9
H index
8
i10 index
201
Citations
Nikolaos T. Milonas : Citation Profile
National and Kapodistrian University of Athens | RESEARCH PRODUCTION: 18 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
35 years (1985 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Nikolaos T. Milonas. | Is cited by:
| Cites to:
|
Main data
Where Nikolaos T. Milonas has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Futures Markets | 7 |
| European Financial Management | 2 |
Recent works citing Nikolaos T. Milonas (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011. Full description at Econpapers || Download paper |
| 2023 | Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity prices. (2023). Zhang, Alex Hongliang ; Erten, Ibrahim Etem ; Camadan, Ercument ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s030142152300232x. Full description at Econpapers || Download paper |
| 2023 | Volatility in US dairy futures markets. (2023). Yu, Linda ; Tse, Yiuman ; Jump, Jeff ; Fan, Zaifeng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000666. Full description at Econpapers || Download paper |
| 2023 | The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Liu, Rui ; Gao, Xin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319. Full description at Econpapers || Download paper |
| 2023 | Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132. Full description at Econpapers || Download paper |
| 2023 | Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility. (2023). Wang, LU ; Su, Yuquan ; Yu, Jize ; Hong, Yanran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:358-368. Full description at Econpapers || Download paper |
| 2023 | Did small banks trade off lending with government bond purchases during the Sovereign debt crisis?. (2023). Pozzolo, Alberto ; Pietrovito, Filomena. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:666-683. Full description at Econpapers || Download paper |
| 2023 | Commodity price uncertainty as a leading indicator of economic activity. (2023). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4194-4219. Full description at Econpapers || Download paper |
| 2023 | Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis. (2023). Magkonis, Georgios ; Filis, George ; Tzouvanas, Panagiotis ; Filippidis, Michail. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:807-825. Full description at Econpapers || Download paper |
Works by Nikolaos T. Milonas:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Investor Sentiment and the Closed?end Fund Puzzle: Out?of?sample Evidence In: European Financial Management. [Full Text][Citation analysis] | article | 19 |
| 2000 | Similarly traded securities: Greek common vs. preferred stock In: European Financial Management. [Full Text][Citation analysis] | article | 4 |
| 1986 | Liquidity and Price Variability in Futures Markets. In: The Financial Review. [Citation analysis] | article | 4 |
| 2009 | Fund management and its effect in the Greek social security system In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2013 | Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany In: Energy Economics. [Full Text][Citation analysis] | article | 11 |
| 2006 | The ex-dividend day stock price behavior in the Chinese stock market In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 13 |
| 1989 | The Determinants of GNMA Prepayments: A Pool-by-Pool Analysis In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 0 |
| 2020 | International Evidence on the Determinants of Domestic Sovereign Debt Bank Holdings In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 2 |
| 1995 | Return Generating Processes of Long-Term Bonds and Measurement of Risk: Theory and Empirical Tests. In: Review of Quantitative Finance and Accounting. [Citation analysis] | article | 0 |
| 1997 | Convenience Yield and the Option to Liquidate for Commodities with a Crop Cycle. In: European Review of Agricultural Economics. [Citation analysis] | article | 12 |
| 2010 | Pension Funds under Investments Constraints: An Assessment of the Opportunity Cost to the Greek Social Security System In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Price spread and convenience yield behaviour in the international oil market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 50 |
| 1991 | Measuring seasonalities in commodity markets and the half?month effect In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 14 |
| 1997 | Convenience yields as call options: An empirical analysis In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 20 |
| 2017 | Convenience Yields in Electricity Prices: Evidence from the Natural Gas Market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
| 1985 | Memory in commodity futures contracts: A comment In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
| 1986 | Price variability and the maturity effect in futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 36 |
| 1986 | A note on agricultural options and the variance of futures prices In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 1987 | The effects of USDA crop announcements on commodity prices In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team