Risk management of precious metals

  • Shawkat Hammoudeha, Farooq Malikb, Michael McAleerc
  • Published 2015

Abstract

This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and explores the corresponding risk management implications for market risk and hedging. Value-at-Risk (VaR) is used to analyze the downside market risk associated with investments in precious metals, and to design optimal risk management… (More)

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