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In Copenhagen Airport you have the option of shopping in the airport or preordering your goods from your home in advance.
Preorder goods from the stores, and pick them up at the airport when departing or arriving.
Preorder goods from home, and have them delivered to your home or to a parcel point
Go and explore the shopping centre, when you are departing from Copenhagen Airport
Even after you have landed in Copenhagen Airport, you can shop in the many stores