2024

• Solibakke, Per Bjarte. (2024) Constant relative risk aversion utility and consumption CAPM: discount factors and risk aversions for Norway, Sweden, and the UK. Cogent Economics & Finance
  Academic article
• Solibakke, Per Bjarte. (2024) Forecasting hourly WTI oil front monthly price volatility densities. Quantitative Finance and Economics (QFE)
  Academic article

2022

• Solibakke, Per Bjarte. (2022) Projecting and Forecasting the Latent Volatility for the Nasdaq OMX Nordic/Baltic Financial Electricity Market Applying Stochastic Volatility Market Characteristics. Energies
  Academic article
• Loutfi, Ahmad Amine; Sun, Mengtao; Loutfi, Ijlal; Solibakke, Per Bjarte. (2022) Empirical study of day-ahead electricity spot-price forecasting: Insights into a novel loss function for training neural networks. Applied Energy
  Academic article
• Solibakke, Per Bjarte. (2022) Bootstrapped Nonlinear Impulse-Response Analysis: The FTSE100 (UK) and the NDX100 (US) Indices 2012-2021. International Journal of Computational Economics and Econometrics
  Academic article

2021

• Solibakke, Per Bjarte. (2021) Step-ahead spot price densities using daily synchronously reported prices and wind forecasts. Journal of Forecasting
  Academic article
• Solibakke, Per Bjarte. (2021) The ICE Carbon (EUC) and Brent Oil Contracts: Volatility (Co-)Movements and Forecasts.
  Academic chapter/article/Conference paper
• Solibakke, Per Bjarte. (2021) Forecasting Stochastic Volatility Characteristics for the Financial Fossil Oil Market Densities. Journal of Risk and Financial Management
  Academic article

2020

• Solibakke, Per Bjarte. (2020) Stochastic Volatility Models Predictive Relevance for Equity Markets.
  Academic chapter/article/Conference paper

2018

• Solibakke, Per Bjarte. (2018) The Nordic/Baltic Spot Electric Power System Price: Univariate Nonlinear Impulse-Response Analysis. Journal of Energy Markets
  Academic article
• Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte. (2018) Trade concentration and dynamics of Norwegian imports : an application of R-MANOVA model. International Journal of Logistics Economics and Globalisation
  Academic article

2017

• Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte. (2017) Intercontinental variations of the import trade pattern of Norway: Applications to best linear unbiased estimable functions of hierarchical econometric model. Global Business and Economics Review (GBER)
  Academic article
• Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte. (2017) Derivation of econometric estimable functions of intra-trade industry: The case of the Norwegian intra-continental import trade pattern. International Journal of Computational Economics and Econometrics
  Academic article

2016

• Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte. (2016) Erratum to: Spectral density estimation of European airlines load factors for Europe-Middle East and Europe-Far East flights(Eur Transp Res Rev, Doi:10.1007/s12544-015-0162-8). European Transport Research Review
  Errata
• Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte. (2016) Structure of the Norwegian imports trade concentration : the seemingly unrelated autoregressive regression modelling approach. Global Business and Management Research
  Academic article

2015

• Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte. (2015) Econometric modelling of the variations of Norway’s export trade across continents and over time : the two stage non-full rank hierarchical linear econometric model approach. Economics Research International
  Academic article
• Solibakke, Per Bjarte. (2015) Re-projecting volatility for European carbon option pricing. Sylwan
  Academic article
• Dahlen, Kai Erik; Solibakke, Per Bjarte; Westgaard, Sjur; Næss, Arvid. (2015) On the Estimation of Extreme Values for Risk Assessment and Management: The ACER Method. International journal of business
  Academic article
• Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte. (2015) Spectral density estimation of load factor of flight of domestic and cross border Europe of airlines that are members of AEA. European Transport / Trasporti Europei
  Academic article
• Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte. (2015) Spectral density estimation of European airlines load factors for Europe-Middle East and Europe-Far East flights. European Transport Research Review
  Academic article
• Solibakke, Per Bjarte. (2015) Stochastic volatility models for the Brent oil futures market : forecasting and extracting conditional moments. Opec Energy Review
  Academic article
• Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte. (2015) Econometric modelling of the variations and structural changes of Norway’s import trade across continents and over time.
  Chapter
• Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte. (2015) Econometric modelling and forecasting for Norway’s revenue from export of ships : an application to two-way factorial with interaction model. Journal of International Business and Economics (JIBE)
  Academic article

