Countries

Kuwait

Qatar

Saudi

UAE

Bahrain

Oman

Brent

Mean (%)

−0.012

−0.001

−0.027

−0.048

−0.100

−0.020

0.044

Std Dev (%)

1.533

1.677

1.840

2.095

1.335

1.396

2.226

Skewness

−1.288

−1.018

−2.108

−0.908

−3.359

−1.612

−0.010

Kurtosis

17.317

16.958

29.805

15.728

42.223

29.720

9.051

JB × 10⁻⁴

1.709^***

1.607^***

5.945^***

1.335^***

28.686^***

5.849^***

2.957^***

Q(10)

25.585^***

24.597^***

26.548^***

27.645^***

25.459^***

28.692^***

24.734^***

ARCH(10)

29.556^***

21.127^***

13.238^***

21.095^***

12.498^***

15.415^***

16.333^***