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Per Bjarte Solibakke

Per Bjarte Solibakke

Professor
Institutt for internasjonal forretningsdrift
Fakultet for økonomi

per.b.solibakke@ntnu.no
70161427 +4790035606 K327A Kompasset, Ålesund
CV og Forskningsresultater Per B Solibakke Personal website at NTNU, Fakultet for økonomi
Om Publikasjoner Undervisning Formidling

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CV

Telefon etc.: 004770161427 / 004790035606

Siviløkonom Norges Handelshøyskole (NHH)

Dr.oecon Norges Handelshøyskole (NHH)

Forøvrig se:

Link Kompetanse, Media og Publikasjoner (CRISTIN)

Kompetanseord

  • Bedriftsøkonomi
  • Derivater: Terminkontrakter og opsjoner
  • EUs energipolitikk
  • Energimarkeder
  • Finansiell økonometri
  • Finansiell økonomi
  • Finansielle markeder
  • Finansiering og styring av foretak
  • Internasjonal finans
  • Kontantstrømanalyser og Nåverdiberegninger
  • Risikoanalyse
  • Risikostyring
  • Selskapsfinansiering
  • Time series analysis
  • Volatilitetsindekser
  • Økonometri
  • Økonomi

Publikasjoner

  • Kronologisk
  • Etter kategori
  • Se alle publikasjoner i Cristin

2022

  • 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. volum 319.
    Vitenskapelig artikkel
  • 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. volum 12 (1/2).
    Vitenskapelig artikkel
  • 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. volum 15 (10).
    Vitenskapelig artikkel

2021

  • Solibakke, Per Bjarte. (2021) Forecasting Stochastic Volatility Characteristics for the Financial Fossil Oil Market Densities. Journal of Risk and Financial Management. volum 14 (11).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2021) Step-ahead spot price densities using daily synchronously reported prices and wind forecasts. Journal of Forecasting.
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2021) The ICE Carbon (EUC) and Brent Oil Contracts: Volatility (Co-)Movements and Forecasts. Bidrag innen kundeverdi og marked : Festskrift til Øyvind Helgesen.
    Vitenskapelig Kapittel/Artikkel/Konferanseartikkel

2020

  • Solibakke, Per Bjarte. (2020) Stochastic Volatility Models Predictive Relevance for Equity Markets. Theory and Applications of Time Series Analysis : Selected Contributions from ITISE 2019.
    Vitenskapelig Kapittel/Artikkel/Konferanseartikkel

2018

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

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. volum 7 (4).
    Vitenskapelig artikkel
  • 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). volum 19 (6).
    Vitenskapelig artikkel

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. volum 8 (1).
    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. volum 8 (2).
    Vitenskapelig artikkel

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. volum 20 (1).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2015) Re-projecting volatility for European carbon option pricing. Sylwan. volum 159 (6).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2015) Stochastic volatility models for the Brent oil futures market : forecasting and extracting conditional moments. Opec Energy Review. volum 39 (2).
    Vitenskapelig artikkel
  • 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. volum 2015.
    Vitenskapelig artikkel
  • 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. volum 7 (2).
    Vitenskapelig artikkel
  • 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.
    Vitenskapelig artikkel
  • 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). volum 15 (3).
    Vitenskapelig artikkel
  • 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. 19th Annual Western Hemispheric Trade Conference, April 15-17, 2015, Laredo, TX, USA : Conference Proceedings.
    Faglig kapittel

2014

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

2013

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

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. volum 6 (4).
    Vitenskapelig artikkel
  • 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. volum 6 (4).
    Vitenskapelig artikkel
  • 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. volum III (5).
    Populærvitenskapelig artikkel
  • Solibakke, Per Bjarte. (2012) Scientific stochastic volatility models for the salmon forward market : forecasting (un-)conditional moments. Aquaculture Economics & Management. volum 16 (3).
    Vitenskapelig artikkel

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.
    Vitenskapelig artikkel
  • 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. volum 33 (6).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2011) Market risk management with stochastic volatility models. Risk Management in Environment, Production and Economy.
    Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
  • Solibakke, Per Bjarte; Westgaard, Sjur; Lien, Gudbrand. (2011) Carbon stochastic volatility model estimation and inference : forecasting (un-)conditional moments. Economics & Finance Review. volum 1 (6).
    Vitenskapelig artikkel

