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REFERENCES African Union (2005), “Study of the Potential for Commodity Exchanges and Other Forms of Market Places in Eastern and Southern Africa”, 2 nd Extraordinary Session of the Conference of Ministers of Trade, United Republic of Tanzania. Ahuja, N. L. (2006), “Commodity Derivatives Market in India: Development, Regulation and Future Prospects”, International Research Journal of Finance and Economics; Issue 2, pp 153-162. Alaton, P.; Djehiche, B. and Stillberger, D. (2002), “On modelling and pricing weather derivatives”, Applied Mathematics Finance, Vol. 9, Issue 1, pp 1-20. Ali, J. and Gupta, K.B. (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. Amihud, Y. and Mendelson, H. (1993), “Transaction taxes and stock values,” in Lehn, K and Kamphius R. eds, Modernizing US Securities Regulation: Economic and Legal Perspectives, Irwin, Homewood, Illinois. Antoniou, A. and Ergul, N. (1997). “Market Efficiency, Thin Trading and Non-linear Behavior: Evidence from an Emerging Market,” European Financial Management, Vol. 3, pp 175-90. Antoniou, A., Pescetto, G., and Violaris, A. (2001). “Modeling International Price Relationships and Interdependencies between EU Stock Index and Stock Index Futures Markets: A Multivariate Analysis,” Working Paper, Centre for Empirical Research in Finance, Department of Economics and Finance, University of Durham. Arezki, R.; Dumitrescu, E.; Freytag, A. and Quintynl, M. (2012), “Commodity Prices and Exchange Rate Volatility: Lessons from South Africa’s Capital Account Liberalization”, IMF Working Paper. Armesto, M.T. and Gavin, W.T. (2005), “Monetary policy and commodity futures”, Federal Reserve Bank of St. Louis Review, Vol. 87, Issue 3, pp. 395-405. Aulerich, M.N.; Fishe, P.H.R. and Harris, H.J. (2011), “Why do expiring futures and cash prices diverge for grain markets?”, Journal of Futures Markets, Vol. 31, Issue 6, pp 503–533. Back, J. Prokopczuk, M. and Rudolf, M (2012), “Seasonality and the Valuation of Commodity Options”, Journal of Banking and Finance, Vol. 37, No. 2. Baharumshah, A. Z. and Habibullah, M. S. (1994), “Price Efficiency in Pepper Markets In Malaysia: A Co-Integration Analysis”, Indian Journal Of Agricultural Economics, Vol 49, Issue 2, pp 205-216.

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Page 1: THESIS -Chapters and biblio RASHI 20shodhganga.inflibnet.ac.in/bitstream/10603/21116/13/15_bibliograph… · REFERENCES African Union (2005), “Study of the Potential for Commodity

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REFERENCES

African Union (2005), “Study of the Potential for Commodity Exchanges and Other Forms of Market Places in Eastern and Southern Africa”, 2nd Extraordinary Session of

the Conference of Ministers of Trade, United Republic of Tanzania.

Ahuja, N. L. (2006), “Commodity Derivatives Market in India: Development, Regulation and Future Prospects”, International Research Journal of Finance and

Economics; Issue 2, pp 153-162.

Alaton, P.; Djehiche, B. and Stillberger, D. (2002), “On modelling and pricing weather derivatives”, Applied Mathematics Finance, Vol. 9, Issue 1, pp 1-20.

Ali, J. and Gupta, K.B. (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.

Amihud, Y. and Mendelson, H. (1993), “Transaction taxes and stock values,” in Lehn, K and Kamphius R. eds, Modernizing US Securities Regulation: Economic and Legal

Perspectives, Irwin, Homewood, Illinois.

Antoniou, A. and Ergul, N. (1997). “Market Efficiency, Thin Trading and Non-linear Behavior: Evidence from an Emerging Market,” European Financial Management, Vol. 3, pp 175-90.

Antoniou, A., Pescetto, G., and Violaris, A. (2001). “Modeling International Price Relationships and Interdependencies between EU Stock Index and Stock Index Futures Markets: A Multivariate Analysis,” Working Paper, Centre for Empirical Research in Finance, Department of Economics and Finance, University of Durham.

Arezki, R.; Dumitrescu, E.; Freytag, A. and Quintynl, M. (2012), “Commodity Prices and Exchange Rate Volatility: Lessons from South Africa’s Capital Account Liberalization”, IMF Working Paper.

Armesto, M.T. and Gavin, W.T. (2005), “Monetary policy and commodity futures”, Federal Reserve Bank of St. Louis Review, Vol. 87, Issue 3, pp. 395-405.

Aulerich, M.N.; Fishe, P.H.R. and Harris, H.J. (2011), “Why do expiring futures and cash prices diverge for grain markets?”, Journal of Futures Markets, Vol. 31, Issue 6, pp 503–533.

Back, J. Prokopczuk, M. and Rudolf, M (2012), “Seasonality and the Valuation of Commodity Options”, Journal of Banking and Finance, Vol. 37, No. 2.

Baharumshah, A. Z. and Habibullah, M. S. (1994), “Price Efficiency in Pepper Markets In Malaysia: A Co-Integration Analysis”, Indian Journal Of Agricultural Economics, Vol 49, Issue 2, pp 205-216.

Page 2: THESIS -Chapters and biblio RASHI 20shodhganga.inflibnet.ac.in/bitstream/10603/21116/13/15_bibliograph… · REFERENCES African Union (2005), “Study of the Potential for Commodity

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Websites:

www.aceindia.com

www.business.gov.in/manage_business/warehousing.php

www.cewacor.nic.in

www.commodityonline.com

www.commodity-trading-today.com/commodity-exchanges.html

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www.icex.com

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www.mcxindia.com

www.microlinks.org/usaidraf

www.nbhcindia.com

www.ncdex.com

www.ncmsl.com

www.nmce.com

www.nsdl.co.in

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QUESTIONNAIRE

Dear Sir/Madam,

I ‘Rashi Gupta’ am pursuing my Phd from Aligarh Muslim University and my topic of

research is ‘Studies in Operational Issues of Multi-Commodity Exchanges in India’.

Enclosed is a questionnaire on various aspects of commodity exchanges of India. I

would highly appreciate if you could please spend some of your valuable time to fill in

the questionnaire and return it to the undersigned at below mentioned contact details.

Please be rest assured your opinions and answers would be used only for research

purpose and all details will be kept confidential.

Once again thank you for your support. Incase of any queries/questions, kindly do not

hesitate to contact the undersigned.

Thanking you.

With best regards,

Rashi Gupta

Email: [email protected]