An understanding of how volatilities of and correlations between commodity returns and Islamic stock indices change … portfolio diversification benefits. The methodologies appropriate to achieving the objectives were the recently introduced … technique MODWT tends to indicate that the Singapore Islamic index is leading the other Islamic indices and the commodities …

decomposition techniques such as the Maximum Overlap Discrete Wavelet Transform (MODWT) and Continuous Wavelet Transform (CWT). The …An understanding of how volatilities of and correlations between commodity returns and Islamic stock indices change … selected commodities. Particularly, by incorporating scale dependence, it is able to identify unique portfolio diversification …

CWT result shows that the diversification benefits effects will last for a holding period no longer than 64 days. Our …This paper aims to investigate the extent of hedging and diversification opportunities available for an Australian … as MGARCH dynamic conditional correlation (MGARCH-DCC), continuous wavelet transform (CWT), and maximal overlap discrete …

the recent econometric methodologies (M-GARCH/DCC, MODWT, and CWT/WTC). Hence, the unique contribution of this research is … particular financial markets have converged, which has implications for the portfolio diversification issue for the investors and …, the paper is able to identify unique portfolio diversification opportunities for different set of investors bearing …

traders to make decision about their portfolio diversification, risk management and asset allocation. Despite the growing …

diversification with the Shari’ah indices of its major trading partners (China, Singapore, Japan, United States and Thailand). The … investments in major trading partners like China and Singapore may not reap great diversification benefits for almost all … and longer. The evidence suggests that the portfolio diversification benefits are greater if the Malaysian Shari …

CWT result shows that the diversification benefits effects will last for a holding period no longer than 64 days. Our …This paper aims to investigate the extent of hedging and diversification opportunities available for an Australian … as MGARCH dynamic conditional correlation (MGARCH-DCC), continuous wavelet transform (CWT), and maximal overlap discrete …

then the correlations are positive implying no diversification benefits for the investors during rising oil prices. Since …

Continuous Wavelet Transformation (CWT) tends to indicate that an investor who has exposure in crude oil commodity and wants to … possible to identify unique portfolio diversification opportunities for different set of investors bearing different investment … Generalised variance decompositions (VDCs) tends to indicate that the gold commodity is the most exogenous variable that drives …

-DCC, Continuous Wavelet Transforms (CWT). Our results tend to indicate two key findings. First, the discrepancies between the volatile … that international investors may still enjoy portfolio diversification and investment in MENA markets. Second, the lack of … the opportunities of portfolio diversification. Providing a general analysis of the economic situation and the investment …