2010

  • Solibakke, Per Bjarte. (2010) Corporate risk management in European energy markets. Journal of Energy Markets. volum 3 (1).
    Vitenskapelig artikkel

2008

  • Solibakke, Per Bjarte. (2008) Efficiency and transmission in European energy markets : a seminon-parametric approach. Journal of Energy Markets. volum 1 (2).
    Vitenskapelig artikkel

2007

  • Solibakke, Per Bjarte. (2007) Describing the Phelix forward electric-power market using Bayesian estimators for stochastic volatility models. Energy and Environmental Modeling : Proceedings of the EcoMod Conference (CD-ROM).
    Vitenskapelig Kapittel/Artikkel/Konferanseartikkel

2006

  • Solibakke, Per Bjarte. (2006) Describing the Nordic forward electric power market : a stochastic model approach. International journal of business. volum 11 (4).
    Vitenskapelig artikkel

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. volum 11 (2).
    Vitenskapelig artikkel

2003

  • Solibakke, Per Bjarte. (2003) Validity of discrete-time stochastic volatility models in non-synchronous equity markets. European Journal of Finance. volum 9 (5).
    Vitenskapelig artikkel

2002

  • Solibakke, Per Bjarte. (2002) Calculating abnormal returns in event studies : controlling for non-synchronous trading and volatility clustering in thinly traded markets. Managerial Finance. volum 28 (8).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2002) Efficiently estimated mean and volatility characteristics for the nordic spot electric power market. International journal of business. volum 7 (2).
    Vitenskapelig artikkel
  • 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. 2002. ISBN 82-7962-030-3. Arbeidsnotat (Høgskolen i Molde) (2002:6).
    Rapport
  • Solibakke, Per Bjarte. (2002) Testing the univariate conditional CAPM in thinly traded markets. Applied Financial Economics. volum 12 (10).
    Vitenskapelig artikkel

2001

  • Solibakke, Per Bjarte. (2001) A stochastic volatility model specification with diagnostics for thinly traded equity markets. Journal of Multinational Financial Management. volum 11 (4-5).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2001) Efficiently ARMA-GARCH estimated trading volume characteristics in thinly traded markets. Applied Financial Economics. volum 11 (5).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2001) Essays on changing volatility in thinly traded equity markets. 2001. ISBN 82-405-0066-8.
    Doktorgradsavhandling

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. volum 10 (3).
    Vitenskapelig artikkel

1999

  • Solibakke, Per Bjarte. (1999) En ARCH/GARCH studie av avkastnings- og volatilitetsegenskaper for aksjemarkedene i USA, UK, Japan og Norge. Beta. volum 12 (2).
    Vitenskapelig artikkel

1998

  • Solibakke, Per Bjarte. (1998) Estimation of continuous time models for the Norwegian thinly traded equity market. 1998. ISBN 82-90347-98-7. Arbeidsnotat (Høgskolen i Molde) (1998:22).
    Rapport

1997

  • 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. 1997. ISBN 82-90347-71-5. Arbeidsnotat (Høgskolen i Molde) (1997:5).
    Rapport
  • 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. 1997. ISBN 82-90347-73-1. Arbeidsnotat (Høgskolen i Molde) (1997:7).
    Rapport
  • 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. 1997. ISBN 82-90347-72-3. Arbeidsnotat (Høgskolen i Molde) (1997:6).
    Rapport
  • Solibakke, Per Bjarte. (1997) Penger å tjene på børsen : ved å utnytte (u)regelmessigheter. Romsdals Budstikke..
    Kronikk
  • Solibakke, Per Bjarte. (1997) Two Essays on Volatility (HAE). 1997.
    Hovedfagsoppgave
  • Solibakke, Per Bjarte; Gjølberg, Ole. (1997) Two essays on asset volatility in the Norwegian Equity Market for the period 1983-1994. 1997.
    Hovedfagsoppgave

1991

  • Eckbo, Espen B.; Solibakke, Per Bjarte. (1991) Bedriftsoppkjøp og Internasjonalisering. Beta. volum 2.
    Vitenskapelig artikkel

1990

  • Busch, Tor; Solibakke, Per Bjarte. (1990) Lotus 123: oppgavesamling. 1990. ISBN 82-518-2872-4.
    Lærebok
  • Solibakke, Per Bjarte. (1990) Beslutningsstøttesystemer. 1990. TØH-serien (1990:6).
    Rapport
  • Solibakke, Per Bjarte. (1990) Brukerveiledning i IFPS/Personal. 1990. TØH-serien (1990:7).
    Rapport
  • Solibakke, Per Bjarte. (1990) Finansielle ekspertsystemer. 1990. TØH-serien (1990:1).
    Rapport

