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Details about Nicolas Hardy

Workplace:Facultad de Economía y Empresa (Faculty of Economics and Business), Universidad Diego Portales (Diego Portales University), (more information at EDIRC)

Access statistics for papers by Nicolas Hardy.

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

Short-id: pha1232


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Working Papers

2022

  1. Correlation Based Tests of Predictability
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article Correlation‐based tests of predictability, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) Downloads (2024)

2021

  1. "Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  2. Forecasting Base Metal Prices with an International Stock Index
    MPRA Paper, University Library of Munich, Germany Downloads
    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) Downloads View citations (1) (2023)
  3. The Mean Squared Prediction Error Paradox
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article The mean squared prediction error paradox, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) Downloads (2024)

2020

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

2019

  1. Forecasting Aluminum Prices with Commodity Currencies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    See also Journal Article Forecasting aluminum prices with commodity currencies, Resources Policy, Elsevier (2021) Downloads View citations (13) (2021)

2018

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

Journal Articles

2024

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

2023

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

2022

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

2021

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

2020

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

2019

  1. Forecasting base metal prices with the Chilean exchange rate
    Resources Policy, 2019, 62, (C), 256-281 Downloads View citations (33)
 
Page updated 2024-11-09