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The financial economics of white precious metals — A survey

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  • Vigne, Samuel A.
  • Lucey, Brian M.
  • O’Connor, Fergal A.
  • Yarovaya, Larisa

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.

Suggested Citation

  • Vigne, Samuel A. & Lucey, Brian M. & O’Connor, Fergal A. & Yarovaya, Larisa, 2017. "The financial economics of white precious metals — A survey," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 292-308.
  • Handle: RePEc:eee:finana:v:52:y:2017:i:c:p:292-308
    DOI: 10.1016/j.irfa.2017.04.006
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    1. repec:eee:finana:v:55:y:2018:i:c:p:35-49 is not listed on IDEAS
    2. repec:eee:finana:v:57:y:2018:i:c:p:13-22 is not listed on IDEAS
    3. repec:eee:finana:v:57:y:2018:i:c:p:246-256 is not listed on IDEAS

    More about this item

    Keywords

    Silver; Platinum; Palladium; Survey; Review;

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • L72 - Industrial Organization - - Industry Studies: Primary Products and Construction - - - Mining, Extraction, and Refining: Other Nonrenewable Resources
    • Q31 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - Demand and Supply; Prices

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