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This study aims to describe the design and synthesis of two novel azo and imine chromophores-based dyes derived from two different aldehydes with intramolecular colour matching that are pH sensitive.

The visible absorption wavelength (λ_max) was extended when azo chromophore was included in imine-based systems. The dyed patterns created sophisticated colour-changing paper packaging sensors with pH-sensitive chromophores using alum as a mediator or mordant. Due to the tight adhesive bonding, the dyes on paper’s cellulose fibres could not be removed by ordinary water even at extremely high or low pH, which was confirmed by scanning electron microscopy analysis. The dyed patterns demonstrated an evident, sensitive and fast colour-changing mechanism with varying pH, from pale yellow to red for Dye-I and from pale yellow to brown-violet for Dye-II.

The λ_max for colour changing was recorded from 400 to 490 nm for Dye-I, whereas from 400 to 520 for Dye-II. The freshness judgement of food was checked using actual experiments with cooked crab spoilage, where the cooked crab was incubated at 37 ^oC for 6 h to see the noticeable colour change from yellow to brown-violet with Dye-II. The colour-changing mechanism was studied with Fourier transform infrared (FTIR) spectra at different pH, and thin layer chromatography, nuclear magnetic resonance and FTIR spectroscopy studied the desired structure formation of the dyes. Potential uses for smart packaging sensors include quickly detecting food freshness during transportation or right before consumption.

1. Two novel azo-imine dyes have been synthesized with a pH-responsive effect. 2. The pH-responsive mechanism was studied. 3. The study was supported by computational chemistry using density functional theory. 4. The obtained dyes were used to make pH-responsive sensors for seafood packaging to judge the freshness.

The purpose of this study is to analyze the price discovery and market efficiency of energy futures traded in India. The study also examines the volatility spillover effect between the cash and futures markets of energy commodities.

The study uses crude oil and natural gas spot and futures series traded at Multi Commodity Exchange (MCX), India. To evaluate the objectives, the paper employs the cointegration test, causality check, dynamic ordinary least squares (DOLS) method and Baba, Engle, Kraft and Kroner (BEKK) GARCH Model.

The study supports the long-run association between the selected markets. Unlike natural gas, in the case of crude oil bidirectional, flow of information is observed. The study rejects the unbiasedness and efficient market hypothesis of the energy futures market in India. Further, the study confirms that the selected energy commodities indicate bidirectional shock transmission between their respective cash and futures markets.

The study will assist the commodity market participants in designing their trading strategy. The volatility signal will be used by investors and portfolio managers for risk management and portfolio adjustment. Regulators will be able to anticipate future spillover and can design policies to strengthen the market.

The paper evaluates the three aspects of the energy futures market, namely price discovery, market efficiency and volatility slipover. To the best of the authors’ knowledge, studies on efficacy and shock transmission in the context of the energy futures market in India are rare. Further, the study also contributes by investigating the price discovery process of the energy futures market.