Understanding and Exploiting commodity currencies : A Study using time series Regression ; Att förstå och utnyttja råvaruvalutor : En statistisk analys baserat på tidsserieregression

This thesis within Industrial Economics and Applied Mathematics examines the term commodity currency. The thesis delves into analysing the characteristics and consequences of such a currency through a macroeconomic perspective while discussing previous studies within the matter. The applied mathematical statistics section audits the correlation between the currency and the commodities of the exporting country through a time series regression. The regression is based on the currency as the dependent variable and the commodities represent the covariates. Furthermore, a trading strategy is develo... Mehr ...