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| Lead-lag Relationship between the Shipping Freight Rate and Agricultural Commodity Import Price in Korea |
| Jae-Young Ha, Youngran Shin |
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J Navig Port Res. 2021;45(2):69-74. Published online April 30, 2021 DOI: https://doi.org/10.5394/KINPR.2021.45.2.069 |
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The relationship between commodity prices and freight rates in the dry bulk shipping segment: A threshold regression approach Maritime Transport Research. 2021;2:100025  The lead–lag relationship between spot and futures prices: Empirical evidence from the Indian commodity market Resources Policy. 2021;70:101934 Lead-lag relationship between spot index and futures price of the nikkei stock average Journal of Forecasting. 1995;14(7):553-563 Endogeneity of commodity price in freight cost models Journal of Commodity Markets. 2021;100217 The Lead‐Lag Relationship between Canadian and U.S. Wheat Prices American Journal of Agricultural Economics. 1982;64(3):569-572 Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities Energy Economics. 2018;76:470-494 The use of organized commodity markets to manage food import price instability and risk Agricultural Economics. 2010;42(1):47-64 The Lead-Lag Relationship of Housing Price between New and Existing Market Based on Cross-Spectral Analysis：A Case of Wuhan Advanced Materials Research. 2011;403-408:2513-2517 The Lead-Lag Relationship between the Stock Market and CDS Market in Korea Journal of Derivatives and Quantitative Studies. 2010;18(4):1-22 Lead–Lag Relationship Between Spot and Futures Prices of Indian Agri Commodity Market Advances in Manufacturing and Industrial Engineering. 2021;339-348 |
