Details about Nicolas Hardy

Access statistics for papers by Nicolas Hardy.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pha1232

Working Papers

2022

1. Correlation Based Tests of Predictability
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article Correlation‐based tests of predictability, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) View citations (1) (2024)

2021

2. "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 (4)
3. Forecasting Base Metal Prices with an International Stock Index
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Forecasting Base Metal Prices with an International Stock Index, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2023) View citations (1) (2023)
4. The Mean Squared Prediction Error Paradox
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article The mean squared prediction error paradox, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) (2024)

2020

5. The Mean Squared Prediction Error Paradox: A summary
   MPRA Paper, University Library of Munich, Germany

2019

6. Forecasting Aluminum Prices with Commodity Currencies
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article Forecasting aluminum prices with commodity currencies, Resources Policy, Elsevier (2021) View citations (14) (2021)

2018

7. Forecasting Base Metal Prices with Commodity Currencies
   MPRA Paper, University Library of Munich, Germany View citations (4)
8. The predictive relationship between exchange rate expectations and base metal prices
   MPRA Paper, University Library of Munich, Germany View citations (9)

Journal Articles

2024

1. Correlation‐based tests of predictability
   Journal of Forecasting, 2024, 43, (6), 1835-1858 View citations (1)
   See also Working Paper Correlation Based Tests of Predictability, MPRA Paper (2022) View citations (3) (2022)
2. The mean squared prediction error paradox
   Journal of Forecasting, 2024, 43, (6), 2298-2321
   See also Working Paper The Mean Squared Prediction Error Paradox, MPRA Paper (2021) View citations (6) (2021)

2023

3. An Inconvenient Truth about Forecast Combinations
   Mathematics, 2023, 11, (18), 1-24
4. Forecasting Base Metal Prices with an International Stock Index
   Czech Journal of Economics and Finance (Finance a uver), 2023, 73, (3), 277-302 View citations (1)
   See also Working Paper Forecasting Base Metal Prices with an International Stock Index, MPRA Paper (2021) View citations (1) (2021)
5. Forecasting base metal prices with exchange rate expectations
   Journal of Forecasting, 2023, 42, (8), 2341-2362 View citations (1)
6. “Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis
   Mathematics, 2023, 11, (7), 1-16
7. “Watch your tone!”: Forecasting mining industry commodity prices with financial report tone
   Resources Policy, 2023, 86, (PA)

2022

8. A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark
   Mathematics, 2022, 10, (2), 1-20 View citations (3)
9. Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle
   Mathematics, 2022, 10, (13), 1-27
10. Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis
    Energy Economics, 2022, 106, (C) View citations (7)
11. “A Bias Recognized Is a Bias Sterilized”: The Effects of a Bias in Forecast Evaluation
    Mathematics, 2022, 10, (2), 1-33

2021

12. Forecasting aluminum prices with commodity currencies
    Resources Policy, 2021, 73, (C) View citations (14)
    See also Working Paper Forecasting Aluminum Prices with Commodity Currencies, MPRA Paper (2019) View citations (6) (2019)
13. The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon
    PLOS ONE, 2021, 16, (5), 1-21 View citations (4)
14. “Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models
    Mathematics, 2021, 9, (18), 1-28 View citations (2)

2020

15. The Volatility Forecasting Power of Financial Network Analysis
    Complexity, 2020, 2020, 1-17 View citations (5)

2019

16. Forecasting base metal prices with the Chilean exchange rate
    Resources Policy, 2019, 62, (C), 256-281 View citations (36)