2014

• Solibakke, Per Bjarte. (2014) Scientific stochastic volatility models for the european carbon markets : Forecasting and extracting conditional moments. International journal of business
  Academic article
• Solibakke, Per Bjarte. (2014) Stochastic volatility models for the european electricity markets : Forecasting and extracting conditional moments for option pricing and implied market risk premiums (USAEE Working Paper No. 14-169). Social Science Research Network (SSRN) Social Science Research Network (SSRN)
  Report
• Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte. (2014) Evaluation of the continental variations of Norway’s export trade across continents: an applications of two-stage hierarchical non-full rank linear econometric models. The business & management review: Conference Proceedings
  Academic article

2013

• Solibakke, Per Bjarte. (2013) Kinesisk kullimport og norsk gassproduksjon/-eksport gir CO2-utslipp reduksjoner tilsvarende 7-8 norske komplette bilparker. Samfunnsøkonomen
  Academic article

2012

• Lien, Gudbrand; Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte. (2012) Covariance estimation using high-frequency data : an analysis of Nord Pool electricity forward data. Journal of Energy and Power Engineering
  Academic article
• Solibakke, Per Bjarte. (2012) Forecasting Carbon Phase II Moments for Option Pricing and Risk Management Applications using Stochastic Volatility Models. International Research Journal of Applied Finance
  Popular scientific article
• Dahlen, Kai Erik; Solibakke, Per Bjarte. (2012) Scientific stochastic volatility models for the European energy market: forecasting and extracting conditional volatility. Journal of Risk Model Validation
  Academic article
• Solibakke, Per Bjarte. (2012) Scientific stochastic volatility models for the salmon forward market : forecasting (un-)conditional moments. Aquaculture Economics & Management
  Academic article

2011

• Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand. (2011) Realized volatility and the influence of market measures on predictability : an analysis of Nord Pool forward electricity data. Energy Economics
  Academic article
• Solibakke, Per Bjarte. (2011) Market risk management with stochastic volatility models.
  Academic chapter/article/Conference paper
• Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand. (2011) Modelling day-ahead Nord Pool forward-price volatility: realized rolatility versus GARCH models. International Research Journal of Finance and Economics
  Academic article
• Solibakke, Per Bjarte; Westgaard, Sjur; Lien, Gudbrand. (2011) Carbon stochastic volatility model estimation and inference : forecasting (un-)conditional moments. Economics & Finance Review
  Academic article

2010

• Solibakke, Per Bjarte. (2010) Corporate risk management in European energy markets. Journal of Energy Markets
  Academic article

2008

• Solibakke, Per Bjarte. (2008) Efficiency and transmission in European energy markets : a seminon-parametric approach. Journal of Energy Markets
  Academic article

2007

• Solibakke, Per Bjarte. (2007) Describing the Phelix forward electric-power market using Bayesian estimators for stochastic volatility models.
  Academic chapter/article/Conference paper

2006

• Solibakke, Per Bjarte. (2006) Describing the Nordic forward electric power market : a stochastic model approach. International journal of business
  Academic article

2005

• Solibakke, Per Bjarte. (2005) Non-linear dependence and conditional heteroscedasticity in stock returns : evidence from the Norwegian thinly traded equity markets. European Journal of Finance
  Academic article

2003

• Solibakke, Per Bjarte. (2003) Validity of discrete-time stochastic volatility models in non-synchronous equity markets. European Journal of Finance
  Academic article

