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  1. Ansatte

Språkvelger

English

Per Bjarte Solibakke

Last ned pressefoto
Last ned pressefoto
Foto:

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 Forskning Publikasjoner Undervisning Formidling

Om

CV

Telefon etc.: 004770161427 / 004790035606

Siviløkonom Norges Handelshøyskole (NHH)

Dr.oecon Norges Handelshøyskole (NHH)

Forøvrig se:

Link Kompetanse, Media og Publikasjoner (CRISTIN)

Kompetanseord

  • 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

Forskning

Energi markeder, priser og markedenes mikrostruktur, tilbud og etterspørsel, prediksjoner

Stokastiske prosesser med spesiell oppmerksomhet mot stokastisk volatilitet i varemarkeder, egenkapital, valuta inkl krypto samt renter og obligasjoner.

Finansiell enginering

Generativ Kunstig intelligens (KI)

med spesiell vekt på LLM, computer vision (med bruk av GPU) samt applicasjoner (openai, hugging face, lanchain +++)

Bruk av stormaskiner (CPU/GPU) innen tidserieanalyser og likevektsmodeller (f.eks. CCAPM)

 

Prosjektforslag innen generativ AI: Finance Chatbot Applications

CA19130 Fintech (EU)

3 working packages

Publikasjoner

  • Kronologisk
  • Etter kategori
  • Se alle publikasjoner i Cristin

2024

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

2022

  • Solibakke, Per Bjarte. (2022) Projecting and Forecasting the Latent Volatility for the Nasdaq OMX Nordic/Baltic Financial Electricity Market Applying Stochastic Volatility Market Characteristics. Energies
    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
    Vitenskapelig artikkel
  • 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
    Vitenskapelig artikkel

2021

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

2020

  • Solibakke, Per Bjarte. (2020) Stochastic Volatility Models Predictive Relevance for Equity Markets. Springer Nature
    Vitenskapelig Kapittel/Artikkel/Konferanseartikkel

2018

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

2015

  • 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)
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2015) Stochastic volatility models for the Brent oil futures market : forecasting and extracting conditional moments. Opec Energy Review
    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
    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
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2015) Re-projecting volatility for European carbon option pricing. Sylwan
    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) Spectral density estimation of European airlines load factors for Europe-Middle East and Europe-Far East flights. European Transport Research Review
    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.
    Faglig kapittel

2014

  • Solibakke, Per Bjarte. (2014) Stochastic volatility models for the european electricity markets : Forecasting and extracting conditional moments for option pricing and implied market risk premiums (USAEE Working Paper No. 14-169). Social Science Research Network (SSRN)
    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
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2014) Scientific stochastic volatility models for the european carbon markets : Forecasting and extracting conditional moments. International journal of business
    Vitenskapelig artikkel

2013

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

2012

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

2011

  • Solibakke, Per Bjarte. (2011) Market risk management with stochastic volatility models. IntechOpen
    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
    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
    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

2010

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

2008

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

2007

  • Solibakke, Per Bjarte. (2007) Describing the Phelix forward electric-power market using Bayesian estimators for stochastic volatility models.
    Vitenskapelig Kapittel/Artikkel/Konferanseartikkel

2006

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

2003

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

2002

  • Solibakke, Per Bjarte. (2002) Efficiently estimated mean and volatility characteristics for the nordic spot electric power market. International journal of business
    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
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2002) Testing the univariate conditional CAPM in thinly traded markets. Applied Financial Economics
    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. Arbeidsnotat (Høgskolen i Molde) (2002:6)
    Rapport

2001

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

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
    Vitenskapelig artikkel

1999

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

1998

  • Solibakke, Per Bjarte. (1998) Estimation of continuous time models for the Norwegian thinly traded equity market. 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. 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. 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. Arbeidsnotat (Høgskolen i Molde) (1997:6)
    Rapport
  • Solibakke, Per Bjarte. (1997) Two Essays on Volatility (HAE). NHH
    Hovedfagsoppgave
  • Solibakke, Per Bjarte; Gjølberg, Ole. (1997) Two essays on asset volatility in the Norwegian Equity Market for the period 1983-1994. Norges Handelshøyskole
    Hovedfagsoppgave
  • Solibakke, Per Bjarte. (1997) Penger å tjene på børsen : ved å utnytte (u)regelmessigheter. Romsdals Budstikke.
    Kronikk

