Open Access Helper

OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Forecasting Methods in Finance
Allan Timmermann
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 449-479
Open Access | Times Cited: 60

Showing 1-25 of 60 citing articles:

Climate sentiments, transition risk, and financial stability in a stock-flow consistent model
Nepomuk Dunz, Asjad Naqvi, Irene Monasterolo
Journal of Financial Stability (2021) Vol. 54, pp. 100872-100872
Open Access | Times Cited: 115
Measuring Investor Sentiment
Guofu Zhou
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 239-259
Closed Access | Times Cited: 158
Forecasting crude oil futures market returns: A principal component analysis combination approach
Yaojie Zhang, Yudong Wang
International Journal of Forecasting (2022) Vol. 39, Iss. 2, pp. 659-673
Closed Access | Times Cited: 53
On the forecastability of food insecurity
Pietro Foini, Michele Tizzoni, Giulia Martini, et al.
Scientific Reports (2023) Vol. 13, Iss. 1
Open Access | Times Cited: 24
Scoring epidemiological forecasts on transformed scales
Nikos I Bosse, Sam Abbott, Anne Cori, et al.
PLoS Computational Biology (2023) Vol. 19, Iss. 8, pp. e1011393-e1011393
Open Access | Times Cited: 16
Predicting the relative performance among financial assets: A comparative analysis of different approaches
Panagiotis Samartzis
International Journal of Forecasting (2025)
Closed Access
Measuring Pricing Efficiency of Bank Equity by the Convergence of Fundamentals and Price-based ROE Predictions Applying Gradient Boosting
Suddhasanta De, Avik Das, Tamoghna Mukherjee, et al.
(2025), pp. 647-652
Closed Access
GHENet: Attention-based Hurst exponents for the forecasting of stock market indexes
João B. Florindo, R. R. P. Lima, Francisco Alves dos Santos, et al.
Physica A Statistical Mechanics and its Applications (2025), pp. 130540-130540
Closed Access
Forecasting stock returns: A predictor-constrained approach
Zhiyuan Pan, Davide Pettenuzzo, Yudong Wang
Journal of Empirical Finance (2019) Vol. 55, pp. 200-217
Open Access | Times Cited: 41
Forecasting realized volatility with wavelet decomposition
Ioannis Souropanis, Andrew Vivian
Journal of Empirical Finance (2023) Vol. 74, pp. 101432-101432
Open Access | Times Cited: 9
Technical Analysis in the Stock Market: A Review
Yufeng Han, Yang Liu, Guofu Zhou, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 18
Forecasting earnings and returns: A review of recent advancements
Jeremiah Green, Wanjia Zhao
The Journal of Finance and Data Science (2022) Vol. 8, pp. 120-137
Open Access | Times Cited: 11
Scoring epidemiological forecasts on transformed scales
Nikos I Bosse, Sam Abbott, Anne Cori, et al.
medRxiv (Cold Spring Harbor Laboratory) (2023)
Open Access | Times Cited: 6
Boosted Embeddings for Time-Series Forecasting
Sankeerth Rao Karingula, Nandini Ramanan, Rasool Tahmasbi, et al.
Lecture notes in computer science (2022), pp. 1-14
Closed Access | Times Cited: 9
Uncovering Sparsity and Heterogeneity in Firm-Level Return Predictability Using Machine Learning
Theodoros Evgeniou, Ahmed Guecioueur, Rodolfo Prieto
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 8, pp. 3384-3419
Closed Access | Times Cited: 9
Quality Control - Intelligent Manufacturing, Robust Design and Charts
Pengzhong Li, Paulo Pereira, Helena V. G. Navas
IntechOpen eBooks (2020)
Open Access | Times Cited: 14
Forecasting Financial Risk Using Quantile Random Forests
Richard James, Jessica Wai Yin Leung
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 4
Regime-Aware Factor Allocation with Optimal Feature Selection
Thomas Bosancic, Yuqi Nie, John M. Mulvey
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Time-varying risk aversion and international stock returns
Massimo Guidolin, Erwin Hansen, Gabriel Cabrera
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102271-102271
Closed Access | Times Cited: 1
Forecasting the equity premium: can machine learning beat the historical average?
Xingfu Xu, Wei‐Han Liu
Quantitative Finance (2024) Vol. 24, Iss. 10, pp. 1445-1461
Closed Access | Times Cited: 1
Comparison of Stationarity on Ljung Box Test Statistics for Forecasting
Dare Jayeola, Aye O. Patrick, David Opeoluwa Oyewola
Earthline Journal of Mathematical Sciences (2022), pp. 325-336
Open Access | Times Cited: 6
Measuring Investor Sentiment
Guofu Zhou
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 8
Forecasting in factor augmented regressions under structural change
Daniele Massacci, George Kapetanios
International Journal of Forecasting (2023) Vol. 40, Iss. 1, pp. 62-76
Closed Access | Times Cited: 2
Ensemble Machine Learning and Stock Return Predictability
Ben Jacobsen, Fuwei Jiang, Hongwei Zhang
SSRN Electronic Journal (2018)
Open Access | Times Cited: 5
Neural network event forecasting for robots with continuous training
Vasiliy Osipov, Dmitriy Miloserdov
Information and Control Systems (2020), Iss. 5, pp. 33-42
Open Access | Times Cited: 5
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