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Risk management of precious metals
Shawkat Hammoudeh
,
Farooq Malik
, Michael McAleer
Research output
:
Contribution to journal
›
Article
›
peer-review
68
Scopus citations
Overview
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Keyphrases
At-risk
100%
Risk Management
100%
Precious Metals
100%
Market Risk
66%
Management Implications
33%
Statistical Test
33%
Hedging
33%
Economic Importance
33%
Historical Simulation
33%
Semi-parametric
33%
Risk Management Strategies
33%
Gold-palladium
33%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
33%
Daily Capital Charges
33%
Volatility Dynamics
33%
Silver-platinum
33%
Gold-platinum
33%
Palladium-silver
33%
Filtered Historical Simulation
33%
Risk Metrics
33%
Price Return
33%
Correlation Dynamics
33%
Mathematics
Value at Risk
100%
Market Risk
66%
Parametric
33%
Conditionals
33%
Statistical Test
33%
GARCH Model
33%
Optimal Design
33%
Earth and Planetary Sciences
Noble Metal
100%
Risk Management
100%
Economics, Econometrics and Finance
Risk Management
100%
Hedging
33%
Volatility
33%
ARCH Model
33%
Chemical Engineering
Precious Metal
100%
Engineering
Optimal Design
100%