Ali. In: Journal of Economic Impact. RePEc:adx:journl:v:5:y:2023:i:3:p:269-278.

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2023Impact of Dividend Policy on Earnings Management and The Moderating Effect of The Board of Directors and The Audit Committees: The French Case. (2023). ben Salah, Olfa ; Jarboui, Anis. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:22:y:2023:i:3:p:408-427.

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2023Climate uncertainty impacts on optimal mitigation pathways and social cost of carbon. (2023). Yang, PU ; Folini, Doris ; Smith, Christopher J ; al Khourdajie, Alaa. In: Papers. RePEc:arx:papers:2304.08957.

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2023Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?. (2023). Nitka, Weronika ; Weron, Rafal. In: Papers. RePEc:arx:papers:2308.15443.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Chernis, Tony ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671.

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2023From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Working Papers. RePEc:bbh:wpaper:23-04.

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2023Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280.

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2023READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

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2023Realized Covariance Models with Time-varying Parameters and Spillover Effects. (2023). Bauwens, Luc ; Otranto, Edoardo. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023019.

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2023The role of data and priors in estimating climate sensitivity. (2023). Vasnev, Andrey ; Ikefuji, Masako ; Magnus, Jan. In: ISER Discussion Paper. RePEc:dpr:wpaper:1217.

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2023Digitalisation and the economy. (2023). Strasser, Georg ; Slacalek, Jiri ; Paz-Pardo, Gonzalo ; Ehrmann, Michael ; Hoffmann, Peter ; Dedola, Luca ; Lamo, Ana. In: Working Paper Series. RePEc:ecb:ecbwps:20232809.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate ; Banbura, Marta ; Babura, Marta ; Bodnar, Katalin ; Belousova, Irina. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023Comparing global and regional downscaled NWP models for irradiance and photovoltaic power forecasting: ECMWF versus AROME. (2023). Mayer, Martin Janos ; Yang, Dazhi ; Szintai, Balazs. In: Applied Energy. RePEc:eee:appene:v:352:y:2023:i:c:s0306261923013223.

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2023Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x.

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2023Score-driven models for realized volatility. (2023). Harvey, Andrew ; Palumbo, Dario. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001422.

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2023Modelling credit card exposure at default using vine copula quantile regression. (2023). Choudhry, Taufiq ; Wattanawongwan, Suttisak ; Okhrati, Ramin ; So, Mee Chi ; Mues, Christophe. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:1:p:387-399.

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2023Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network. (2023). Saâdaoui, Foued ; ben Jabeur, Sami ; Saadaoui, Foued. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002918.

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2023Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Marcjasz, Grzegorz ; Narajewski, Micha ; Ziel, Florian. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419.

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2023The predictive effect of risk aversion on oil returns under different market conditions. (2023). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300467x.

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2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Wei, YU ; Liu, Yuntong ; Shi, Chunpei. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

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2023Evidence of the internationalization of Chinas crude oil futures: Asymmetric linkages to global financial risks. (2023). Guo, Songlin ; Zhang, Jiaming ; Xie, Bingyuan ; Dou, Bin. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005819.

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2023The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures. (2023). Huynh, Luu Duc Toan ; Xu, Yongan ; Li, Yan ; Liang, Hao. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005625.

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2023Incorporating air temperature into mid-term electricity load forecasting models using time-series regressions and neural networks. (2023). Behmiri, Niaz Bashiri ; Ravazzolo, Francesco ; Fezzi, Carlo. In: Energy. RePEc:eee:energy:v:278:y:2023:i:c:s0360544223012252.

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2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Zhang, LI ; Li, Lihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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2023Machine learning approaches to forecasting cryptocurrency volatility: Considering internal and external determinants. (2023). Wang, Yijun ; Andreeva, Galina ; Martin-Barragan, Belen. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004301.

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2023The Chinese equity premium predictability: Evidence from a long historical data. (2023). Cao, Jiawei ; Ma, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000429.

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2023Forecasting stock market volatility: The sum of the parts is more than the whole. (2023). Zhang, Yaojie ; Wang, Yudong ; Gao, Shang. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002210.

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2023Climate risk exposure and the cross-section of Chinese stock returns. (2023). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Liao, Cunfei. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003598.

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2023The Chinese oil futures volatility: Evidence from high-low estimator information. (2023). Wang, Yubao ; Huang, Xiaozhou ; Song, Juan. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004804.

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2023Attention! Predicting crude oil prices from the perspective of extreme weather. (2023). Xu, Yongan ; Duong, Duy. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005627.

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2023Tail risk in the Chinese stock market: An AEV model on the maximal drawdowns. (2023). Song, Yuping ; Feng, Yun ; Hou, Weijie. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006669.

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2023Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor. (2023). Zhang, Yaojie ; He, Mengxi ; Shen, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300778x.

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2023Does climate risk matter for gold price volatility?. (2023). Han, Wei ; Zhang, Junchao ; Zhu, Jiaji. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009169.

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2023Do short-term market swings improve realized volatility forecasts?. (2023). Ruan, Xinfeng ; Zhang, Junyu. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010012.

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2023Forecasting, causality and feedback. (2023). Hyndman, Rob. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:558-560.

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2023Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Tiozzo Pezzoli, Luca ; Ratto, Marco ; Pericoli, Filippo Maria ; onorante, luca ; Barbaglia, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563.

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2023Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels. (2023). Karamti, Chiraz ; Jeribi, Ahmed. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300052x.

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2023An improved SSA-BiLSTM-based short-term irradiance prediction model via sky images feature extraction. (2023). Shen, Zhongli ; Liu, Yao ; Wang, Xiaoli ; Xie, Qiyue ; Fu, Qiang ; Ma, Lin. In: Renewable Energy. RePEc:eee:renene:v:219:y:2023:i:p2:s0960148123014222.

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2023A factor pricing model based on machine learning algorithm. (2023). Chen, Yuzhi ; Fang, YI ; Ren, Hang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:280-297.

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2023Forecasting crude oil prices: A reduced-rank approach. (2023). Zhang, Yaojie ; Wang, Yudong ; Song, Yixuan ; He, Mengxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:698-711.

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2023The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?. (2023). Mitchell, James ; Filippou, Ilias ; Nguyen, My T. In: Working Papers. RePEc:fip:fedcwq:96636.

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2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko ; Chernis, Tony. In: Working Papers. RePEc:fip:fedcwq:97343.

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2023Lessons from Nowcasting GDP across the World. (2023). Modugno, Michele ; Luciani, Matteo ; Cascaldi-Garcia, Danilo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1385.

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2023Nowcasting Economic Activity Using Electricity Market Data: The Case of Lithuania. (2023). Pilinkiene, Vaida ; Lukauskas, Mantas ; Bruneckiene, Jurgita ; Grybauskas, Andrius ; Stundziene, Alina. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:134-:d:1137785.

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2023Calibration of GFS Solar Irradiation Forecasts: A Case Study in Romania. (2023). Hategan, Sergiu-Mihai ; Stefu, Nicoleta ; Paulescu, Marius. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4290-:d:1154340.

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