Tidsskriftspublikasjoner

  • 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. volum 319.
    Vitenskapelig artikkel
  • 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. volum 12 (1/2).
    Vitenskapelig artikkel
  • 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. volum 15 (10).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2021) Forecasting Stochastic Volatility Characteristics for the Financial Fossil Oil Market Densities. Journal of Risk and Financial Management. volum 14 (11).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2021) Step-ahead spot price densities using daily synchronously reported prices and wind forecasts. Journal of Forecasting.
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2018) The Nordic/Baltic Spot Electric Power System Price: Univariate Nonlinear Impulse-Response Analysis. Journal of Energy Markets. volum 11 (1).
    Vitenskapelig artikkel
  • 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. volum 7 (1).
    Vitenskapelig artikkel
  • 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. volum 7 (4).
    Vitenskapelig artikkel
  • 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). volum 19 (6).
    Vitenskapelig artikkel
  • 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. volum 8 (1).
    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. volum 8 (2).
    Vitenskapelig artikkel
  • 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. volum 20 (1).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2015) Re-projecting volatility for European carbon option pricing. Sylwan. volum 159 (6).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2015) Stochastic volatility models for the Brent oil futures market : forecasting and extracting conditional moments. Opec Energy Review. volum 39 (2).
    Vitenskapelig artikkel
  • 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. volum 2015.
    Vitenskapelig artikkel
  • 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. volum 7 (2).
    Vitenskapelig artikkel
  • 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.
    Vitenskapelig artikkel
  • 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). volum 15 (3).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2014) Scientific stochastic volatility models for the european carbon markets : Forecasting and extracting conditional moments. International journal of business. volum 19 (1).
    Vitenskapelig artikkel
  • 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. volum 4 (4).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2013) Kinesisk kullimport og norsk gassproduksjon/-eksport gir CO2-utslipp reduksjoner tilsvarende 7-8 norske komplette bilparker. Samfunnsøkonomen. volum 127 (5).
    Vitenskapelig artikkel
  • 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. volum 6 (4).
    Vitenskapelig artikkel
  • 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. volum 6 (4).
    Vitenskapelig artikkel
  • 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. volum III (5).
    Populærvitenskapelig artikkel
  • Solibakke, Per Bjarte. (2012) Scientific stochastic volatility models for the salmon forward market : forecasting (un-)conditional moments. Aquaculture Economics & Management. volum 16 (3).
    Vitenskapelig artikkel
  • 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.
    Vitenskapelig artikkel
  • 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. volum 33 (6).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte; Westgaard, Sjur; Lien, Gudbrand. (2011) Carbon stochastic volatility model estimation and inference : forecasting (un-)conditional moments. Economics & Finance Review. volum 1 (6).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2010) Corporate risk management in European energy markets. Journal of Energy Markets. volum 3 (1).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2008) Efficiency and transmission in European energy markets : a seminon-parametric approach. Journal of Energy Markets. volum 1 (2).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2006) Describing the Nordic forward electric power market : a stochastic model approach. International journal of business. volum 11 (4).
    Vitenskapelig artikkel
  • 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. volum 11 (2).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2003) Validity of discrete-time stochastic volatility models in non-synchronous equity markets. European Journal of Finance. volum 9 (5).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2002) Calculating abnormal returns in event studies : controlling for non-synchronous trading and volatility clustering in thinly traded markets. Managerial Finance. volum 28 (8).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2002) Efficiently estimated mean and volatility characteristics for the nordic spot electric power market. International journal of business. volum 7 (2).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2002) Testing the univariate conditional CAPM in thinly traded markets. Applied Financial Economics. volum 12 (10).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2001) A stochastic volatility model specification with diagnostics for thinly traded equity markets. Journal of Multinational Financial Management. volum 11 (4-5).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2001) Efficiently ARMA-GARCH estimated trading volume characteristics in thinly traded markets. Applied Financial Economics. volum 11 (5).
    Vitenskapelig artikkel
  • 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. volum 10 (3).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (1999) En ARCH/GARCH studie av avkastnings- og volatilitetsegenskaper for aksjemarkedene i USA, UK, Japan og Norge. Beta. volum 12 (2).
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (1997) Penger å tjene på børsen : ved å utnytte (u)regelmessigheter. Romsdals Budstikke..
    Kronikk
  • Eckbo, Espen B.; Solibakke, Per Bjarte. (1991) Bedriftsoppkjøp og Internasjonalisering. Beta. volum 2.
    Vitenskapelig artikkel

