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AuthorKhalifa, Ahmed A.A.
AuthorBertuccelli, Pietro
AuthorOtranto, Edoardo
Available date2021-02-08T09:14:53Z
Publication Date2017
Publication NameData in Brief
ResourceScopus
URIhttp://dx.doi.org/10.1016/j.dib.2016.10.031
URIhttp://hdl.handle.net/10576/17603
AbstractThis 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.
Languageen
PublisherElsevier Inc.
SubjectGAUSS codes
Petroleum based stock markets
Resources economics
SAMEM
Volatility
TitleDataset for petroleum based stock markets and GAUSS codes for SAMEM
TypeArticle
Pagination421-425
Volume Number10
dc.accessType Abstract Only


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