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