The Financial Economics of White Precious Metals - A Survey

69 Pages Posted: 12 Apr 2017

See all articles by Samuel Vigne

Samuel Vigne

Queen's University Belfast; Queen's University Belfast - Queen's Management School

Brian M. Lucey

Trinity Business School, Trinity College Dublin; University of Sydney Business School; Ho Chi Minh City University of Economics and Finance

Fergal A. O'Connor

University College Cork; University of York - The York Management School; University of Dublin - Business School and Institute for International Integration Studies

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

Samuel Vigne

Queen's University Belfast ( email )

25 University Square
Belfast, BT7 1NN
Ireland

Queen's University Belfast - Queen's Management School ( email )

Riddel Hall
185 Stranmillis Road
Belfast, BT9 5EE
United Kingdom

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)

University of Sydney Business School ( email )

Cnr. of Codrington and Rose Streets
Sydney, NSW 2006
Australia

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

59C Nguyen D├Čnh 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

University of York - The York Management School ( email )

Sally Baldwin Buildings
Heslington
York, North Yorkshire YO10 5DD
United Kingdom

University of Dublin - Business School and Institute for International Integration Studies ( email )

2-3 College Green
Dublin, Leinster D2
Ireland

Larisa Yarovaya

University of Southampton - Southampton Business School ( email )

Highfield
University Road
Southampton, SO17 1BJ
United Kingdom

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