Saudia Arabia's air defences intercepted two ballistic missiles launched from Yemen, Reuters is reporting.

The missiles were downed by a Greek-operated air defence system and targeted oil refineries in the western city of Yanbu, according to the report.

Earlier, Saudi authorities issued warnings to residents in the cities of Jizan and Yanbu after the Houthi group vowed to retaliate for attacks carried out by the kingdom this week.