Nicolas Hardy

Universidad Finis Terrae

Av. Pedro de Valdivia 1509

Ñuñoa

Santiago, Santiago

Chile

SCHOLARLY PAPERS

6

DOWNLOADS

476

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Forecasting Base Metal Prices with Commodity Currencies

Number of pages: 19 Posted: 04 Jan 2018
Pablo M. Pincheira and Nicolas Hardy
Adolfo Ibanez University - School of Business and Universidad Finis Terrae
Downloads 199 (191,988)
Citation 2

Abstract:

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Forecasting, Commodities Prices, Univariate Time-Series Models, Out-of-Sample Comparison, Exchange Rates, Copper, Primary Non-Ferrous Metals

2.

Forecasting Base Metal Prices with an International Stock Index

Number of pages: 14 Posted: 23 May 2021
Adolfo Ibanez University - School of Business, Universidad Finis Terrae, Universidad Finis Terrae, Universidad Finis Terrae and Adolfo Ibanez University
Downloads 85 (364,931)

Abstract:

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Forecasting, commodities, base metals, univariate time-series models, out-of-sample comparison, base metal equity securities.

3.

The Predictive Relationship Between Exchange Rate Expectations and Base Metal Prices

Number of pages: 22 Posted: 31 Oct 2018
Pablo M. Pincheira and Nicolas Hardy
Adolfo Ibanez University - School of Business and Universidad Finis Terrae
Downloads 83 (370,144)
Citation 3

Abstract:

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forecasting, commodities, time-series, exchange rates, out-of-sample comparison

4.

Forecasting Aluminum Prices with Commodity Currencies

Number of pages: 21 Posted: 16 Jan 2020
Pablo M. Pincheira and Nicolas Hardy
Adolfo Ibanez University - School of Business and Universidad Finis Terrae
Downloads 75 (392,561)
Citation 1

Abstract:

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Forecasting, commodities, aluminum, univariate time-series models, out-of-sample comparison, exchange rates

5.

"Go Wild for a While!": A New Asymptotically Normal Test for Forecast Evaluation in Nested Models

Number of pages: 36 Posted: 12 Mar 2021
Pablo M. Pincheira, Nicolas Hardy and Felipe Muñoz
Adolfo Ibanez University - School of Business, Universidad Finis Terrae and Institute for International Studies
Downloads 20 (642,426)

Abstract:

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forecasting, random walk, out-of-sample, prediction, mean square prediction error

6.

Summary of the Paper Entitled ‘The Mean Squared Prediction Error Paradox’

Number of pages: 15 Posted: 03 Mar 2021
Pablo M. Pincheira and Nicolas Hardy
Adolfo Ibanez University - School of Business and Universidad Finis Terrae
Downloads 14 (686,403)

Abstract:

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Mean Squared Prediction Error, Correlation, Forecasting, Time Series, Random Walk.