Dataset for petroleum based stock markets and GAUSS codes for SAMEM

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 3...

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Detalles Bibliográficos
Autores principales: Khalifa, Ahmed A.A., Bertuccelli, Pietro, Otranto, Edoardo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2016
Materias:
Data Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5192250/
https://www.ncbi.nlm.nih.gov/pubmed/28050584
http://dx.doi.org/10.1016/j.dib.2016.10.031
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author Khalifa, Ahmed A.A.
Bertuccelli, Pietro
Otranto, Edoardo
author_facet Khalifa, Ahmed A.A.
Bertuccelli, Pietro
Otranto, Edoardo
author_sort Khalifa, Ahmed A.A.
collection PubMed
description 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.
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spelling pubmed-51922502017-01-03 Dataset for petroleum based stock markets and GAUSS codes for SAMEM Khalifa, Ahmed A.A. Bertuccelli, Pietro Otranto, Edoardo Data Brief Data Article 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. Elsevier 2016-11-30 /pmc/articles/PMC5192250/ /pubmed/28050584 http://dx.doi.org/10.1016/j.dib.2016.10.031 Text en © 2016 The Authors http://creativecommons.org/licenses/by/4.0/ This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
spellingShingle Data Article
Khalifa, Ahmed A.A.
Bertuccelli, Pietro
Otranto, Edoardo
Dataset for petroleum based stock markets and GAUSS codes for SAMEM
title Dataset for petroleum based stock markets and GAUSS codes for SAMEM
title_full Dataset for petroleum based stock markets and GAUSS codes for SAMEM
title_fullStr Dataset for petroleum based stock markets and GAUSS codes for SAMEM
title_full_unstemmed Dataset for petroleum based stock markets and GAUSS codes for SAMEM
title_short Dataset for petroleum based stock markets and GAUSS codes for SAMEM
title_sort dataset for petroleum based stock markets and gauss codes for samem
topic Data Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5192250/
https://www.ncbi.nlm.nih.gov/pubmed/28050584
http://dx.doi.org/10.1016/j.dib.2016.10.031
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