Bøker

  • Busch, Tor; Solibakke, Per Bjarte. (1990) Lotus 123: oppgavesamling. 1990. ISBN 82-518-2872-4.
    Lærebok

Del av bok/rapport

  • Solibakke, Per Bjarte. (2021) The ICE Carbon (EUC) and Brent Oil Contracts: Volatility (Co-)Movements and Forecasts. Bidrag innen kundeverdi og marked : Festskrift til Øyvind Helgesen.
    Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
  • Solibakke, Per Bjarte. (2020) Stochastic Volatility Models Predictive Relevance for Equity Markets. Theory and Applications of Time Series Analysis : Selected Contributions from ITISE 2019.
    Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
  • 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. 19th Annual Western Hemispheric Trade Conference, April 15-17, 2015, Laredo, TX, USA : Conference Proceedings.
    Faglig kapittel
  • Solibakke, Per Bjarte. (2011) Market risk management with stochastic volatility models. Risk Management in Environment, Production and Economy.
    Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
  • Solibakke, Per Bjarte. (2007) Describing the Phelix forward electric-power market using Bayesian estimators for stochastic volatility models. Energy and Environmental Modeling : Proceedings of the EcoMod Conference (CD-ROM).
    Vitenskapelig Kapittel/Artikkel/Konferanseartikkel

Rapport

  • 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). 2014.
    Rapport
  • 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. 2002. ISBN 82-7962-030-3. Arbeidsnotat (Høgskolen i Molde) (2002:6).
    Rapport
  • Solibakke, Per Bjarte. (2001) Essays on changing volatility in thinly traded equity markets. 2001. ISBN 82-405-0066-8.
    Doktorgradsavhandling
  • Solibakke, Per Bjarte. (1998) Estimation of continuous time models for the Norwegian thinly traded equity market. 1998. ISBN 82-90347-98-7. Arbeidsnotat (Høgskolen i Molde) (1998:22).
    Rapport
  • 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. 1997. ISBN 82-90347-71-5. Arbeidsnotat (Høgskolen i Molde) (1997:5).
    Rapport
  • 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. 1997. ISBN 82-90347-73-1. Arbeidsnotat (Høgskolen i Molde) (1997:7).
    Rapport
  • 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. 1997. ISBN 82-90347-72-3. Arbeidsnotat (Høgskolen i Molde) (1997:6).
    Rapport
  • Solibakke, Per Bjarte. (1997) Two Essays on Volatility (HAE). 1997.
    Hovedfagsoppgave
  • Solibakke, Per Bjarte; Gjølberg, Ole. (1997) Two essays on asset volatility in the Norwegian Equity Market for the period 1983-1994. 1997.
    Hovedfagsoppgave
  • Solibakke, Per Bjarte. (1990) Beslutningsstøttesystemer. 1990. TØH-serien (1990:6).
    Rapport
  • Solibakke, Per Bjarte. (1990) Brukerveiledning i IFPS/Personal. 1990. TØH-serien (1990:7).
    Rapport
  • Solibakke, Per Bjarte. (1990) Finansielle ekspertsystemer. 1990. TØH-serien (1990:1).
    Rapport

Undervisning

Emner

  • AE512216 - Risk Management
  • AE512116 - Internasjonal Business Finans og ESG rapportering/risiko
  • AE511516 - Management Accounting

Formidling

2021

  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2021) European Exchange Economies with CRRA Utility. ITISE2021 . Univerity og Granada, Spain; Canary Island. 2021-07-17 - 2021-07-21.

2020

  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2020) Volatility Indices for the Norwegian Equity Market. FIBE 2020 . NHH; Bergen. 2020-01-09 - 2020-01-10.

2019

  • Intervju
    Solibakke, Per Bjarte. (2019) Energi-priser og Vindprosjekter. NRK _Møre og Romsdal [Radio]. 2019-09-23.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2019) Stochastic Volatility Model's Predictive Relevance for Equity Markets. ITISE2019 . Univerity og Granada, Spain; Granada. 2019-09-24 - 2019-09-27.