2002

• Solibakke, Per Bjarte. (2002) Testing the univariate conditional CAPM in thinly traded markets. Applied Financial Economics
  Academic article
• Solibakke, Per Bjarte. (2002) Information noise and stock return volatility in thinly trades markets : an empirical analysis of the trading and non-trading processes in the Norwegian thinly traded equity market. - Conditional volatility and information arrival : an empirical analysis of the effects of leptokurtosis in stock return distributions. Høgskolen i Molde Høgskolen i Molde
  Report
• Solibakke, Per Bjarte. (2002) Efficiently estimated mean and volatility characteristics for the nordic spot electric power market. International journal of business
  Academic article
• Solibakke, Per Bjarte. (2002) Calculating abnormal returns in event studies : controlling for non-synchronous trading and volatility clustering in thinly traded markets. Managerial Finance
  Academic article

2001

• Solibakke, Per Bjarte. (2001) A stochastic volatility model specification with diagnostics for thinly traded equity markets. Journal of Multinational Financial Management
  Academic article
• Solibakke, Per Bjarte. (2001) Essays on changing volatility in thinly traded equity markets. Norges Handelshøyskole Norges Handelshøyskole
  Doctoral dissertation
• Solibakke, Per Bjarte. (2001) Efficiently ARMA-GARCH estimated trading volume characteristics in thinly traded markets. Applied Financial Economics
  Academic article

2000

• Solibakke, Per Bjarte. (2000) Stock return volatility in thinly traded markets : an empirical analysis of trading and non-trading processes for individual stocks in the Norwegian thinly traded equity market. Applied Financial Economics
  Academic article

1999

• Solibakke, Per Bjarte. (1999) En ARCH/GARCH studie av avkastnings- og volatilitetsegenskaper for aksjemarkedene i USA, UK, Japan og Norge. Beta
  Academic article

1998

• Solibakke, Per Bjarte. (1998) Estimation of continuous time models for the Norwegian thinly traded equity market. Høgskolen i Molde Høgskolen i Molde
  Report

1997

• Solibakke, Per Bjarte. (1997) Heteroscedasticity in stock portfolio returns : trading volume versus GARCH effects in the Norwegian equity market using firm portfolios and market indices. Høgskolen i Molde Høgskolen i Molde
  Report
• Solibakke, Per Bjarte. (1997) Event induced variance and conditional heteroscedasticity : an empirical analysis of DISTRIBUTION effects from merger and acquisition events in the Norwegian equity market using univariate and bivariate ARCH/GARCH-in-mean models. Høgskolen i Molde Høgskolen i Molde
  Report
• Solibakke, Per Bjarte. (1997) Conditional volatility and security returns : non-synchronous trading, assymetric volatility and thick distribution tales : the case of the Norwegian equity market. Høgskolen i Molde Høgskolen i Molde
  Report
• Solibakke, Per Bjarte. (1997) Two Essays on Volatility (HAE). NHH NHH
  Masters thesis
• Solibakke, Per Bjarte. (1997) Penger å tjene på børsen : ved å utnytte (u)regelmessigheter.
  Feature article
• Solibakke, Per Bjarte; Gjølberg, Ole. (1997) Two essays on asset volatility in the Norwegian Equity Market for the period 1983-1994. Norges Handelshøyskole Norges Handelshøyskole
  Masters thesis

1991

• Eckbo, Espen B.; Solibakke, Per Bjarte. (1991) Bedriftsoppkjøp og Internasjonalisering. Beta
  Academic article

1990

• Solibakke, Per Bjarte. (1990) Brukerveiledning i IFPS/Personal. Trondheim økonomiske høgskole Trondheim økonomiske høgskole
  Report
• Solibakke, Per Bjarte. (1990) Finansielle ekspertsystemer. Trondheim økonomiske høgskole Trondheim økonomiske høgskole
  Report
• Solibakke, Per Bjarte. (1990) Beslutningsstøttesystemer. Trondheim økonomiske høgskole Trondheim økonomiske høgskole
  Report
• Busch, Tor; Solibakke, Per Bjarte. (1990) Lotus 123: oppgavesamling. TANO AS TANO AS
  Textbook