Dataset for petroleum based stock markets and GAUSS codes for SAMEM

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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Bibliographic Details
Main Authors: Ahmed A.A. Khalifa, Pietro Bertuccelli, Edoardo Otranto
Format: Article
Language:English
Published: Elsevier 2017-02-01
Series:Data in Brief
Subjects:
GAUSS codes
Petroleum based stock markets
Volatility
SAMEM
Resources economics
Online Access:http://www.sciencedirect.com/science/article/pii/S2352340916306588
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spelling doaj-88231378bbff4246b7f1fea85471ee6b2020-11-24T22:10:26ZengElsevierData in Brief2352-34092017-02-0110C42142510.1016/j.dib.2016.10.031Dataset for petroleum based stock markets and GAUSS codes for SAMEMAhmed A.A. Khalifa0Pietro Bertuccelli1Edoardo Otranto2College of Business and Economics, Qatar University, Doha, QatarUniversità degli Studi di Messina, ItalyUniversity of Messina, ItalyThis 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.http://www.sciencedirect.com/science/article/pii/S2352340916306588GAUSS codesPetroleum based stock marketsVolatilitySAMEMResources economics
collection DOAJ
language English
format Article
sources DOAJ
author Ahmed A.A. Khalifa
Pietro Bertuccelli
Edoardo Otranto
spellingShingle Ahmed A.A. Khalifa
Pietro Bertuccelli
Edoardo Otranto
Dataset for petroleum based stock markets and GAUSS codes for SAMEM
Data in Brief
GAUSS codes
Petroleum based stock markets
Volatility
SAMEM
Resources economics
author_facet Ahmed A.A. Khalifa
Pietro Bertuccelli
Edoardo Otranto
author_sort Ahmed A.A. Khalifa
title 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_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_sort dataset for petroleum based stock markets and gauss codes for samem
publisher Elsevier
series Data in Brief
issn 2352-3409
publishDate 2017-02-01
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.
topic GAUSS codes
Petroleum based stock markets
Volatility
SAMEM
Resources economics
url http://www.sciencedirect.com/science/article/pii/S2352340916306588
work_keys_str_mv AT ahmedaakhalifa datasetforpetroleumbasedstockmarketsandgausscodesforsamem
AT pietrobertuccelli datasetforpetroleumbasedstockmarketsandgausscodesforsamem
AT edoardootranto datasetforpetroleumbasedstockmarketsandgausscodesforsamem
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