@incollection{,
	
					
					
					BCF4D8F73894C0CA8FC935BC5907A1F5
				,
	author={{Y.Bansal} and {S.Kumar} and {P.Verma} and {Thapar University, Patiala}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}1453544
}

@incollection{b0,
	
	
		,
	title={{Optimal Hedging Using Cointegration}}
		,
	author={{
			CarolAlexander
		}}
	
	
		,
	journal={{Philosophical Transactions of the Royal Society, London, Series A}}
		
			357
			
			,
	year={1999}
		
	

}

@incollection{b1,
	
	
		,
	title={{International Stock market linkages: Evidence from the pre -and post -October 1987 period}}
		,
	author={{
			BalaArshanapalli
		} and {
			JohnDoukas
		}}
		
	
	
		,
	journal={{Journal of Banking and Finance}}
		
			17
			
			,
	year={1993}
		
	

}

@incollection{b2,
	
	
		,
	title={{Commodities in Asset Allocation: A Real Asset Alternative to Real Estate?}}
		,
	author={{
			ErnestAnkrim
		} and {
			MRChris
		} and {
			Hensel
		}}
		
		
	
	
		,
	journal={{Financial Analysts Journal}}
		
			49
			3
			
			,
	year={1993}
		
	

}

@incollection{b3,
	
	
		,
	title={{Maximizing utility with Commodity Futures diversification}}
		,
	author={{
			MarkAnson
		}}
	
	
		,
	journal={{Journal of Portfolio Management}}
		
			25
			4
			
			,
	year={1999}
		
	

}

@book{b4,
	
	
		,
	title={{Indexed Commodity futures and the Risk and Return of Institutional portfolios}}
		,
	author={{
			GBecker
		} and {
			EKent & Joseph
		} and {
			Finnerty
		}}
		
		
		
			,
	year={2000}
			
		
	
	,
	note={OFOR Working Paper}

}

@incollection{b5,
	
	
		,
	title={{Risk and Returns in Commodity Futures}}
		,
	author={{
			ZBodie
		} and {
			VRosansky
		}}
		
	
	
		,
	journal={{Financial Analysts Journal}}
		
			36
			3
			
			,
	year={1980}
		
	

}

@incollection{b6,
	
	
		,
	title={{Commodities and Equities: Ever a Market of One?}}
		,
	author={{
			BuyuksahinBahattin
		} and {
			SMichael
		} and {
			Haigh & Michel A Robe
		}}
		
		
	
	
		,
	journal={{The Journal of Alternative Investments}}
		
			12
			3
			
			,
	year={2010}
		
	

}

@incollection{b7,
	
	
		,
	title={{Conditional Correlation and Volatility in Commodity Futures and Traditional Asset Markets}}
		,
	author={{
			JamesChong
		} and {
			Miffre
		}}
		
	
	
		,
	journal={{Journal of Alternative Investments}}
		
			12
			3
			
			,
	year={2010}
		
	

}

@incollection{b8,
	
	
		,
	title={{Cointegration and Error Correction: Representation Estimation and Testing}}
		,
	author={{
			RobertF & C W JEngle
		} and {
			Granger
		}}
		
	
	
		,
	journal={{Econometrica}}
		
			55
			2
			
			,
	year={1987}
		
	

}

@incollection{b9,
	
	
		,
	title={{The Strategic and Tactical Value of Commodity Futures}}
		,
	author={{
			CCErb
		} and {
			Harvey
		}}
		
	
	
		,
	journal={{Financial Analysts Journal}}
		
			62
			2
			
			,
	year={2006}
		
	

}

@incollection{b10,
	
	
		,
	title={{Facts and Fantasies about Commodity Futures}}
		,
	author={{
			GGorton
		} and {
			&KRouwenhorst
		}}
		
	
	
		,
	journal={{Financial Analysts Journal}}
		
			62
			2
			
			,
	year={2006}
		
	

}

@incollection{b11,
	
	
		,
	title={{Common stochastic trends in international stock markets}}
		,
	author={{
			KennethKasa
		}}
	
	
		,
	journal={{Journal of Monetary Economics}}
		
			29
			1
			
			,
	year={1992}
		
	

}

@incollection{b12,
	
	
		,
	title={{GSCI Collateralized Futures: A Hedging and Diversification Tool for Institutional Investors}}
		,
	author={{
			ScottLLummer
		} and {
			LaurenceBSiegel
		}}
		
	
	
		,
	journal={{Journal of Investing}}
		
			2
			2
			
			,
	year={1993}
		
	

}

@incollection{b13,
	
	
		,
	title={{Co-movement of the European Equity Markets Before and After the 1987 crash}}
		,
	author={{
			Meric
		} and {
			Ilhan & Meric
		} and {
			Gulser
		}}
		
		
	
	
		,
	journal={{Multinational Finance Journal}}
		
			1
			2
			
			,
	year={1997}
		
	

}

@incollection{b14,
	
	
		,
	title={{Diversification Benefits of Commodity Assets in Global Portfolios}}
		,
	author={{
			SudhakarSatyanarayan
		} and {
			Varangis
		}}
		
	
	
		,
	journal={{Journal of Investing}}
		
			5
			1
			
			,
	year={1996}
		
	

}

@incollection{b15,
	
	
		,
	title={{A Conditional Assessment of the Relationships between Commodity and Equity Indexes}}
		,
	author={{
			DavidPSimon
		}}
	
	
		,
	journal={{The Journal of Alternative Investments}}
		
			16
			2
			
			,
	year={2013}
		
	

}

@incollection{b16,
	
	
		,
	title={{Maximum likelihood estimation and inference on cointegration -With applications to the demand for money}}
		,
	author={{
			SerenJohansen
		} and {
			KatarinaJuselius
		}}
		
	
	
		,
	journal={{Oxford bulletin of Economics and Statistics}}
		
			52
			2
			
			,
	year={1990}
		
	

}

@book{b17,
	
	
		,
	title={{Financial Integration for India Stock Market, a Fractional Cointegration Approach}}
		,
	author={{
			Wong
		} and {
			Wing-Keung
		} and {
			AmanAgarwal
		} and {
			JunDu
		}}
		
		
		
		
			,
	year={2005}
			501
		
		
			National University of Singapore Department of Economics paper
		
	

}