Although most users export their digital raw photographs (like .nef files recorded using Nikon cameras) to JPEG (.jpg, .jpeg), sometimes another graphics format is needed. Some formats like TIFF are pretty well supported in various photograph editing tools, whilst for some uncommon formats you will need to do a two-step conversion with some kind of picture converter.
Doing this will of course remove all the raw specific data from your .nef file and you will get compressed picture with reduced quality and file size.