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

Working Papers

2022

1. Correlation Based Tests of Predictability
   MPRA Paper, University Library of Munich, Germany View citations (1)

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 (1)
3. Forecasting Base Metal Prices with an International Stock Index
   MPRA Paper, University Library of Munich, Germany
4. The Mean Squared Prediction Error Paradox
   MPRA Paper, University Library of Munich, Germany View citations (5)

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 (5)
   See also Journal Article in Resources Policy (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

2023

1. “Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis
   Mathematics, 2023, 11, (7), 1-16

2022

2. A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark
   Mathematics, 2022, 10, (2), 1-0 View citations (2)
3. Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle
   Mathematics, 2022, 10, (13), 1-27
4. Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis
   Energy Economics, 2022, 106, (C) View citations (3)
5. “A Bias Recognized Is a Bias Sterilized”: The Effects of a Bias in Forecast Evaluation
   Mathematics, 2022, 10, (2), 1-0

2021

6. Forecasting aluminum prices with commodity currencies
   Resources Policy, 2021, 73, (C) View citations (8)
   See also Working Paper (2019)
7. The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon
   PLOS ONE, 2021, 16, (5), 1-21 View citations (2)
8. “Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models
   Mathematics, 2021, 9, (18), 1-28 View citations (1)

2020

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

2019

10. Forecasting base metal prices with the Chilean exchange rate
    Resources Policy, 2019, 62, (C), 256-281 View citations (27)