Abstract:

The paper is summarized a broad issue of commodity indexes of 1st and 2nd generation.  The main scientific aim of this paper is to use a complex of more sophisticated and theoretically advanced statistical techniques and apply them on the findings. In this paper will be made comprehensive analyses of mostly used commodity indexes of 1st and 2nd generation and describe main differences between 1st and 2nd generation of commodity indexes and some examples of rollover mechanism will be critically explain. Finally a suggestion which type of commodity index is appropriate for Euro investor is made in this paper.