Chillies Spot Prices

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.