BIBLIOGRAPHY
a) BOOKS
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Commodity Insights Year Book (2009) – A Publication by PricewaterhouseCoopers
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Vashist, A.K. & Gupta, R.K. (2005), “Investment Management & Stock Market”,
Deep & Deep Publications Pvt. Ltd., 2005.
b) JOURNALS & ARTICLES
Agbongiarhuoyi Anthony E., Aigbekaen E.O., & Akinbile L.A. (2008), “Awareness
of Cashew Products Potentials and Market Information Among Farmers in Kogi State,
Nigeria”, Vol.3, No.4, ARPN Journal of Agricultural and Biological Science.
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Amos Gyau, Zac Tchoundjeu & Stelle Franzel (2011), “Checklists for evaluating high
value agricultural products projects: The experience of the pacific island developing
countries”, African Journal of Agricultural Research, Vol. 6(7), pp:1902-1908.
http://www.academicjournals.org/AJAR
Anand (2007), “Market Efficiency of Indian Commodities Futures Exchange: A Case
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Discovery on floor versus screen-based trading systems: An Analysis of the Foreign
Exchange Futures” http://ssrn.com/abstract=754946
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FuturesMarkets”, http://ssrn.com/abstract=1341177
Bahattin Buyuksahin, Michael S. Haigh, Jeffrey H. Harris, James A. Overdahl,
Michel a. Robe (2008), “Fundamentals, Trader Activity and Derivative
Pricing”,http://ssrn.com/abstract=966692
Basab Dasgupta ( 2004),“Role of commodity futures market in spot price
stabilization, production and inventory decisions with reference to India”, Indian
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Cynthia (2009), “Futures/Commodity Markets in Africa – Is there a future for?”,
Finance & Economics. yangu.wordpress.com/2009/…/futures-commodity-markets-
in-africa-is-there-a-future-for/
David F. Hendry and Katarina Juselius (2000), “Explaining Co-integration Analysis:
Part I The energy journal, Vol.21(1) pp:1-42.
David S. Jacks (2007), “Populists versus Theorists: Futures Markets and the Volatility
of Prices, Explorations in Economic History”, No.44, pp: 342-362,
www.sciencedirect.com
Deepak Raju (2007), “Ban on Futures Trading in Certain Agricultural Commodities:
An Impact Analysis”, Legal Service India.com
Dr. Nirmal Kumar R.T. & Balaji.K (2011), “An Emperical investigation on the
investors’ perception towards commodities futures trading in India with special
reference to Puducherry, India”, ZENITH International Journal of Business
Economics & Management Research Vol.1, Issue2, pp: 175-189.
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Eugene F. Fama, Kenneth R. French (1988), “Business Cycles and the Behavior of
Metals Prices”, Journal of Finance, Vol. 43(5), pp: 1075-1093.
Gary Gorton & K. Geert Rouwenhorst (2006), “Facts and Fantasies about Commodity
Futures”, The ICFAI Journal of Derivatives Markets, Vol.iii, No.1, pp: 65-66.
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Geetesh Bhardwaj (2010), “Investment Case for Commodities? Myths and Reality”,
Vanguard Calculations, based on Commodity Research, Datasstream, Thomson
Returns, pp : 1-24.www.vanguard.com
Gurbandini Kaur & Rao, D.N. (2010),“Efficiency of Indian commodities market: A
Study of Agricultural Commodity Derivatives Traded on NCDEX”,
http://ssrn.com/abstract=1600687
Haiqiang Chen & Paul Moon Sub Choi (2010), “Price discovery & Threshold
Cointegration”. Price discovery and threshold cointegration: Theory and empirics on
cross-border stock trading efmaefm.org/0EFMSYMPOSIUM/Renmin-
2011/papers/Paulmoon.pdf
Ingrid Nya Ngathou, James O. Bukenya & Duncan M. Chembezi (2006), “Managing
Agricultural Risk: Examining Information Sources Preferred by Limited Resource
Farmers”, Journal of Extension, Vol.44, No.6, pp: 1- 13.
Isabel Figuerola- Ferretti and Jesus Gonzalo (2010), “Modeling and Measuring Price
Discovery in Commodity Markets”, Journal of Econometrics 158 pp: 95-107.
www.elsevier.com/locate/jeconom
Jabir Ali, Kriti Bardhan Gupta (2011), “Efficiency in agricultural commodity futures
markets in India: Evidence from cointegration and causality tests”, Agricultural
finance Review, vol.71, issue: 2, pp: 162-178. Emerald Group Publishing Limited.
