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Publications

by alumni of

Escuela de Negocios
Universidad Adolfo Ibáñez
Santiago, Chile

(Business School, Adolfo Ibanez University)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2022

  1. Pincheira, Pablo & Hardy, Nicolas, 2022. "Correlation Based Tests of Predictability," MPRA Paper 112014, University Library of Munich, Germany.

2021

  1. Pincheira, Pablo & Hardy, Nicolás & Muñoz, Felipe, 2021. ""Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models," MPRA Paper 105368, University Library of Munich, Germany.
  2. Pincheira, Pablo & Hardy, Nicolas, 2021. "The Mean Squared Prediction Error Paradox," MPRA Paper 107403, University Library of Munich, Germany.
  3. Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021. "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper 107828, University Library of Munich, Germany.

2020

  1. Pincheira, Pablo & Hardy, Nicolas, 2020. "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper 105020, University Library of Munich, Germany.

2019

  1. Pincheira, Pablo & Hardy, Nicolás, 2019. "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper 97005, University Library of Munich, Germany.

2018

  1. Pincheira, Pablo & Hardy, Nicolas, 2018. "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper 83564, University Library of Munich, Germany.
  2. Pincheira, Pablo & Hardy, Nicolas, 2018. "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper 89423, University Library of Munich, Germany.

Journal articles

2023

  1. Hardy, Nicolás & Ferreira, Tiago & Quinteros, Maria J. & Magner, Nicolás S., 2023. "“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone," Resources Policy, Elsevier, vol. 86(PA).
  2. Pablo Pincheira-Brown & Nicolás Hardy & Cristobal Henrriquez & Ignacio Tapia & Andrea Bentancor, 2023. "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, vol. 73(3), pages 277-302, October.
  3. Pablo Pincheira-Brown & Andrea Bentancor & Nicolás Hardy, 2023. "An Inconvenient Truth about Forecast Combinations," Mathematics, MDPI, vol. 11(18), pages 1-24, September.
  4. Nicolas S. Magner & Nicolás Hardy & Tiago Ferreira & Jaime F. Lavin, 2023. "“Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis," Mathematics, MDPI, vol. 11(7), pages 1-16, March.
  5. Pablo Pincheira Brown & Nicolás Hardy, 2023. "Forecasting base metal prices with exchange rate expectations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2341-2362, December.

2022

  1. Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022. "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, vol. 106(C).
  2. Nicolás Magner & Nicolás Hardy, 2022. "Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle," Mathematics, MDPI, vol. 10(13), pages 1-27, July.
  3. Nicolas Hardy, 2022. "“A Bias Recognized Is a Bias Sterilized”: The Effects of a Bias in Forecast Evaluation," Mathematics, MDPI, vol. 10(2), pages 1-33, January.
  4. Pablo Pincheira & Nicolas Hardy & Andrea Bentancor, 2022. "A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark," Mathematics, MDPI, vol. 10(2), pages 1-20, January.

2021

  1. Pincheira, Pablo & Hardy, Nicolás, 2021. "Forecasting aluminum prices with commodity currencies," Resources Policy, Elsevier, vol. 73(C).
  2. Pablo Pincheira & Nicolás Hardy & Felipe Muñoz, 2021. "“Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models," Mathematics, MDPI, vol. 9(18), pages 1-28, September.
  3. Nicolás Magner & Jaime F Lavin & Mauricio Valle & Nicolás Hardy, 2021. "The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon," PLOS ONE, Public Library of Science, vol. 16(5), pages 1-21, May.

2020

  1. Nicolás S. Magner & Jaime F. Lavin & Mauricio A. Valle & Nicolás Hardy, 2020. "The Volatility Forecasting Power of Financial Network Analysis," Complexity, Hindawi, vol. 2020, pages 1-17, September.

2019

  1. Pincheira Brown, Pablo & Hardy, Nicolás, 2019. "Forecasting base metal prices with the Chilean exchange rate," Resources Policy, Elsevier, vol. 62(C), pages 256-281.

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