Skin Effect of resistors
Skin effect is well-documented and that good documentation, I believe, tells you exactly what you need to know; As a conductor's DC resistance increases, then skin effects are less noticeable. Extract from wiki: -


  In a good conductor, skin depth is proportional to square root of the
  resistivity. This means that better conductors have a reduced skin
  depth. The overall resistance of the better conductor remains lower
  even with the reduced skin depth. However the better conductor will
  show a higher ratio between its AC and DC resistance, when compared
  with a conductor of higher resistivity. For example, at 60 Hz, a 2000
  MCM (1000 square millimetre) copper conductor has 23% more resistance
  than it does at DC. The same size conductor in aluminum has only 10%
  more resistance with 60 Hz AC than it does with DC.[9]