Evidence map›Paper›PMID 40991536›Full record

ArticlePloS one2025

Sectoral sensitivity of the Kuwait stock market to a dual shock.

Talal Alotaibi, Lucía Morales

Abstract read
In one paragraph

Article in PloS one, 2025. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.

0numbers the graph read from it
0cells of the map it votes in
0citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

0 citing papers in PubMed.

No citing paper in PubMed yet.

4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

2 authors.

Talal AlotaibiTechnological University Dublin, Dublin, Ireland.ORCID 0000-0002-5175-2988
Lucía MoralesFaculty of Business, School of Accounting, Economics and Finance, Department of Economics, Technological University Dublin, Dublin, Ireland.ORCID 0000-0002-9111-813X

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

This study examines Kuwait's stock market sectors' response to the 2020 dual shock of the COVID-19 pandemic and the oil price war between Russia and Saudi Arabia. Traditional cointegration and causality models support the analysis alongside the frequency domain to assess short-run dynamics. The research sample integrates daily data from December 31, 2015, to February 23, 2022. The core research findings indicate that the consumer services, industrials, and basic materials sectors were the most affected by fluctuations in oil prices, highlighting the vulnerability of Kuwait's oil-dependent economy. Furthermore, the results from the econometric modelling reveal a significant long-run relationship with the West Texas Intermediate index (WTI) and short-run dynamics with the Brent, OPEC and Dubai oil benchmarks. At the global level, monitoring the impact of shocks in commodity-driven economies can help in designing policies that minimise the effects of systemic risks, affecting energy supply chains and inflation stability. This research advances the field by providing a multi-methodological analysis integrating traditional and efficient econometric models to assess sectoral sensitivities in the context of Kuwait, which is an understudied oil-exporting economy. The research findings offer valuable insights for investors and policy-makers in managing risks associated with oil price fluctuations during times of enhanced uncertainty.

Indexed as

CommerceCOVID-19HumansKuwaitModels, EconometricPandemicsRussiaSARS-CoV-2Saudi Arabia

Identifiers

PMID40991536
PMCPMC12459840

What OpenQuestion holds

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LicenceCC BY
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Registered trials

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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.