1991

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

1990

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

Tidsskriftspublikasjoner

  • Solibakke, Per Bjarte. (2024) Forecasting hourly WTI oil front monthly price volatility densities. Quantitative Finance and Economics (QFE)
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2024) Constant relative risk aversion utility and consumption CAPM: discount factors and risk aversions for Norway, Sweden, and the UK. Cogent Economics & Finance
    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
    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
    Vitenskapelig artikkel
  • 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
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2021) Forecasting Stochastic Volatility Characteristics for the Financial Fossil Oil Market Densities. Journal of Risk and Financial Management
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2021) Step-ahead spot price densities using daily synchronously reported prices and wind forecasts. Journal of Forecasting
    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
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2018) The Nordic/Baltic Spot Electric Power System Price: Univariate Nonlinear Impulse-Response Analysis. Journal of Energy Markets
    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
    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)
    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
    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
    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)
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2015) Stochastic volatility models for the Brent oil futures market : forecasting and extracting conditional moments. Opec Energy Review
    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
    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
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2015) Re-projecting volatility for European carbon option pricing. Sylwan
    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) Spectral density estimation of European airlines load factors for Europe-Middle East and Europe-Far East flights. European Transport Research Review
    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
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2014) Scientific stochastic volatility models for the european carbon markets : Forecasting and extracting conditional moments. International journal of business
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2013) Kinesisk kullimport og norsk gassproduksjon/-eksport gir CO2-utslipp reduksjoner tilsvarende 7-8 norske komplette bilparker. Samfunnsøkonomen
    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
    Populærvitenskapelig artikkel
  • Solibakke, Per Bjarte. (2012) Scientific stochastic volatility models for the salmon forward market : forecasting (un-)conditional moments. Aquaculture Economics & Management
    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
    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
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte; Westgaard, Sjur; Lien, Gudbrand. (2011) Carbon stochastic volatility model estimation and inference : forecasting (un-)conditional moments. Economics & Finance Review
    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
    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
  • Solibakke, Per Bjarte. (2010) Corporate risk management in European energy markets. Journal of Energy Markets
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2008) Efficiency and transmission in European energy markets : a seminon-parametric approach. Journal of Energy Markets
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2006) Describing the Nordic forward electric power market : a stochastic model approach. International journal of business
    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
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2003) Validity of discrete-time stochastic volatility models in non-synchronous equity markets. European Journal of Finance
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2002) Efficiently estimated mean and volatility characteristics for the nordic spot electric power market. International journal of business
    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
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2002) Testing the univariate conditional CAPM in thinly traded markets. Applied Financial Economics
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2001) A stochastic volatility model specification with diagnostics for thinly traded equity markets. Journal of Multinational Financial Management
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (2001) Efficiently ARMA-GARCH estimated trading volume characteristics in thinly traded markets. Applied Financial Economics
    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
    Vitenskapelig artikkel
  • Solibakke, Per Bjarte. (1999) En ARCH/GARCH studie av avkastnings- og volatilitetsegenskaper for aksjemarkedene i USA, UK, Japan og Norge. Beta
    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
    Vitenskapelig artikkel

Bøker

  • Busch, Tor; Solibakke, Per Bjarte. (1990) Lotus 123: oppgavesamling. TANO AS
    Lærebok

