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Journal of Forecasting
H-index 24

Journal of Forecasting

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Economics and Finance 65 61 122 23

Additional Metrics

Number of Best Scientists*: 104
Documents by Best Scientists*: 161
Top 100 Ranked Scientists*: 9
SCIMAGO H-index: 71
SCIMAGO SJR: 0.701
Impact Factor: 2.7

Overview

Top Research Topics at Journal of Forecasting?

The foci of the journal are Econometrics, Statistics, Series (mathematics), Autoregressive model and Volatility (finance). It addresses concerns in Econometrics which are intertwined with other disciplines, such as Autoregressive integrated moving average, Time series and Bayesian probability. The study on Statistics presented is investigated in conjunction with research in Forecast error.

The Series (mathematics) study featured in Journal of Forecasting draws connections with the study of Applied mathematics. Volatility (finance) studies tackled cover an aspect of the field of Financial economics.

  • Econometrics (60.36%)
  • Statistics (22.11%)
  • Series (mathematics) (13.81%)

What are the most cited papers published in the journal?

  • The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1143 citations)
  • Exponential smoothing: The state of the art (856 citations)
  • Improved methods of combining forecasts (830 citations)

Research areas of the most cited articles at Journal of Forecasting:

The journal articles are organized to address concerns in the fields of Econometrics, Statistics, Series (mathematics), Consensus forecast and Financial economics. The most cited publications hold forums on Econometrics that merge themes from other disciplines such as Artificial neural network and Autoregressive integrated moving average, Time series. The most cited papers address concerns in Statistics which are intertwined with other disciplines, such as Variance (accounting) and Value at risk.

What topics the last edition of the journal is best known for?

  • Statistics
  • Artificial intelligence
  • Normal distribution

The previous edition focused in particular on these issues:

The journal covers a variety of subjects, including Econometrics, Volatility (finance), Predictability, Autoregressive model and Realized variance. The Econometrics study presented in Journal of Forecasting encompasses related topics like Robustness (economics) and also examines its connection to subjects such as Jump. Autoregressive conditional heteroskedasticity, Leverage effect and Futures market studies in the realm of Volatility (finance) interact with fields like Natural gas.

Journal of Forecasting facilitates discussions on Autoregressive model that incorporate concepts from other fields like Bayesian vector autoregression, Bayesian probability and Time series. While work presented in Journal of Forecasting provided substantial information on Realized variance, it also covered topics in Implied volatility, Monetary economics, Applied mathematics and Stock market. While Index (economics) is the focus of it, it also provided insights into the studies of Order (exchange) and Series (mathematics).

The most cited articles from the last journal are:

  • Are industry‐level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index (13 citations)
  • A new BISARMA time series model for forecasting mortality using weather and particulate matter data (11 citations)
  • Forecasting carbon price using a multi-objective least squares support vector machine with mixture kernels (8 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

The top authors publishing in Journal of Forecasting (based on the number of publications) are:

  • Philip Hans Franses (18 papers) published 1 paper at the last edition, 1 less than at the previous edition,
  • Rangan Gupta (14 papers) published 4 papers at the last edition, 1 more than at the previous edition,
  • David Peel (11 papers) absent at the last edition,
  • Michael P. Clements (9 papers) absent at the last edition,
  • Antonio García-Ferrer (9 papers) absent at the last edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Only papers with recognized affiliations are considered

The top affiliations publishing in Journal of Forecasting (based on the number of publications) are:

  • University of Warwick (32 papers) absent at the last edition,
  • University of Pennsylvania (26 papers) absent at the last edition,
  • University of Manchester (22 papers) absent at the last edition,
  • Lancaster University (20 papers) absent at the last edition,
  • Erasmus University Rotterdam (17 papers) absent at the last edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 4.13% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 0.86% were posted by at least one author from the top 10 institutions publishing in the journal. Another 9.48% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 15.52% of all publications and 74.14% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

  • Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
  • Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
  • Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
  • Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
  • Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.

Application and Relevance of Forecasting in the Field of Accounting

One significant missing section from this article is how the forecasting techniques discussed are applicable in various industries, specifically accounting. Applying forecasting models in accounting is not brought up in this document and could certainly add depth based on Google Search Quality Guidelines. Forecasting is integral to the field of accounting as accountants often rely on statistical models to predict future economic trends and outcomes. Using the insights gained from forecasting models, businesses can establish effective financial strategies and risk management practices. In particular, accountants utilize forecasting to predict future revenue and expenses, aiding organizations in budget planning. Moreover, forecasts can play a vital role in investment decisions and in identifying potential growth opportunities or risks. Econometrics, a key topic in the Journal of Forecasting, is especially relevant in accounting for its application in financial forecasting. For instance, Autoregressive Integrated Moving Average (ARIMA) models, commonly used in econometric analyses, are invaluable tools for predicting future financial variables such as sales and stock prices. Similarly, the use of time series analysis aids in modeling and forecasting variables that evolve over a period of time, such as revenues and costs. If you are an aspiring accountant, and you'd like to incorporate understanding of these advanced forecasting techniques into your professional toolkit, formal education can be a good starting point. Becoming a Certified Public Accountant (CPA) requires a strong foundation in various areas of accounting and related disciplines, such as econometrics. There are several reputable institutions offering relevant programs, notably in the state of Wyoming. Learn more about how to be a CPA in Wyoming. Having a section that connects forecasting to real-world applications not only provides readers context for the relevance of the article’s subject, but also helps improve the article’s quality by demonstrating its practical use, which follows Google's Search Quality Guidelines.

Top Publications

  • Volatility impulse response analysis for DCC-GARCH models: The role of volatility transmission mechanisms

    David Gabauer

    (2020)
    146 Citations
  • Trading Volume and Realized Volatility Forecasting: Evidence from the China Stock Market

    Unknown

    (2022)
    114 Citations
  • Forecasting carbon price using a multi-objective least squares support vector machine with mixture kernels

    Bangzhu Zhu;Bangzhu Zhu;Shunxin Ye;Ping Wang;Julien Chevallier

    (2021)
    114 Citations
  • Is implied volatility more informative for forecasting realized volatility: An international perspective

    Chao Liang;Yu Wei;Yaojie Zhang

    (2020)
    113 Citations
  • The information content of uncertainty indices for natural gas futures volatility forecasting

    Chao Liang;Feng Ma;Lu Wang;Qing Zeng

    (2021)
    95 Citations

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Best Scientists Contributing to This Journal