QLIKE loss function to evaluate forecasting model of log(realized volatility)

I use QLIKE as loss function to evaluate the forecasting performance of a RV realized volatility model. QLIKE = log $h$ + $\frac{\hat{\sigma}^2}{h}$ where $h$ is volatility forecast and $\hat{\sigma}^2$ is the ex post value of volatility (realized volatility computed with intraday returns). If I proxy volatility with log(RV), what are $h$ and $\hat{\sigma}^2$ in the QLIKE? The forecast and ex post value of log(RV) or the forecast and ex post value of RV? If I keep the logs, $h$ is sometimes negative and I have the problem of a log of a negative quantity. I'm not sure if I should come back to RV with exponential of the forecast of log(RV) or I should, for instance, replace log(RV) with log(1+RV).