Xu, Hai-Chuan; Tan, Yu-Zhen; Fan, Han-Xiao; Zhou, Wei-Xing - In: Journal of management science and engineering 10 (2025) 2, pp. 245-261
This study leverages the Log-Periodic Power Law Singularity (LPPLS) confidence indicator to effectively identify bubbles in agricultural commodity markets. We analyze five major grain price indices reported by the International Grains Council (IGC) from January 2000 to April 2023, successfully...