2019

• Solibakke, Per Bjarte. (2019) The Nordic/Baltic Spot Electric Power System Price: Nonlinear Error-Shock Analysis. Energy Journal.

2018

• Solibakke, Per Bjarte. (2018) The Nordic/Baltic Spot Electric Power System Price: Univariate Nonlinear Impulse-Response Analysis. Journal of Energy Markets. vol. 11 (1).
• 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. vol. 7 (1).

2017

• 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. vol. 7 (4).
• 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). vol. 19 (6).

2016

• 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. vol. 8 (2).

2015

• 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. vol. 20 (1).
• Solibakke, Per Bjarte. (2015) Re-projecting volatility for European carbon option pricing. Sylwan. vol. 159 (6).
• Solibakke, Per Bjarte. (2015) Stochastic volatility models for the Brent oil futures market : forecasting and extracting conditional moments. Opec Energy Review. vol. 39 (2).
• 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. vol. 2015.
• 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. vol. 7 (2).
• 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.
• 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). vol. 15 (3).

2014

• Solibakke, Per Bjarte. (2014) Scientific stochastic volatility models for the european carbon markets : Forecasting and extracting conditional moments. International journal of business. vol. 19 (1).
• 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. vol. 4 (4).

2013

• Solibakke, Per Bjarte. (2013) Kinesisk kullimport og norsk gassproduksjon/-eksport gir CO2-utslipp reduksjoner tilsvarende 7-8 norske komplette bilparker. Samfunnsøkonomen. vol. 127 (5).

2012

• 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. vol. 6 (4).
• 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. vol. 6 (4).
• Solibakke, Per Bjarte. (2012) Scientific stochastic volatility models for the salmon forward market : forecasting (un-)conditional moments. Aquaculture Economics & Management. vol. 16 (3).

2011

• 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.