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
Jump to Journal Articles
Working Papers
2022
- Correlation Based Tests of Predictability
MPRA Paper, University Library of Munich, Germany View citations (2)
See also Journal Article Correlation‐based tests of predictability, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) (2024)
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 (3)
- Forecasting Base Metal Prices with an International Stock Index
MPRA Paper, University Library of Munich, Germany 
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)
- 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
- 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 Forecasting aluminum prices with commodity currencies, Resources Policy, Elsevier (2021) View citations (13) (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
2024
- Correlation‐based tests of predictability
Journal of Forecasting, 2024, 43, (6), 1835-1858 
See also Working Paper Correlation Based Tests of Predictability, MPRA Paper (2022) View citations (2) (2022)
- 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
- An Inconvenient Truth about Forecast Combinations
Mathematics, 2023, 11, (18), 1-24
- 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) (2021)
- Forecasting base metal prices with exchange rate expectations
Journal of Forecasting, 2023, 42, (8), 2341-2362
- “Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis
Mathematics, 2023, 11, (7), 1-16
- “Watch your tone!”: Forecasting mining industry commodity prices with financial report tone
Resources Policy, 2023, 86, (PA)
2022
- A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark
Mathematics, 2022, 10, (2), 1-20 View citations (3)
- 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 (7)
- “A Bias Recognized Is a Bias Sterilized”: The Effects of a Bias in Forecast Evaluation
Mathematics, 2022, 10, (2), 1-33
2021
- Forecasting aluminum prices with commodity currencies
Resources Policy, 2021, 73, (C) View citations (13)
See also Working Paper Forecasting Aluminum Prices with Commodity Currencies, MPRA Paper (2019) View citations (5) (2019)
- The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon
PLOS ONE, 2021, 16, (5), 1-21 View citations (4)
- “Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models
Mathematics, 2021, 9, (18), 1-28 View citations (2)
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 (33)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|