Faculty of Economics and Business,Satya Wacana Christian University,Jl.Diponegoro 52-60,Salatiga 50711,Indonesia;
Faculty of Economics and Business,Perbanas Institute,Jl.Perbanas,South Jakarta 12940,Indonesia;
Faculty of Economics and Business,Darul Ulum Islamic Centre Sudirman University GUPPI,Jl.Tentara Pelajar No.13,Ungaran 50519,Indonesia;
Chung Yuan Christian University,No.200,Zhongbei Road,Zhongli District,Taoyuan City,Taiwan 320;
DCC-GARCH; Gold; Oil; Minimum variance; Portfolio insurance;