BIBLIOGRAPHY

a) BOOKS

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Commodity Insights Year Book (2009) – A Publication by PricewaterhouseCoopers

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Cultivation Practices for Cardamom – Elettaria Cardamom (2009) Published by

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Damodar N.Gujarati & Sangeetha (2008), “Gujarati Basic Econometrics”, The

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Don M.Chance & Robert Brooks (2010), “An Introduction to Derivatives & Risk

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Jayanth Rama Varma (2008), “Derivatives & Risk Management”, Tata Mc Graw-Hill

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John C. Hull (2009), “Fundamentals of Futures & Options Markets”, Pearson

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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

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value agricultural products projects: The experience of the pacific island developing

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http://www.academicjournals.org/AJAR

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Michel a. Robe (2008), “Fundamentals, Trader Activity and Derivative

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Cynthia (2009), “Futures/Commodity Markets in Africa – Is there a future for?”,

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David F. Hendry and Katarina Juselius (2000), “Explaining Co-integration Analysis:

Part I The energy journal, Vol.21(1) pp:1-42.

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of Prices, Explorations in Economic History”, No.44, pp: 342-362,

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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

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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

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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

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Muthuswamy Anandaraj and M.R. Sudharshan Soils, Plant growth and crop

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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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23-36. http://www.tandf.co.uk/journals

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India: An Agenda for Research Vision”, Vol.3(4), pp:8-19.

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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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