Journal of Forecasting: Vol 44, No 4

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Journal of Forecasting: Volume 44, Issue 4

ISSUE INFORMATION

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RESEARCH ARTICLE

Combining Volatility Forecasts of Duration-Dependent Markov-Switching Models

Crossproduct Effect and Volatility Forecasting

Visualizing Uncertainty in Time Series Forecasts: The Impact of Uncertainty Visualization on Users' Confidence, Algorithmic Advice Utilization, and Forecasting Performance

Trade and Economic Activity: Nonlinear Modeling and Forecasting

Extended Multivariate EGARCH Model: A Model for Zero-Return and Negative Spillovers

Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts

Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers

Common Mutual Information Selection Algorithm and Its Application on Combination Forecasting

Nonstationary Functional Time Series Forecasting

Explainable Soybean Futures Price Forecasting Based on Multi-Source Feature Fusion

Forecasting the Volatility of US Oil and Gas Firms With Machine Learning

A Review of Methods for Long-Term Electric Load Forecasting

Analyzing and Forecasting Container Throughput With a Hybrid Decomposition-Reconstruction-Ensemble Method: A Study of Two China Ports

Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH-MIDAS Model

Estimation of Constrained Factor Models for High-Dimensional Time Series

Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes

Forecasting Natural Gas Futures Prices Using Hybrid Machine Learning Models During Turbulent Market Conditions: The Case of the Russian–Ukraine Crisis

An Explainable ADASYN-Based Focal Loss Approach for Credit Assessment

Deciphering Long-Term Economic Growth: An Exploration With Leading Machine Learning Techniques

Forecasting Transition of Personal Travel Behavior in a Sharing Economy: Evidence From Consumer Preferences of Travel Modes

Forecasting the Confirmed COVID-19 Cases Using Modal Regression

Trading VIX on Volatility Forecasts: Another Volatility Puzzle?

CORRECTION

Correction to “Regime-Switching Density Forecasts Using Economists' Scenarios”

This article corrects the following:

Regime-Switching Density Forecasts Using Economists' Scenarios

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Journal of Forecasting: Volume 44, Issue 4

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ISSUE INFORMATION

Issue Information

RESEARCH ARTICLE

Combining Volatility Forecasts of Duration-Dependent Markov-Switching Models

Crossproduct Effect and Volatility Forecasting

Visualizing Uncertainty in Time Series Forecasts: The Impact of Uncertainty Visualization on Users' Confidence, Algorithmic Advice Utilization, and Forecasting Performance

Trade and Economic Activity: Nonlinear Modeling and Forecasting

Extended Multivariate EGARCH Model: A Model for Zero-Return and Negative Spillovers

Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts

Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers

Common Mutual Information Selection Algorithm and Its Application on Combination Forecasting

Nonstationary Functional Time Series Forecasting

Explainable Soybean Futures Price Forecasting Based on Multi-Source Feature Fusion

Forecasting the Volatility of US Oil and Gas Firms With Machine Learning

A Review of Methods for Long-Term Electric Load Forecasting

Analyzing and Forecasting Container Throughput With a Hybrid Decomposition-Reconstruction-Ensemble Method: A Study of Two China Ports

Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH-MIDAS Model

Estimation of Constrained Factor Models for High-Dimensional Time Series

Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes

Forecasting Natural Gas Futures Prices Using Hybrid Machine Learning Models During Turbulent Market Conditions: The Case of the Russian–Ukraine Crisis

An Explainable ADASYN-Based Focal Loss Approach for Credit Assessment

Deciphering Long-Term Economic Growth: An Exploration With Leading Machine Learning Techniques

Forecasting Transition of Personal Travel Behavior in a Sharing Economy: Evidence From Consumer Preferences of Travel Modes

Forecasting the Confirmed COVID-19 Cases Using Modal Regression

Trading VIX on Volatility Forecasts: Another Volatility Puzzle?

CORRECTION

Correction to “Regime-Switching Density Forecasts Using Economists' Scenarios”

This article corrects the following:

Regime-Switching Density Forecasts Using Economists' Scenarios

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