Jeffrey Currie, Allison Nathan, David Greely & Damien Courvalin (2010),
“Commodity Prices and Volatility”, Global Economics Paper No: 194 Goldman
Sachs Global Economics, Commodities and Strategy Research.
Joe Pareell & Vern Pierce (2011), “An Introduction to Hedging Agricultural
Commodities with Futures”, G-602, mu extension publications,
http://extension.missouri.edu/p/G602
Joost M.E. Pennings, Philip Garcia and Julia W. Marsh (2003), “Futures Market
Depth: Revealed vs. Perceived Price Order Imbalances”, NCR-134 Conference on
Applied Commodity- Price Analysis, Forecasting, and Market Risk Management.
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Joost, M.E. Pennings & Raymond M. Leuthold (2000), “The Role of Farmers’
Behavioral Attitudes and Heterogeneity in Futures Contracts Usage”, American
Journal of Agricultural Economics Vol.82, No.4, pp: 908 – 919.
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Vol.42 (31), pp: 1163-1169.
Kailash Chandra Pradhan & K. Sham Bhat (2009), “An Empirical Analysis of Price
Discovery, Causality and forecasting in the Nifty Futures Markets”, International
Research Journal of Finance and Economics Issue 26 pp: 84-85.
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Muthuswamy Anandaraj and M.R. Sudharshan Soils, Plant growth and crop
production – Cardamom, Ginger and Turmeric Encyclopedia of Life support systems.
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Narender L. Ahuja (2006), “Commodity Derivatives Market in India: Development,
Regulation and Future Prospects”, International Research Journal of Finance and
Economics, Issue 2 , EuroJournals Publishing, Inc. 2006
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Nath, Golak C & Tulsi Lingareddy (2008), “Impact of Futures Trading on
Commodity Prices”, Economic & Political Weekly, Vol. XLIII, No.3.
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23-36. http://www.tandf.co.uk/journals
Nilanjan Gosh (2009a), “Issues and Concerns of Commodity derivative Markets in
India: An Agenda for Research Vision”, Vol.3(4), pp:8-19.
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Suhdanne 2006:2, pp: 84-87.
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Econometrics”, Vol.1:Econometric Theory, K. Patterson and T.C. Mills(eds.),
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Piero Cinquegrana (2008), “Commodity Derivatives Markets: Regulators’ leap in the
dark?”, European Capital Market Institute. http://www.ceps.eu
Praveen D.G., & Sudhakar A. (2006), “Price Discovery and Causality in the Indian
Derivatives Market”, The ICFAI Journal of Derivatives Markets, Vol.iii, No.1, pp:
22-29.
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& Future”, Analytique, Vol.7, No.2.
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Volatility: A Study on Nifty”, The ICFAI Journal of Derivatives Markets, Vol. iv,
No.1, pp: 7-15.
Ravindran, P.N. and Madhusoodanan, K.J. (2002), “Cardamom – The Genus
Elettaria”. Taylor and Francis Publishers, London. [a multi-authored volume on
various aspects reviewing the information available on cardamom].
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Representation, Estimation, and Testing”, Econometrica, Vol. 55, No.2, pp: 251-276.
Robert S. Pindyck (2001), “The Dynamics of Commodity Spot and Futures Markets:
A Primer”, The Energy Journal, Vol. 22, No. 3, ABI/INFORM Global.
Sahadevan, K.G (2002a), “Risk management in agricultural commodity markets: A
study of some selected commodity futures”, Udyog Pragati, Special issue on Money
and Finance, Part I, 26(1), pp: 65-74.
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www.scribd.com/doc/28197286/Commodity-Market
Sibani Prasad Sarangi & Uma Shankar Patnaik (2007), “Futures Trading and
Volatility: A Case of S&P CNX Nifty Stocks and Stock Futures”, The ICFAI Journal
of Derivatives Markets, Vol. iv, No.3, pp: 64 – 81.
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Stefan Zeugner (2002), “Vector Error Correction Models in comparison with
Simkins: Forecasting with Vector Autoregressive (VAR) Models Subject to Business
Cycle Restrictions”, Seminar Paper for: A. Geyer: Seminar aus Operations Research
3622.
Suchismita Bose (2007), “Understanding the Volatility characteristics and
Transmission Effects in the Indian Stock Index and Index Futures Market, Money and
Finance”, ICRA Bulletin, pp: 139-162. http://ssrn.com/abstract=1470629
Susan Thomas (2003), “Agricultural commodity markets in India: Policy issues for
growth”, IGIDR Working Paper, http://www.igidr.ac.in/~susant
T.G. Meulenberg & Joost M.E. Pennings (2002), “A Marketing Approach to
Commodity Futures Exchanges: A Case Study of the Dutch Hog Industry”, Journal of
Agricultural Economics, Vol.53, No.1, pp: 51-64.
