The Financial Economics of White Precious Metals - A Survey

69 Pages Posted: 12 Apr 2017

See all articles by Samuel Vigne

Samuel Vigne

Trinity College (Dublin) - Trinity Business School

Brian M. Lucey

Trinity Business School, Trinity College Dublin; Jiangxi University of Finance and Economics; Abu Dhabi University - College of Business Administration; Ho Chi Minh City University of Economics and Finance

Fergal A. O'Connor

University College Cork

Larisa Yarovaya

University of Southampton - Southampton Business School

Date Written: April 10, 2017

Abstract

This article provides a review of the academic literature on the financial economics of silver, platinum and palladium. The survey covers the findings on a wide variety of topics relation to the White Precious Metals including Market Efficiency, Forecastability, Behavioral Findings, Diversification Benefits, Volatility Drivers, Macroeconomic Determinants, and their relationships with other assets.

Keywords: Silver, Platinum, Palladium, Review, Survey

JEL Classification: E44, F33, G15, L72, Q31

Suggested Citation

Vigne, Samuel and Lucey, Brian M. and O'Connor, Fergal A. and Yarovaya, Larisa, The Financial Economics of White Precious Metals - A Survey (April 10, 2017). Available at SSRN: https://ssrn.com/abstract=2950207 or http://dx.doi.org/10.2139/ssrn.2950207

Samuel Vigne

Trinity College (Dublin) - Trinity Business School ( email )

Aras an Phiarsaigh
College Green
Dublin, Leinster D2
Ireland

Brian M. Lucey (Contact Author)

Trinity Business School, Trinity College Dublin ( email )

The Sutherland Centre, Level 6, Arts Building
Dublin 2
Ireland
+353 1 608 1552 (Phone)
+353 1 679 9503 (Fax)

Jiangxi University of Finance and Economics ( email )

South Lushan Road
Nanchang, Jiangxi 330013
China

Abu Dhabi University - College of Business Administration ( email )

PO Box 59911
Abu Dhabi, Abu Dhabi 59911
United Arab Emirates

Ho Chi Minh City University of Economics and Finance ( email )

59C Nguyen Dình Chieu
6th Ward, District 3
Ho Chi Minh City, Ho Chi Minh 70000
Vietnam

Fergal A. O'Connor

University College Cork ( email )

College Road
Cork
Ireland

Larisa Yarovaya

University of Southampton - Southampton Business School ( email )

Highfield
University Road
Southampton, SO17 1BJ
United Kingdom

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