This study explores the financialization of agricultural commodities, focusing on how financial derivatives and index funds impact the volatility of agro-food markets. Using a Dynamic Conditional Correlation (DCC) GARCH model, we analyze volatility spillovers among key agricultural commodities,...

Part I: Fundamentals and Pricing of Options and Futures -- Chapter 1. Fundamentals of options -- Chapter 2. The Black-Scholes model incl. the Greeks -- Chapter 3. Fundamentals and pricing of futures -- Part II: Option strategies -- Chapter 4. Basic strategies with options and bullish option...

Hedging being a predominant financial concern, is considered as a robust method of managing investment risks. Literature evinces that the covered call strategy provides nominal returns alongside effective hedging. However, studies have not compared the hedging effectiveness of covered call,...