Taufiq Hassan, Shamsher Mohamed & Fatimah Mohamed Arshad (2007),
“Informational Efficiency of the Malaysian Crude Palm Oil Futures Contracts”, The
ICFAI Journal of Derivatives Markets, Vol. iv, No.2, pp: 58 – 67.
Time-Series Econometrics: Cointegration and AutoRegressive Conditional
Heteroskedasticity (2003) – ww.kva.se
Tulsi Lingareddy (2008), “Expert Committee on Commodity Futures: Agreements
and Disagreements”, Economic & Political Weekly, pp: 35- 42,
http://ssrn.com/abstract=1507662
Valeria Martinez, Pia Bandyopadhyay, Yiuman Tse (2008), “Market Quality
Conditions in Agricultural Commodities Futures Markets”, pp: 1-32.
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Vashishtha, B.B. Indian spice (2008) Book Review Spices: E.V. Nybe, N Mini Raj &
KV Peter Journal of Spices and Aromatic Crops Vol.17, No.1.
Wan Mansor Mahmood & Siti Hajar Aisyah Salleh (2006), “The Dynamic
Relationship between Price Volatility, Trading Volume and Market Depth: Empirical
Evidence from the Malaysian Futures Market”, The ICFAI Journal of Derivatives
Markets, Vol.iii, No.4, pp: 7-18.
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Yinqiu Lu & Salih Neftci (2008), “Financial instruments to hedge commodity price
risk for developing countries”, Premium in the Crude Oil Market. Journal of
Financial Transformation, Vol.24, pp:137-143.
Yung-Chang Wang & Wen-Rong Ho (2010), “The relationship of price volatility
between TSE and TAIFEX stock indices futures with different maturities”, African
Journal of Business Management vol. 4(17), pp:3785-3792.
http://www.academicjournals.org/AJBM
c) REPORTS & WORKING PAPERS
“Cardamom: Small-scale Review of Cardamom”, (2009), Prepared by the Center for
Agricultural Policy with Prosperity Initiative.
“Price Formation in Financialized Commodity Markets: The Role of Information”,
(2011), Study prepared by the Secretariat of the United Nations Conference on Trade
and Development.
“The World Market for Cardamom” (2011) Market Survey 02, USAID ACCESO
Project.
Abhay Ghaisas (2004), “Understanding Commodity Derivatives and their Return
Profiles in Indian Context”, PGSEM Final Project Report, IIM Bangalore, pp: 1-43.
Abhijit Sen (2008), “Report of the Expert Committee to Study the Impact of Futures
Trading on Agricultural Commodity Prices”. Ministry of Consumer Affairs, Food&
Public Distribution, Government of India.
Adam Blake, Andrew McKay and Oliver Morrissey (2001),“The Impact on Uganda
of Agricultural Trade Liberalisation”, The Centre for Research in Economic
Development and International Trade, Credit Research Paper No. 01/07.
Alan Milroy (2012) ASTA Pepper Crop Report.
Alexander Belozertsec, Lamon Rutten, & Frank Hollinger (2011), “Commodity
Exchanges in Europe and Central Asia – A Means for Management of Price Risk”,
FAO Investment Centre Working Paper.
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Biswajeet Rath (2009), “Trading On a Basket: The Future of Futures?” [Working
Paper No. 4] taer research http://www.taerindia.com/pdf/working_paper_4.pdf
Chakrabortty, A. (2008) Secret Report: Bio-fuel caused food crisis. The Guardian
Commodity Profile – Pepper, A ICEX Cutting Edge Platform.
www.icexindia.com/profiles_html/pepper.html
Daniel A. Sumner (2000), “Value of Improved Data for Agricultural Commodity
Policy Analysis, with Emphasis on Food Security”, Revised from a Seminar presented
at FAO, Rome.
European Communities, Commission Staff Working Document (2009), “Agricultural
Commodity Derivative Markets: The Way Ahead”, COM (2009) 591.
Futures Trading in Agricultural Commodities, Economic Survey of India (2004-05)
Ministry of Finance, Government of India.
Hannah Bargawi (2006), “Poverty and Commodity Price Volatility: Coffee Growers’
Vulnerability to Price shocks in Vietnam and Tanzania”, IP12 – Trade in Primary
Commodities NCCR Yearly Symposium.
Hans R. Stoll (1979), “Commodity Futures and Spot Price Determination and
Hedging in Capital Market Equilibrium”,Working Paper No.17-79, University of
Pennsylvania.
