Corpus ID: 235899121

Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling

  title={Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling},
  author={Lukasz Bielak and Aleksandra Grzesiek and Joanna Janczura and Agnieszka Wyloma'nska},
Mining companies to properly manage their operations and be ready to make business decisions, are required to analyze potential scenarios for main market risk factors. The most important risk factors for KGHM, one of the biggest companies active in the metals and mining industry, are the price of copper (Cu), traded in US dollars, and the Polish zloty (PLN) exchange rate (USDPLN). The main scope of the paper is to understand the midand long-term dynamics of these two risk factors. For a mining… Expand
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