GCC prices | ||||||
| Bahrain | Dubai | Kuwait | Qatar | Saudi | Oman |
Mean | 1373.505 | 2926.980 | 5264.773 | 2936.463 | 7958.605 | 4526.922 |
Std. Dev. | 156.7539 | 471.4857 | 734.5464 | 320.7747 | 1405.781 | 778.0595 |
Skewness | 0.429677 | −0.260928 | 0.492258 | 0.166400 | 0.946562 | 0.383964 |
Kurtosis | 2.733524 | 2.393174 | 2.813190 | 3.149955 | 3.599616 | 1.752582 |
Jarque-Bera | 52.31390 | 41.39697 | 64.89441 | 8.610821 | 254.8462 | 138.6701 |
Probability | 0.000000 | 0.000000 | 0.000000 | 0.013495 | 0.000000 | 0.000000 |
GCC returns | ||||||
| Bahrain | Dubai | Kuwait | Qatar | Saudi | Oman |
Mean | 0.000248 | 1.52E−05 | 0.000293 | 0.000182 | 0.000296 | −0.000193 |
Std. Dev. | 0.005143 | 0.010979 | 0.007999 | 0.009559 | 0.010416 | 0.005147 |
Skewness | −1.506418 | −0.653869 | −3.190621 | −1.263180 | −1.187625 | −0.940610 |
Kurtosis | 21.43615 | 14.44610 | 40.38432 | 18.81032 | 14.48466 | 16.67683 |
Jarque-Bera | 22537.57 | 8571.714 | 92890.71 | 16555.86 | 8882.749 | 12309.25 |
Probability | 0.000000 | 0.000000 | 0.000000 | 0.000000 | 0.000000 | 0.000000 |