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Journal of Forecasting

Wiley-Blackwell

AJG 2ABDC A
Abstract coveragesee Methodology
Recent paperssorted by most recent
PaperYearCitations
Forecasting Financial Risk With Minute‐Level Transaction Data and Economic Policy Uncertainty: A New Mixed‐Frequency Time‐Varying Forecasting Framework
Shuai Wang et al.
20261 citations
Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
Talha Omer et al.
20260 citations
US Climate Shocks: The Double Risk for the Global Financial Stability
Brahim Gaies & Maria Giuseppina Bruna
20260 citations
On Capturing Multi‐Scale Market Dynamics for High‐Frequency Stock Price Forecasting Using a Hybrid Attention‐Based Deep Learning Model
Runze Jiang & Yuping Song
20260 citations
Neural Network Particle Filter for Time Series Data
Dewi E. W. Peerlings et al.
20260 citations
Term Spread Volatility as a Leading Indicator of Economic Activity
Anastasios Megaritis et al.
20260 citations
Identifying Drivers of Deviations From Rational Expectations: Using a New Irrational Index for Inflation Forecasts
Belen Chocobar & Peter Claeys
20260 citations
Improving Flood Prediction Using Artificial Neural Networks With Optimal Feature Selection on a Benchmark Dataset
Jyothish V. R et al.
20260 citations
Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
Adam Clements & Ajith Perera
20260 citations
Random Integrated Subdata Ensemble Method for Key Variable Selection in Rare Event Setting
Ching‐Chi Yang et al.
20260 citations
Significance of Technical Indicators in the Era of Machine Learning
Ajim Uddin et al.
20260 citations
A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches
Björn Schulte‐Tillmann et al.
20260 citations
Meta‐Learning Credit Risk Prediction by Fusing Regularized Logistic Regression and Random Forest
Min Zhang et al.
20260 citations
Inflation Forecasting Post‐COVID‐19: Evidence From Germany
Tiphaine Wibault
20260 citations
Regime‐Dependent Nowcasting of the Austrian Economy
Jaroslava Hlouskova & Ines Fortin
20260 citations
Global Insights Into Term Spreads: Unveiling Their Predictive Power During Unconventional Monetary Policy
Petri Kuosmanen & Juuso Vataja
20260 citations
Forecasting Corporate Default Risk Across Multiple Horizons With Interpretable Machine Learning
Qingli Dong & Li Li
20260 citations
DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning
Anders Warne
20260 citations
Forecasting Financial Risk Using Quantile Random Forests
Robert James & Jessica Wai Yin Leung
20260 citations
Evaluating Burr XII Distribution as Crop Yield Probabilistic Model (CYPM‐BXII) Using Correction Function and Convex Optimization Approach
Gedefaye Achamu et al.
20260 citations

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