Protostellar jets are fossil records of the accretion history of protostars. Studying these jets opens up an indirect window of knowledge into the evolutionary stages and activities of the protostar, the direct study of which is difficult due to its highly embedded nature. The research highlights a theoretical and observational study of protostellar jets in radio and near-infrared wavelengths, respectively. The first part of the thesis describes a numerical model for radio jets from protostars, having simplistic geometry, which has been developed for the first time to explain the presence of thermal free-free and non-thermal synchrotron emission in these jets. The model has been successfully employed to estimate relevant physical and micro-physical parameters of protostellar jets for which observational data is available. The second part of the thesis covers a near-infrared investigation aimed at exploring the partially ionized and molecular regions of a massive protostellar jet, HH80-81, by utilizing molecular H2 and [FeII] emission lines as shock tracers. This is the first time detection of these emission lines towards the HH80-81 jet and following this, a qualitative and quantitative analysis of the jet has been carried out, enabling the identification of the nature of shocks and estimation of relevant physical parameters of the protostar and its jet.