وثيقة
Dataset for petroleum based stock markets and GAUSS codes for SAMEM.
المعرف
DOI: 10.1016/j.dib.2016.10.031
المصدر
Data in Brief. v. 10, p. 421-425
المساهمون
Bertuccelli, Pietro., مؤلف
Otranto, Edoardo., مؤلف
الدولة
Netherlands.
الناشر
Elsevier Inc.
ميلادي
2017-02-01
اللغة
الأنجليزية
الموضوع
الملخص الإنجليزي
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.
ISSN
2352-3409
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