Dataset for petroleum based stock markets and GAUSS codes for SAMEM
| Author | Khalifa, Ahmed A.A. |
| Author | Bertuccelli, Pietro |
| Author | Otranto, Edoardo |
| Available date | 2021-02-08T09:14:53Z |
| Publication Date | 2017 |
| Publication Name | Data in Brief |
| Resource | Scopus |
| Abstract | This article includes a unique data set of a balanced daily (Monday, Tuesday and Wednesday) for oil and natural gas volatility and the oil rich economies’ stock markets for Saudi Arabia, Qatar, Kuwait, Abu Dhabi, Dubai, Bahrain and Oman, using daily data over the period spanning Oct. 18, 2006–July 30, 2015. Additionally, we have included unique GAUSS codes for estimating the spillover asymmetric multiplicative error model (SAMEM) with application to Petroleum-Based Stock Market. The data, the model and the codes have many applications in business and social science. |
| Language | en |
| Publisher | Elsevier Inc. |
| Subject | GAUSS codes Petroleum based stock markets Resources economics SAMEM Volatility |
| Type | Article |
| Pagination | 421-425 |
| Volume Number | 10 |
Check access options
Files in this item
| Files | Size | Format | View |
|---|---|---|---|
|
There are no files associated with this item. |
|||
This item appears in the following Collection(s)
-
Accounting & Information Systems [470 items ]