Turmeric Prices Data

The time series daily data on Turmeric Prices traded at National Commodities Derivatives Exchange India for the period 01 January 2005 to 31 December 2015. The data 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 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 turmeric during the study period. The first sheet gives the raw data on turmeric prices, the second sheet provides the data after removing duplication of same day prices along with logarithmic returns, the third, fourth and the fifth sheet gives the data on near month futures , mid month futures and far month turmeric futures along with logarithmic returns. The findings indicate no relationship between spot and near month, mid month, far month futures of turmeric during the study period.