Hernandez, M., Torero, M. (2010), “Examining the Dynamic Relationship between
Spot and Future Prices of Agricultural Commodities”, International Food Policy
Research Institute, Discussion Paper No.988, pp: 47-86.
Irwin, S.H. & D.R. Sanders (2010), “The Impact of Index and Swap Funds on
Commodity Futures Markets : Preliminary Results”, OECD Food, Agriculture and
Fisheries Working Papers, No.27, OECD Publishing, doi:10.1787/5kmd40wl1t5f-en
Joy Harwood, Richard Heifner, Keith Coble, Janet Perry & Agapi Somwaru (1999),
“Managing Risk in Farming Concepts Research, and Analysis”, Economic Research
Service, USDA, Agricultural Economic Report No.774, pp:1-125.
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Kate Hathaway (2007), “The potential Effects of Government Intervention in a
Market Economy”,USAID Report for the Government of India.
www.fmi-inc.net/news/pdfs/EffectsGovtIntervention.pdf
Nath,G.C. & Lingareddy, T. (2007), “Commodity Derivatives contributing for rise or
fallinRisk”,WorkingPaper.
www.researchgate.net/.../241926266_Commodity_derivatives_contributing_for_rise_
or_fall_in_risk
Navinder Pal Singh, Andrew McKenzie (2008), “Hedging Effectiveness Around”,
USAD Crop Reports.
OECD (2011), “Price Volatility in Food and Agricultural Markets: Policy
Responses”, OECD Policy Report. Including contributions by FAO, IFAD, IMF,
OECD, UNCTAD, WFP, The World Bank, the WTO, IFPRI, and the UN HLTF
http://www.oecd.org/document/20/0,3746,en_2649_37401_48152724_1_1_1_37401,
00. html
Report of Inter – Ministerial Task Force on Agricultural Marketing Reforms (2002),
Government of India.
SasiKumar B., Thankamani C.K., Srinivasan V., Devasahayam S., Santhosh J. Eapen
Kumar A. & John Zacharaiah T. (2009), Black Pepper, Extension Pamphlet, Niseema
Printers & Publishers, Kochi 18, Published by Spices Board India, Ministry of
Commerce & Industry, Government of India.
Shaun K. Roache (2012), “China’s Impact on World Commodity Markets”, IMF
Working Paper WP/12/115.
Steve Suppan (2008), “Commodities Market Speculation: The Risk to Food Security
and Agriculture”, The Institute for Agriculture and Trade Policy Report.
Sumon Bhaumik & Suchismita Bose (2007), “Impact of Derivatives Trading on
Emerging Capital Markets: A Note on Expiration Day Effects in India”, William
Davidson Institute Working Paper No. 863. http://ssrn.com/abstract=988175
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Susan Newman (2006), “Terms of Trade, Price Volatility, and Distribution in
Commodity Markets: An Examination into the Impacts of Market Structure on
Commodity Price Movements”, IP12 – Trade in Primary Commodities NCCR Yearly
Symposium.
Susan Thomas (2008), “Indian Commodities Markets: Issues and Ideas”, International
Workshop Paper on Agricultural Trade Liberalisation and Domestic Market Reforms
in Indian Agriculture.
UNCTAD Report (2007), “Development Impacts of Commodity Futures Exchanges
in Emerging Markets”, Working Paper on Emerging Commodity Exchanges.
www.unctad.org/commodities
Vedika Narvekar & Anuj Choudhary (2012) Commodities Daily Report.
www.angelcommodities.com
d) THESIS
Amrutha C.P. (2009), “Market Information System and its Application for
Agricultural Commodities in Karnataka State – A Case of Onion”, Doctor Of
Philosphy in Agricultural Economics –Thesis
Aulerich, Nicole Mary (2011), “Three Essays on Agricultural Futures Traders”, Ph.D.
Dissertation 197 pages, 3479375.
http://gateway.proquest.com/openurl%3furl_ver=Z39.88-2004%26res_dat=xri.
pqdiss%26rft_valfmt=info:ofi/fmt:kev:mtx:dissertation%26rft_dat=xri:pqdiss:347935
Karkar Hiteshkumar Kalubhai (2010), “Comparative Evaluation of Participants
Satisfaction and Perception in Castor Trade: NSEL Viz A Viz APMC”, Institute of
Agri-Business Management MBA Thesis.
Small Cardamom or white cardamom in India.
agrihortico.com/tutorialsview.php?id=102
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e) WEBSITES
www.fmc.gov.in
www.indianspices.com
www.ipcnet.org
www.ipsta.com
www.mcxindia.com
www.nmce.com
www.spiceworld.com
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