This research empirically evaluates the potential diversification benefits of Gold during the
COVID-19 pandemic period, when including it in equity-based asset allocation strategies …

This study examines the role of gold in diversification of eight Dow Jones Islamic stock index
portfolios from 1996 to 2017. Using stochastic dominance (SD) approach, it tests the null …

We investigate the interdependence between the returns of gold and Dow Jones world
Islamic index along with ten Islamic sectoral indices using quantile based methodologies …

This paper aims to assess the role of gold quoted in Paris in the diversification of French
portfolios from 1949 to 2012 using the stochastic dominance (SD) approach. The principal …

This study evaluates the use of futures contracts for precious metals to hedge against stock
market risks and their hedging effectiveness on the Indonesian Stock Exchange (IDX) and …

Among the many presumed characteristics of gold, the ability to act as an enduring store of
value is frequently noted. In this paper, the ability of gold to dynamically hedge against …

This paper studies the hedge and safe haven characteristics of Sharia compliant gold in
Malaysia. Specifically, we would like to know whether the official gold and gold account …

This study explores the time-varying linkages among gold, stocks (large-cap, mid-cap and
small-cap), bonds (corporate, T-Bond and T-Bill), and real estate, in order to evaluate the …

The study is unique in its investigation of the co-movements between trading activity on the
equity, crude oil, and gold futures market, proxied by open interest. It provides empirical …

Using the stochastic dominance (SD) approach, this paper examines whether the gold-oil
portfolio return stochastically dominates the oil portfolio return. The SD results show that the …