Keywords: Trade suspension
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Journal Articles
Journal of Modelling in Management (2025) 20 (2): 537–563.
Published: 08 November 2024
...-lag relationships. Moreover, the study examined the pre-post-trade suspension effect on the lead-lag relationship of commodity prices. Findings The GC test results show that five out of the 13 agri-commodities have changed their lead-lag relationship from future to spot in the short run...

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