Here is what is happening...
My website redirects to Third Party Website which uses window.location to redirect back to my website. All this is happenining inside a pop up window.
The issue i am facing is in Chrome, after the redirect window.close is undefined along with some other attributes like window.opener 
Any idea how can I close this window ? 
Don't have much control over how redirection is happening as its a third party website.
I changed window.location in one of my pages to redirect to another page and in that page this issue was reproducible.
EDIT:
The issue was not window.location redirection but something else ... Trying to debug it further, have found a solution though and answered in this question.