Del av bok/rapport

  • Solibakke, Per Bjarte. (2021) The ICE Carbon (EUC) and Brent Oil Contracts: Volatility (Co-)Movements and Forecasts. Universitetsforlaget
    Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
  • Solibakke, Per Bjarte. (2020) Stochastic Volatility Models Predictive Relevance for Equity Markets. Springer Nature
    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.
    Faglig kapittel
  • Solibakke, Per Bjarte. (2011) Market risk management with stochastic volatility models. IntechOpen
    Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
  • Solibakke, Per Bjarte. (2007) Describing the Phelix forward electric-power market using Bayesian estimators for stochastic volatility models.
    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). Social Science Research Network (SSRN)
    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. Arbeidsnotat (Høgskolen i Molde) (2002:6)
    Rapport
  • Solibakke, Per Bjarte. (2001) Essays on changing volatility in thinly traded equity markets. Norges handelshøyskole
    Doktorgradsavhandling
  • Solibakke, Per Bjarte. (1998) Estimation of continuous time models for the Norwegian thinly traded equity market. 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. 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. 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. Arbeidsnotat (Høgskolen i Molde) (1997:6)
    Rapport
  • Solibakke, Per Bjarte. (1997) Two Essays on Volatility (HAE). NHH
    Hovedfagsoppgave
  • Solibakke, Per Bjarte; Gjølberg, Ole. (1997) Two essays on asset volatility in the Norwegian Equity Market for the period 1983-1994. Norges Handelshøyskole
    Hovedfagsoppgave
  • Solibakke, Per Bjarte. (1990) Brukerveiledning i IFPS/Personal. TØH-serien (1990:7)
    Rapport
  • Solibakke, Per Bjarte. (1990) Finansielle ekspertsystemer. TØH-serien (1990:1)
    Rapport
  • Solibakke, Per Bjarte. (1990) Beslutningsstøttesystemer. TØH-serien (1990:6)
    Rapport

Undervisning

Emner

  • AE512216 - Risk Management
  • AE512116 - International Finance and ESG Reporting/Risks
  • AE511516 - Management Accounting

2024 Sabbatical Leave:

Time Series Analysis from scratch to reprojected volatility, forecasting using Machine Learning/Neural Networks)

Object Oriented programming with C/C++ and Python 3.11.7

Artificial Intelligence (AI) and Python programming (AI Fluency)

Generative AI (LLM, Computer Vision and Software applications (chatbots, langchain +++)

Generative Ai for Business leaders (Benefits and Opportunities: Cases: Applications:)

Veiledning

Master students in corporate finance, international finance, financial engineering, and computerization.

PhD students in corporate finance, international finance, financial engineering, and computerization.

Formidling

2021

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

2020

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

2019

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

2018

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

2017

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

2016

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

2015

  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2015) Volatility re-projection for European carbon markets : implied volatilities, risk premiums and percentage errors. NHH FIBE 2015 : høyere økonomisk-administrativ utdanning : i støpeskjeen? , 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. Texas A&M International University 19th Annual Western Hemispheric Trade Conference , 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. Academy of Business & Retail Management (ABRM) International Conference on Business and Economic Development (ICBED) , 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. Norges Handelshøyskole FIBE 2013 : Taking stock, moving forward , Bergen 2013-01-09 - 2013-01-11
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2013) Salmon option pricing using general scientific stochastic volatility. Scottish Instititute for Research in Economics (SIRE) SIRE Conference on Finance and Commodities , 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. Florence School of Regulation 9th International Conference on the Europen Energy Markets : EEM12 , Florence 2012-05-09 - 2012-05-12

2011

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

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. European Energy Market 7th International Conference on the European Energy Market, EEM , 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. Norges Handelshøyskole FIBE 2010 , Bergen 2010-01-07 - 2010-01-08
  • 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. European Energy Market 7th International Conference on the European Energy Market, EEM , Madrid 2010-06-23 - 2010-06-25
  • 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. European Energy Market 7th International Conference on the European Energy Market, EEM , Madrid 2010-06-23 - 2010-06-25

2009

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

2008

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

2007

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

2006

  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2006) Distributional market features : enhanced measures and the preference of Bayesian-like estimators. Norges Handelshøyskole FIBE XXIII : Innovasjon og entreprenørskap , 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 ECOMOD 2006 : International Conference on Policy Modeling , Hong Kong 2006-06-28 - 2006-06-30
  • Vitenskapelig foredrag
    Solibakke, Per Bjarte. (2006) Leptokurtosis measures - a need for statistical enhancements?. Norges Handelshøyskole FIBE 2006 : entreprenørskap og innovasjon , 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

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

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. Norges Handelshøyskole FIBE XVI : Fagkonferanse i bedriftsøkonomiske emner , Bergen 1999-01-07 - 1999-01-08

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