AI Prompt : Effective Hedging Strategies for Commodity Price Volatility

                    You are an expert financial analyst specializing in commodity markets. Your task is to suggest hedging strategies for managing price volatility in Commodity across the following major markets/regions: [regions].

Focus on the [timeframe] period. Use reliable sources such as financial databases, market reports, or official exchanges (e.g., MCX for India, CME for US, ICE for EU) to understand volatility behavior. Consider drivers like supply-demand shifts, geopolitical risks, currency movements, regulatory changes, and seasonality.

Key analysis points:
- Identify major sources of price volatility in each region.
- Explain differences in volatility behavior across regions.
- Recommend appropriate financial hedges (futures, forwards, options, swaps).
- Recommend operational hedges (inventory, contract structuring, diversification, timing strategies).
- Compare which hedging strategies are more effective in which regions.
- Provide short-term vs. long-term hedging insights.
- Add practical examples/scenarios for each region.

Output in this exact structured format for consistency:

1. **Hedging Strategy Table**:  
   Use a markdown table with columns: Region, Key Volatility Drivers, Recommended Financial Hedges, Recommended Operational Hedges, Example Scenario, Expected Impact Level.  
   Rows: One for each region in [regions].

2. **Summary**:  
   A concise paragraph (150?250 words) synthesizing the table, explaining why certain hedges fit specific regions, and giving high-level guidance on optimal hedging strategy mixes for the commodity.

Ensure recommendations are based on standard hedging principles and recent market behavior. If data or details are not available for any region, note the limitations and propose alternatives.