Per Bjarte Solibakke
Om
Telefon etc.: 004770161427 / 004790035606
Siviløkonom Norges Handelshøyskole (NHH)
Dr.oecon Norges Handelshøyskole (NHH)
Forøvrig se:
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
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
Formidling
2021
-
Vitenskapelig foredragSolibakke, Per Bjarte. (2021) European Exchange Economies with CRRA Utility. ITISE2021 . Univerity og Granada, Spain; Canary Island. 2021-07-17 - 2021-07-21.
2020
-
Vitenskapelig foredragSolibakke, Per Bjarte. (2020) Volatility Indices for the Norwegian Equity Market. FIBE 2020 . NHH; Bergen. 2020-01-09 - 2020-01-10.
2019
-
IntervjuSolibakke, Per Bjarte. (2019) Energi-priser og Vindprosjekter. NRK _Møre og Romsdal [Radio]. 2019-09-23.
-
Vitenskapelig foredragSolibakke, 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
-
IntervjuSolibakke, Per Bjarte. (2018) Korleis vil ACER påverke kraftprisen?. NRK Møre og Romsdal [Radio]. 2018-03-27.
-
Vitenskapelig foredragSolibakke, 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.
-
ProgramdeltagelseSolibakke, Per Bjarte; Nesset, Erik; Devold, Edvard Anders. (2018) Metodefeil i saksframlegg om Nordøyvegen. Sunnmørsposten [Avis]. 2018-11-30.
2017
-
Vitenskapelig foredragSolibakke, 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.
-
IntervjuSolibakke, Per Bjarte. (2017) Fakultet for økonomi. Ålesund [Avis]. 2017-01-12.
2016
-
IntervjuSolibakke, Per Bjarte. (2016) - Farstad under kraftig Røkke-press. Sunnmørsposten [Avis]. 2016-10-01.
-
IntervjuSolibakke, Per Bjarte. (2016) Obligasjonsmarkedet og vurdering av konkurssannsynligheter. NRK Møre og Romsdal [TV]. 2016-03-04.
-
Vitenskapelig foredragSolibakke, 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 foredragSolibakke, 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 foredragTesfay, 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 foredragTesfay, 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 foredragTesfay, 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 foredragDahlen, 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 foredragSolibakke, 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 foredragSolibakke, 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 foredragSolibakke, 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 foredragSolibakke, Per Bjarte. (2011) Risk management using SV models for Energy Markets. Workshop ELKARBONRISK . Lillehammer University College/ELKARBONRISK prosjekt; Skeikampen. Lillehammer. 2011-04-12.
-
Vitenskapelig foredragSolibakke, 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 foredragSolibakke, Per Bjarte. (2011) Stochastic Volatility Models: The Nordpool Energy Market. Internasjonal Konferanse, NTNU . NTNU; Trondheim. 2011-06-29 - 2011-06-30.
-
Vitenskapelig foredragSolibakke, 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 foredragHaugom, 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 foredragLien, 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 foredragSolibakke, 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 foredragSolibakke, 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 foredragHaugom, 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 foredragSolibakke, 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 foredragSolibakke, 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 foredragSolibakke, 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 foredragSolibakke, 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 foredragSolibakke, 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 foredragSolibakke, 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 foredragSolibakke, 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 foredragSolibakke, 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 foredragSolibakke, 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 foredragSolibakke, 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 foredragSolibakke, 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 foredragSolibakke, 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.