Details about Nicolas Hardy
Access statistics for papers by Nicolas Hardy.
Last updated 2023-05-11. Update your information in the RePEc Author Service.
Short-id: pha1232
Jump to Journal Articles
Working Papers
2022
- Correlation Based Tests of Predictability
MPRA Paper, University Library of Munich, Germany View citations (1)
2021
- "Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models
MPRA Paper, University Library of Munich, Germany View citations (1)
- Forecasting Base Metal Prices with an International Stock Index
MPRA Paper, University Library of Munich, Germany
- The Mean Squared Prediction Error Paradox
MPRA Paper, University Library of Munich, Germany View citations (5)
2020
- The Mean Squared Prediction Error Paradox: A summary
MPRA Paper, University Library of Munich, Germany
2019
- Forecasting Aluminum Prices with Commodity Currencies
MPRA Paper, University Library of Munich, Germany View citations (5)
See also Journal Article in Resources Policy (2021)
2018
- Forecasting Base Metal Prices with Commodity Currencies
MPRA Paper, University Library of Munich, Germany View citations (4)
- The predictive relationship between exchange rate expectations and base metal prices
MPRA Paper, University Library of Munich, Germany View citations (9)
Journal Articles
2023
- “Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis
Mathematics, 2023, 11, (7), 1-16
2022
- A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark
Mathematics, 2022, 10, (2), 1-0 View citations (2)
- Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle
Mathematics, 2022, 10, (13), 1-27
- Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis
Energy Economics, 2022, 106, (C) View citations (3)
- “A Bias Recognized Is a Bias Sterilized”: The Effects of a Bias in Forecast Evaluation
Mathematics, 2022, 10, (2), 1-0
2021
- Forecasting aluminum prices with commodity currencies
Resources Policy, 2021, 73, (C) View citations (8)
See also Working Paper (2019)
- The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon
PLOS ONE, 2021, 16, (5), 1-21 View citations (2)
- “Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models
Mathematics, 2021, 9, (18), 1-28 View citations (1)
2020
- The Volatility Forecasting Power of Financial Network Analysis
Complexity, 2020, 2020, 1-17 View citations (5)
2019
- Forecasting base metal prices with the Chilean exchange rate
Resources Policy, 2019, 62, (C), 256-281 View citations (27)
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