---
title: Analyzing Fundamental and Non-Fundamental Volatility in GCC Stock Markets: A Decomposition Approach
url: https://www.ml-quant.com/papers/ssrn/5029371/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5029371
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5029371
featured: 2024-12-18
citations: 0
topic: Derivatives & Volatility
---


# Analyzing Fundamental and Non-Fundamental Volatility in GCC Stock Markets: A Decomposition Approach

The study analyzes the factors influencing stock price fluctuations in Gulf countries, focusing on the role of oil prices.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5029371
- Identifier: SSRN 5029371
- Released: 2024-10-21
- First featured: Quant Letter No. 79 (2024-12-18): https://www.ml-quant.com/issues/2024-12-18/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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