IDEAS home Printed from https://ideas.repec.org/f/pmi343.html
   My authors  Follow this author

Nikolaos T. Milonas

Personal Details

First Name:Nikolaos
Middle Name:T.
Last Name:Milonas
Suffix:
RePEc Short-ID:pmi343
[This author has chosen not to make the email address public]

Affiliation

Department of Economics
National and Kapodistrian University of Athens

Athens, Greece
http://www.econ.uoa.gr/
RePEc:edi:deuoagr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Milonas, Nikolaos /T & Papachristou, George & Roupas, Theodor /A, 2010. "Pension Funds under Investments Constraints: An Assessment of the Opportunity Cost to the Greek Social Security System," MPRA Paper 36702, University Library of Munich, Germany.

Articles

  1. Nikolaos T. Milonas & Evangelia K. Photina, 2024. "The convenience yield under commodity financialization," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(4), pages 631-652, April.
  2. Maniatis, Georgios I. & Milonas, Nikolaos T., 2022. "The impact of wind and solar power generation on the level and volatility of wholesale electricity prices in Greece," Energy Policy, Elsevier, vol. 170(C).
  3. Dimitris K. Chronopoulos & George Dotsis & Nikolaos T. Milonas, 2020. "International Evidence on the Determinants of Domestic Sovereign Debt Bank Holdings," Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(2), pages 143-160, December.
  4. Nikolaos Milonas & Nikolaos Paratsiokas, 2017. "Convenience Yields in Electricity Prices: Evidence from the Natural Gas Market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(5), pages 522-538, May.
  5. Kalantzis, Fotis G. & Milonas, Nikolaos T., 2013. "Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany," Energy Economics, Elsevier, vol. 36(C), pages 454-463.
  6. Milonas, Nikolaos T. & Papachristou, George A. & Roupas, Theodore A., 2009. "Fund management and its effect in the Greek social security system," Journal of Pension Economics and Finance, Cambridge University Press, vol. 8(4), pages 485-500, October.
  7. Milonas, Nikolaos T. & Travlos, Nickolaos G. & Xiao, Jason Zezhong & Tan, Cunkai, 2006. "The ex-dividend day stock price behavior in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 14(2), pages 155-174, April.
  8. John A. Doukas & Nikolaos T. Milonas, 2004. "Investor Sentiment and the Closed‐end Fund Puzzle: Out‐of‐sample Evidence," European Financial Management, European Financial Management Association, vol. 10(2), pages 235-266, June.
  9. Nikolaos Milonas & Thomas Henker, 2001. "Price spread and convenience yield behaviour in the international oil market," Applied Financial Economics, Taylor & Francis Journals, vol. 11(1), pages 23-36.
  10. Nikolaos T. Milonas, 2000. "Similarly traded securities: Greek common vs. preferred stock," European Financial Management, European Financial Management Association, vol. 6(3), pages 343-366, September.
  11. Nikolaos T. Milonas & Stavros B. Thomadakis, 1997. "Convenience yields as call options: An empirical analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 17(1), pages 1-15, February.
  12. Milonas, Nikolaos T & Thomadakis, Stavros B, 1997. "Convenience Yield and the Option to Liquidate for Commodities with a Crop Cycle," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 24(2), pages 267-283.
  13. Kazemi, Hossein B & Milonas, Nikolaos T & Nanisetty, Prasad, 1995. "Return Generating Processes of Long-Term Bonds and Measurement of Risk: Theory and Empirical Tests," Review of Quantitative Finance and Accounting, Springer, vol. 5(3), pages 231-240, September.
  14. Nikolaos T. Milonas, 1991. "Measuring seasonalities in commodity markets and the half‐month effect," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(3), pages 331-345, June.
  15. Nelson J. Lacey & Nikolaos T. Milonas, 1989. "The Determinants of GNMA Prepayments: A Pool-by-Pool Analysis," Journal of Real Estate Research, American Real Estate Society, vol. 4(2), pages 21-32.
  16. Nikolaos T. Milonas, 1987. "The effects of USDA crop announcements on commodity prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 7(5), pages 571-589, October.
  17. Milonas, Nikolaos T, 1986. "Liquidity and Price Variability in Futures Markets," The Financial Review, Eastern Finance Association, vol. 21(2), pages 211-237, May.
  18. Nikolaos T. Milonas, 1986. "A note on agricultural options and the variance of futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 6(4), pages 671-676, December.
  19. Nikolaos T. Milonas, 1986. "Price variability and the maturity effect in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 6(3), pages 443-460, September.
  20. Nicholaos T. Milonas & Peter E. Koveos & G. Geoffrey Booth, 1985. "Memory in commodity futures contracts: A comment," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 5(1), pages 113-114, March.
    RePEc:eme:mfipps:v:39:y:2013:i:9:p:863-882 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Nikolaos T. Milonas should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.