| # | Title | Journal | Year | Citations |
|---|
| 1 | Another look at measures of forecast accuracy | International Journal of Forecasting | 2006 | 3,232 |
| 2 | Forecasting with artificial neural networks: | International Journal of Forecasting | 1998 | 3,194 |
| 3 | Better to give than to receive: Predictive directional measurement of volatility spillovers | International Journal of Forecasting | 2012 | 3,097 |
| 4 | Combining forecasts: A review and annotated bibliography | International Journal of Forecasting | 1989 | 1,723 |
| 5 | The Delphi technique as a forecasting tool: issues and analysis | International Journal of Forecasting | 1999 | 1,678 |
| 6 | Testing the equality of prediction mean squared errors | International Journal of Forecasting | 1997 | 1,385 |
| 7 | The M3-Competition: results, conclusions and implications | International Journal of Forecasting | 2000 | 1,194 |
| 8 | 25 years of time series forecasting | International Journal of Forecasting | 2006 | 1,119 |
| 9 | Electricity price forecasting: A review of the state-of-the-art with a look into the future | International Journal of Forecasting | 2014 | 1,083 |
| 10 | Forecasting seasonals and trends by exponentially weighted moving averages | International Journal of Forecasting | 2004 | 1,026 |
| 11 | Error measures for generalizing about forecasting methods: Empirical comparisons | International Journal of Forecasting | 1992 | 979 |
| 12 | DeepAR: Probabilistic forecasting with autoregressive recurrent networks | International Journal of Forecasting | 2020 | 808 |
| 13 | Probabilistic electric load forecasting: A tutorial review | International Journal of Forecasting | 2016 | 795 |
| 14 | A state space framework for automatic forecasting using exponential smoothing methods | International Journal of Forecasting | 2002 | 723 |
| 15 | Forecasting tourism demand: A review of empirical research | International Journal of Forecasting | 1995 | 671 |
| 16 | Exponential smoothing: The state of the art—Part II | International Journal of Forecasting | 2006 | 668 |
| 17 | Modelling and forecasting the diffusion of innovation – A 25-year review | International Journal of Forecasting | 2006 | 600 |
| 18 | A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers | International Journal of Forecasting | 2000 | 576 |
| 19 | Accuracy measures: theoretical and practical concerns | International Journal of Forecasting | 1993 | 568 |
| 20 | The financial analyst forecasting literature: A taxonomy with suggestions for further research | International Journal of Forecasting | 2008 | 544 |
| 21 | A new metric of absolute percentage error for intermittent demand forecasts | International Journal of Forecasting | 2016 | 542 |
| 22 | Harvard Business Review | International Journal of Forecasting | 1988 | 533 |
| 23 | Out-of-sample tests of forecasting accuracy: an analysis and review | International Journal of Forecasting | 2000 | 531 |
| 24 | Betting on trends: Intuitive forecasts of financial risk and return | International Journal of Forecasting | 1993 | 505 |
| 25 | Temporal Fusion Transformers for interpretable multi-horizon time series forecasting | International Journal of Forecasting | 2021 | 489 |
| 26 | Forecasting electricity prices for a day-ahead pool-based electric energy market | International Journal of Forecasting | 2005 | 438 |
| 27 | Recurrent Neural Networks for Time Series Forecasting: Current status and future directions | International Journal of Forecasting | 2021 | 435 |
| 28 | Earnings forecasting research: its implications for capital markets research | International Journal of Forecasting | 1993 | 434 |
| 29 | The M4 Competition: 100,000 time series and 61 forecasting methods | International Journal of Forecasting | 2020 | 434 |
| 30 | Judgmental forecasting: A review of progress over the last 25years | International Journal of Forecasting | 2006 | 384 |
| 31 | A comparison of univariate methods for forecasting electricity demand up to a day ahead | International Journal of Forecasting | 2006 | 375 |
| 32 | A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting | International Journal of Forecasting | 2020 | 352 |
| 33 | Artificial neural network models for forecasting and decision making | International Journal of Forecasting | 1994 | 333 |
| 34 | Efficient market hypothesis and forecasting | International Journal of Forecasting | 2004 | 331 |
| 35 | The accuracy of intermittent demand estimates | International Journal of Forecasting | 2005 | 327 |
| 36 | Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning | International Journal of Forecasting | 2009 | 326 |
| 37 | The M4 Competition: Results, findings, conclusion and way forward | International Journal of Forecasting | 2018 | 319 |
| 38 | Forecasting stock indices: a comparison of classification and level estimation models | International Journal of Forecasting | 2000 | 307 |
| 39 | Extreme value theory and Value-at-Risk: Relative performance in emerging markets | International Journal of Forecasting | 2004 | 305 |
| 40 | The theta model: a decomposition approach to forecasting | International Journal of Forecasting | 2000 | 298 |
| 41 | Short-run forecasts of electricity loads and peaks | International Journal of Forecasting | 1997 | 293 |
| 42 | Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search | International Journal of Forecasting | 2011 | 293 |
| 43 | A new approach to forecasting intermittent demand for service parts inventories | International Journal of Forecasting | 2004 | 289 |
| 44 | When do purchase intentions predict sales? | International Journal of Forecasting | 2007 | 275 |
| 45 | Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models | International Journal of Forecasting | 2008 | 275 |
| 46 | Bridge models to forecast the euro area GDP | International Journal of Forecasting | 2004 | 273 |
| 47 | Comparing and evaluating Bayesian predictive distributions of asset returns | International Journal of Forecasting | 2010 | 269 |
| 48 | Forecasting the short-term demand for electricity | International Journal of Forecasting | 2000 | 263 |
| 49 | Diagnostic verification of probability forecasts | International Journal of Forecasting | 1992 | 260 |
| 50 | Forecasting: theory and practice | International Journal of Forecasting | 2022 | 256 |