2018

  • Intervju
    Solibakke, Per Bjarte. (2018) Korleis vil ACER påverke kraftprisen?. NRK Møre og Romsdal [Radio]. 2018-03-27.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2018) The Nordic/Baltic Spot Electric Power System Price: Univariate Nonlinear Impulse-Response Analysis. 41st International IAEE conference . IAEE; Groningen. 2018-06-10 - 2018-06-14.
  • Programdeltagelse
    Solibakke, Per Bjarte; Nesset, Erik; Devold, Edvard Anders. (2018) Metodefeil i saksframlegg om Nordøyvegen. Sunnmørsposten [Avis]. 2018-11-30.

2017

  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2017) Electric Spot Prices and Wind Forecasts: A dynamic Nordic/Baltic Electricity Market Analysis using Nonlinear Impulse-Response Methodology. 15th IAEE European Conference 2017: HEADING TOWARDS SUSTAINABLE ENERGY SYSTEMS: EVOLUTION OR REVOLUTION? . International Association of Energy Economists (IAEE); Hofburg Congress Center, Vienna, Austria. 2017-09-03 - 2017-09-08.
  • Intervju
    Solibakke, Per Bjarte. (2017) Fakultet for økonomi. Ålesund [Avis]. 2017-01-12.

2016

  • Intervju
    Solibakke, Per Bjarte. (2016) - Farstad under kraftig Røkke-press. Sunnmørsposten [Avis]. 2016-10-01.
  • Intervju
    Solibakke, Per Bjarte. (2016) Obligasjonsmarkedet og vurdering av konkurssannsynligheter. NRK Møre og Romsdal [TV]. 2016-03-04.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2016) The Nordic/Baltic Spot Electric Power System Price: Nonlinear Error-Shock Analysis. 1st AIEE Energy Symposium . AIEE, International Association for Energy Economics; University Bicocca, Milan. 2016-11-30 - 2016-12-02.

2015

  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2015) Volatility re-projection for European carbon markets : implied volatilities, risk premiums and percentage errors. FIBE 2015 : høyere økonomisk-administrativ utdanning : i støpeskjeen? . NHH; Bergen. 2015-01-08 - 2015-01-09.
  • Vitenskapelig foredrag
    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. 6th International Conference on Applied Human Factors and Ergonomics ; Las Vegas, Nevada. 2015-07-26 - 2015-07-30.
  • Vitenskapelig foredrag
    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. 19th Annual Western Hemispheric Trade Conference . Texas A&M International University; Laredo, TX. 2015-04-15 - 2015-04-17.

2014

  • Vitenskapelig foredrag
    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. International Conference on Business and Economic Development (ICBED) . Academy of Business & Retail Management (ABRM); New York. 2014-03-24 - 2014-03-25.

2013

  • Vitenskapelig foredrag
    Dahlen, Kai Erik; Solibakke, Per Bjarte. (2013) Pricing electricity options under general scientific stochastic volatility models. FIBE 2013 : Taking stock, moving forward . Norges Handelshøyskole; Bergen. 2013-01-09 - 2013-01-11.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2013) Salmon option pricing using general scientific stochastic volatility. SIRE Conference on Finance and Commodities . Scottish Instititute for Research in Economics (SIRE); University of St Andrews, Scotland. 2013-07-13 - 2013-07-14.

2012

  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2012) Forecasting carbon phase II moments for option pricing and risk management applications using stochastic volatility models. 9th International Conference on the Europen Energy Markets : EEM12 . Florence School of Regulation; Florence. 2012-05-09 - 2012-05-12.

2011

  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2011) Microstructure Research Issues for Energy Markets. Workshop ELKARBONRISK . Lillehammer University College/ELKARBONRISK prosjekt; Skeikampen. Lillehammer. 2011-11-12 - 2011-11-14.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2011) Risk management using SV models for Energy Markets. Workshop ELKARBONRISK . Lillehammer University College/ELKARBONRISK prosjekt; Skeikampen. Lillehammer. 2011-04-12.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2011) Scientific Carbon Volatility Model Estimation and Inference: Forecasting Un-(Conditional) Moments for Options Applications. CFE-ERCIM 2011 . University of London - London School of Economics; London, UK. 2011-12-15 - 2011-12-19.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2011) Stochastic Volatility Models: The Nordpool Energy Market. Internasjonal Konferanse, NTNU . NTNU; Trondheim. 2011-06-29 - 2011-06-30.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2011) Three factor stochastic volatility model estimation and inference : forecasting fish pool conditional moments ; determinants of the conditional volatility. FIBE 2011 . Norges Handelshøyskole; Bergen. 2011-01-05 - 2011-01-06.

