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.本数据集包含2005年1月1日至2015年12月31日期间，在印度全国商品衍生品交易所（National Commodities Derivatives Exchange India）交易的姜黄价格每日时间序列数据。本数据集曾被用于探究姜黄现货价格与期货价格之间的关联关系。本数据集的现货价格数据按照到期日期划分为近月期货、中期期货与远月期货合约。本数据集的现货价格数据按照到期日期划分为近月期货、中期期货与远月期货合约。研究结果表明，在本次研究周期内，姜黄现货价格与近月、中期、远月期货价格之间均不存在关联关系。数据集的第一张工作表包含姜黄价格的原始数据；第二张工作表提供了剔除同日重复价格并计算对数收益率后的数据集；第三、第四及第五张工作表则分别包含近月、中期、远月姜黄期货合约的价格数据及对应对数收益率。研究结果表明，在本次研究周期内，姜黄现货价格与近月、中期、远月期货价格之间均不存在关联关系。