...Mohamed Malek Belhoula; Bassem Ghorbali; Walid Mensi; Khamis Al-Yahyaee Purpose This study investigates the intricate dynamics of volatility connectedness and portfolio optimization within major agricultural commodity markets (Corn, Wheat, Soybeans, Soybean oil and Oats), with a specific emphasis...

..., an integrated approach for a comprehensive assessment of weather derivatives and other hedging instruments is proposed that is based on the concept of portfolio optimization. © Emerald Group Publishing Limited 2008 Downside risk Portfolio optimization Risk management Risk‐value models Weather...