Details about Nikolaos T. Milonas

Access statistics for papers by Nikolaos T. Milonas.

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Short-id: pmi343

Working Papers

2010

1. Pension Funds under Investments Constraints: An Assessment of the Opportunity Cost to the Greek Social Security System
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2024

1. The convenience yield under commodity financialization
   Journal of Futures Markets, 2024, 44, (4), 631-652

2022

2. The impact of wind and solar power generation on the level and volatility of wholesale electricity prices in Greece
   Energy Policy, 2022, 170, (C) View citations (6)

2020

3. International Evidence on the Determinants of Domestic Sovereign Debt Bank Holdings
   Journal of Financial Services Research, 2020, 58, (2), 143-160 View citations (2)

2017

4. Convenience Yields in Electricity Prices: Evidence from the Natural Gas Market
   Journal of Futures Markets, 2017, 37, (5), 522-538 View citations (3)

2013

5. Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany
   Energy Economics, 2013, 36, (C), 454-463 View citations (12)

2009

6. Fund management and its effect in the Greek social security system
   Journal of Pension Economics and Finance, 2009, 8, (4), 485-500 View citations (2)

2006

7. The ex-dividend day stock price behavior in the Chinese stock market
   Pacific-Basin Finance Journal, 2006, 14, (2), 155-174 View citations (13)

2004

8. Investor Sentiment and the Closed‐end Fund Puzzle: Out‐of‐sample Evidence
   European Financial Management, 2004, 10, (2), 235-266 View citations (21)

2001

9. Price spread and convenience yield behaviour in the international oil market
   Applied Financial Economics, 2001, 11, (1), 23-36 View citations (53)

2000

10. Similarly traded securities: Greek common vs. preferred stock
    European Financial Management, 2000, 6, (3), 343-366 View citations (4)

1997

11. Convenience Yield and the Option to Liquidate for Commodities with a Crop Cycle
    European Review of Agricultural Economics, 1997, 24, (2), 267-83 View citations (12)
12. Convenience yields as call options: An empirical analysis
    Journal of Futures Markets, 1997, 17, (1), 1-15 View citations (23)

1995

13. Return Generating Processes of Long-Term Bonds and Measurement of Risk: Theory and Empirical Tests
    Review of Quantitative Finance and Accounting, 1995, 5, (3), 231-40

1991

14. Measuring seasonalities in commodity markets and the half‐month effect
    Journal of Futures Markets, 1991, 11, (3), 331-345 View citations (15)

1989

15. The Determinants of GNMA Prepayments: A Pool-by-Pool Analysis
    Journal of Real Estate Research, 1989, 4, (2), 21-32

1987

16. The effects of USDA crop announcements on commodity prices
    Journal of Futures Markets, 1987, 7, (5), 571-589 View citations (10)

1986

17. A note on agricultural options and the variance of futures prices
    Journal of Futures Markets, 1986, 6, (4), 671-676 View citations (1)
18. Liquidity and Price Variability in Futures Markets
    The Financial Review, 1986, 21, (2), 211-37 View citations (4)
19. Price variability and the maturity effect in futures markets
    Journal of Futures Markets, 1986, 6, (3), 443-460 View citations (39)

1985

20. Memory in commodity futures contracts: A comment
    Journal of Futures Markets, 1985, 5, (1), 113-114 View citations (3)