| Autor: |
Khalifa AA; College of Business and Economics, Qatar University, Doha, Qatar., Bertuccelli P; Università degli Studi di Messina, Italy., Otranto E; University of Messina, Italy. |
| Jazyk: |
angličtina |
| Zdroj: |
Data in brief [Data Brief] 2016 Nov 30; Vol. 10, pp. 421-425. Date of Electronic Publication: 2016 Nov 30 (Print Publication: 2017). |
| DOI: |
10.1016/j.dib.2016.10.031 |
| Abstrakt: |
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. |
| Databáze: |
MEDLINE |
| Externí odkaz: |
|
