Chillies Spot Prices
Description
The time series daily data on Chillies Prices traded at National Commodities Derivatives Exchange India for the period 10 November 2005 to 31 December 2015 were used to identify the relationship between spot and futures prices. The spot prices data set were classified into near month futures, mid month futures and far month futures based on the maturity date. The findings indicate no relationship between spot and near month, mid month, far month futures of chillies during the study period. The first sheet gives the raw data on Chillies prices, the second sheet provides the data the data on near month futures , mid month futures and far month chillies futures along with logarithmic returns.
Files
Steps to reproduce
The daily data on Chillies spot prices traded at National Commodities and Derivatives Exchange Limited were downloaded from the official website www.ncdex.com. The data can be used by researchers for the purpose of developing/studying econometrics models related to Commodity Derivatives and Risk Management.