Dollar and Petro-FX Weekly
Petro-currency links and their residuals, which spreads still pass the Engle-Granger gate, the dollar against its own record, and the cross-section behind it.
data as of 2026-10-14 · published 2026-10-14 · next update next Wednesday
TL;DR — the read in bullets
- 3 petro-currency pairs are fitted this week, the strongest link being Australian dollar vs copper at R-squared 0.00 and the widest residual Canadian dollar vs WTI crude at -1.34 standard deviations.
- None of the 3 fitted petro pairs carries an Engle-Granger gate in the spread panel, so each residual z is published as a description of where the residual sits, with no mean reversion claim attached.
3 further findings, 2 charts and the rest of the analysis are in the full report.
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MacroTerminal Research is market commentary and data analysis. It is not investment advice, and nothing here is a recommendation to buy or sell anything.
MacroTerminal is a research publication and is not investment advice; nothing here is a recommendation to buy or sell anything.
MacroTerminal is a research publication and is not investment advice; nothing here is a recommendation to buy or sell anything.