2010

  • Vitenskapelig foredrag
    Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand. (2010) Modelling day ahead Nord Pool forward price volatility : Realized volatility versus GARCH models. 7th International Conference on the European Energy Market, EEM . European Energy Market; Madrid. 2010-06-23 - 2010-06-25.
  • Vitenskapelig foredrag
    Lien, Gudbrand; Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte. (2010) Covariance estimation using high-frequency data : analysis of Nord Pool electricity forward data. 7th International Conference on the European Energy Market, EEM . European Energy Market; Madrid. 2010-06-23 - 2010-06-25.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte; Westgaard, Sjur. (2010) Stochastic volatility models for EEX BASE and PEAK LOAD forward contracts using Bayesian M-H algorithm. FIBE 2010 . Norges Handelshøyskole; Bergen. 2010-01-07 - 2010-01-08.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte; Årethun, Torbjørn; Oklevik, Ove. (2010) Determinants for European energy markets intra-day volatility using dynamic panel data models and GMM-type estimators. 7th International Conference on the European Energy Market, EEM . European Energy Market; Madrid. 2010-06-23 - 2010-06-25.

2009

  • Vitenskapelig foredrag
    Haugom, Erik; Westgaard, Sjur; Lien, Gudbrand; Solibakke, Per Bjarte. (2009) Predicting realized volatility for electricity prices using unobservable component models. 7th OxMetrics User Conference . Cass Business School, City University London; London. 2009-09-14 - 2009-09-15.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2009) EEX base and peak load one-year forward contracts : stochastic volatility. 6th International Conference on the European Energy Market . IEEE; Leuven. 2009-05-27 - 2009-05-29.

2008

  • Vitenskapelig foredrag
    Solibakke, Per Bjarte; Solibakke, Stine. (2008) Determinants of electric-power futures market volatility. FIBE 2008 : Internasjonalisering av norsk næringsliv . Norges Handelshøyskole; Bergen. 2008-01-03 - 2008-01-04.

2007

  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2007) An artificial neural network application : predicting the Nordic electric spot market. EcoMod 2007 Conference : Policy Modeling . EcoMod; Sao Paulo. 2007-07-11 - 2007-07-13.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2007) Describing the Phelix forward electric-power market using Bayesian estimators for stochastic volatility models. EcoMod Conference on Energy and Environmental Modeling . EcoMod; Moskva. 2007-09-13 - 2007-09-14.

2006

  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2006) Distributional market features : enhanced measures and the preference of Bayesian-like estimators. FIBE XXIII : Innovasjon og entreprenørskap . Norges Handelshøyskole; Bergen. 2006-01-05 - 2006-01-06.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2006) Efficiency and transmission in European electricity markets : a semi-nonparametric approach. ECOMOD 2006 : International Conference on Policy Modeling . EcoMod; Hong Kong. 2006-06-28 - 2006-06-30.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2006) Leptokurtosis measures - a need for statistical enhancements?. FIBE 2006 : entreprenørskap og innovasjon . Norges Handelshøyskole; Bergen. 2006-01-05 - 2006-01-06.

2002

  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2002) Interest rate models in continuous time for small and open economies. 15th Annual Australasian Finance and Banking Conference ; Sydney, Australia. 2002-12-16 - 2002-12-18.

2001

  • Populærvitenskapelig foredrag
    Solibakke, Per Bjarte. (2001) Er problemet med innsidehandel i det norske kapitalmarkedet til å leve med?. Seminar . Tafjord Kraftsalg / Color Line; Oslo - Kiel. 2001-10-24 - 2001-10-25.
  • Populærvitenskapelig foredrag
    Solibakke, Per Bjarte. (2001) Har situasjonen i Braathens, Kværner og Enitel lært oss noe?. Seminar . Tafjord Kraftsalg / Color Line; Oslo - Kiel. 2001-10-24 - 2001-10-25.
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2001) Modelling individual asset volatility in thinly traded markets. FIBE XVIII : fagkonferanse i bedriftsøkonomiske emner . Norges Handelshøyskole; Bergen. 2001-01-04 - 2001-01-05.

1999

  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (1999) 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. FIBE XVI : Fagkonferanse i bedriftsøkonomiske emner . Norges Handelshøyskole; Bergen. 1999-01-07 - 1999-01-08.
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