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Nicolas Alexis Hardy Hernandez

Assistant Professor

Universidad Diego Portales

Huechuraba, Chile

Líneas de Investigación


My main field of interest is time-series econometrics and forecasting. Recently, my research is focused on forecast evaluation.

Educación

  •  Financial Engineering, Universidad Adolfo Ibáñez. Chile, 2014
  •  PhD(c) in Finance, Universidad Adolfo Ibáñez. Chile, 2019
  •  Ingeniero Civil Industrial, Universidad Adolfo Ibáñez. Chile, 2013
  •  Finance, UNIVERSIDAD ADOLFO IBANEZ. Chile, 2022

Experiencia Académica

  •   Assistant Professor Full Time

    Universidad Finis Terrae

    Economics and Business

    Santiago, Chile

    2019 - At present

  •   Assistant Professor Full Time

    UNIVERSIDAD DIEGO PORTALES

    Administracion y Economia

    Santiago, Huechuraba, Chile

    2022 - At present

Experiencia Profesional

  •   Assistant Professor Full Time

    Universidad Finis Terrae

    Chile

    2019 - At present

  •   Academico Full Time

    Universidad Diego Portales

    Huechuraba, Chile

    2022 - At present


 

Article (9)

A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark

Pincheira, Pablo; Hardy, Nicolas; Andrea Bentancor

Article WOS
Mathematics  (2022)

Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis

Pincheira, Pablo; Bentancor, Andrea; Hardy, Nicolas; Jarsun, Nabil

Article WOS
ENERGY ECONOMICS  (2022)

“A Bias Recognized Is a Bias Sterilized”: The Effects of a Bias in Forecast Evaluation

Hardy, Nicolas

Article WOS
Mathematics  (2022)

Forecasting aluminum prices with commodity currencies

Pincheira, Pablo; Hardy, Nicolas

Article WOS
Resources Policy  (2021)

The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon

Magner, Nicolas S.; Lavin, Jaime F.; Valle, Mauricio A.; Hardy, Nicolas

Article WOS
PLoS One  (2021)

“Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models

Pincheira, Pablo; Hardy, Nicolas; Muñoz, Felipe

Article WOS
Mathematics  (2021)

The Volatility Forecasting Power of Financial Network Analysis

Magner, Nicolas S.; Lavin, Jaime F.; Valle, Mauricio A.; Hardy, Nicolas

Article WOS
COMPLEXITY  (2020)

Forecasting base metal prices with the Chilean exchange rate

Pincheira Brown, Pablo; Hardy, Nicolas

Article ISI SCOPUS
Resources Policy  (2019)

Small consequences of a major agreement: the MILA case [Pequeñas consecuencias de un gran acuerdo: el caso del MILA]

Hardy N.; Magner N.S.; Lavin J.; Cardenas R.A.; Jara-Bertin M.

Article ISI SCOPUS
Academia; Bogotá  (2018)

Proyecto (1)

Concurso Interno Investigación=> Eficiencia Mercados Emergentes

Universidad Finis Terrae

Proyecto
2017-2018
Coinvestigador(a)

9
Nicolas Hardy

Assistant Professor

Administracion y Economia

Universidad Diego Portales

Huechuraba, Chile

1
Jaime Lavin

PROFESOR ASOCIADO

ESCUELA DE NEGOCIOS

Universidad Adolfo Ibánez

SANTIAGO, Chile

1
Pablo Pincheira

Profesor Asociado

Escuela de Negocios

Universidad Adolfo Ibánez

Santiago, Chile