Bandwidth and wire parameters
Skin effect - a wire will pass current at dc evenly across its entire cross sectional area - this means maximum use is made of the conductor and this leads to lowest resistance against current. As frequency rises however, alternating magnetic fields inside the conductor progressively force the conducted current towards the "skin" or surface of the conductor and very little current flows along the centre of the wire. This can lead to frequency dependent losses. Different materials are worse - iron (because of its high permeability) is pretty useless at frequencies beyond several MHz - its high magnetic permeability forces the "skin" to be very thin and therefore conductivity is very low.

At higher frequencies, having a larger surface area helps with conductivity problems due to skin-effect and I've seen powerful antenna feeds using what might be described as copper pipes - the middle of the pipe is not needed because all the current is conducted in a very thin skin. Why waste the copper and make it heavier?

The end-to-end resistance of a wire is proportional to length. Given that any "series" wire resistance causes a signal loss when there is distributed capacitance to ground (or signal return) the higher the frequency rises the bigger the loss.