Access Statistics for Nicolas Hardy

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models 0 0 1 48 1 1 3 79
Correlation Based Tests of Predictability 0 0 2 82 0 0 5 62
Forecasting Aluminum Prices with Commodity Currencies 0 1 4 72 1 3 11 108
Forecasting Base Metal Prices with Commodity Currencies 0 0 3 184 0 0 5 324
Forecasting Base Metal Prices with an International Stock Index 0 0 0 42 0 0 2 75
The Mean Squared Prediction Error Paradox 0 0 6 98 0 1 11 107
The Mean Squared Prediction Error Paradox: A summary 0 0 0 65 1 2 5 81
The predictive relationship between exchange rate expectations and base metal prices 0 0 1 119 0 0 3 188
Total Working Papers 0 1 17 710 3 7 45 1,024


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark 0 3 4 20 0 3 7 29
An Inconvenient Truth about Forecast Combinations 1 1 1 4 2 2 2 6
Correlation‐based tests of predictability 0 0 2 2 0 0 3 3
Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle 0 0 3 7 1 1 5 16
Forecasting Base Metal Prices with an International Stock Index 3 3 6 10 8 10 17 32
Forecasting aluminum prices with commodity currencies 1 1 3 11 1 3 6 35
Forecasting base metal prices with exchange rate expectations 1 1 4 8 3 3 10 16
Forecasting base metal prices with the Chilean exchange rate 1 2 5 47 1 3 8 177
Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis 0 0 0 30 0 1 4 72
The Volatility Forecasting Power of Financial Network Analysis 0 0 0 2 0 0 2 8
The mean squared prediction error paradox 0 0 1 1 0 0 3 3
The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon 0 0 0 4 0 1 4 15
“A Bias Recognized Is a Bias Sterilized”: The Effects of a Bias in Forecast Evaluation 0 0 0 2 0 1 2 16
“Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis 0 0 1 5 1 2 5 17
“Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models 0 0 0 4 0 0 0 7
“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone 4 4 4 5 4 4 5 7
Total Journal Articles 11 15 34 162 21 34 83 459


Statistics updated 2025-05-12