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2021
1 Solibakke, Per Bjarte.
Bootstrapped Nonlinear Impulse-Response Analysis: The FTSE100 (UK) and the NDX100 (US) Indices 2012-2021. International Journal of Computational Economics and Econometrics 2021 s. 1-36
NTNU Untitled
 
2 Solibakke, Per Bjarte.
Forecasting Stochastic Volatility Characteristics for the Finan-cial Fossil Oil Market Densities. Journal of Risk and Financial Management 2021 s. 1-24
NTNU Untitled
 
3 Solibakke, Per Bjarte.
Projecting and Forecasting Stochastic Volatility Characteristics for the Nasdaq OMX Nordic/Baltic Financial Electricity Markets. Applied Stochastic Models in Business and Industry 2021
NTNU Untitled
 
4 Solibakke, Per Bjarte.
Step-ahead spot price densities using daily synchronously reported prices and wind forecasts. Journal of Forecasting 2021 s. -
NTNU Untitled
 
5 Solibakke, Per Bjarte.
The ICE Carbon (EUC) and Brent Oil Contracts Volatility (Co-)Movements and Forecasts. Universitetsforlaget 2021 (ISBN 978-3-030-26035-4) 24 s.
NTNU Untitled
 
2020
6 Solibakke, Per Bjarte.
Stochastic Volatility Models Predictive Relevance for Equity Markets. I: Theory and Applications of Time Series Analysis : Selected Contributions from ITISE 2019. Springer Nature 2020 ISBN 978-3-030-56218-2. s. 125-143
NTNU Untitled
 
7 Solibakke, Per Bjarte.
Volatility Indices for the Norwegian Equity Market. FIBE 2020; 2020-01-09 - 2020-01-10
NTNU Untitled
 
2019
8 Solibakke, Per Bjarte.
Energi-priser og Vindprosjekter. NRK _Møre og Romsdal [Radio] 2019-09-23
NTNU Untitled
 
9 Solibakke, Per Bjarte.
Stochastic Volatility Model's Predictive Relevance for Equity Markets. ITISE2019; 2019-09-24 - 2019-09-27
NTNU Untitled
 
2018
10 Solibakke, Per Bjarte.
Korleis vil ACER påverke kraftprisen?. NRK Møre og Romsdal [Radio] 2018-03-27
NTNU Untitled
 
11 Solibakke, Per Bjarte.
The Nordic/Baltic Spot Electric Power System Price: Univariate Nonlinear Impulse-Response Analysis. Journal of Energy Markets 2018 ;Volum 11.(1) s. 35-75
NTNU Untitled
 
12 Solibakke, Per Bjarte.
The Nordic/Baltic Spot Electric Power System Price: Univariate Nonlinear Impulse-Response Analysis. 41st International IAEE conference; 2018-06-10 - 2018-06-14
NTNU Untitled
 
13 Solibakke, Per Bjarte; Nesset, Erik; Devold, Edvard Anders.
Metodefeil i saksframlegg om Nordøyvegen. Sunnmørsposten [Avis] 2018-11-30
NTNU Untitled
 
14 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
Trade concentration and dynamics of Norwegian imports : an application of R-MANOVA model. International Journal of Logistics Economics and Globalisation 2018 ;Volum 7.(1) s. 71-104
HIM NTNU Untitled
 
2017
15 Solibakke, Per Bjarte.
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?; 2017-09-03 - 2017-09-08
NTNU Untitled
 
16 Solibakke, Per Bjarte.
Fakultet for økonomi. Ålesund [Avis] 2017-01-12
NTNU Untitled
 
17 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
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 2017 ;Volum 7.(4) s. 411-442
HIM NTNU Untitled
 
18 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
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) 2017 ;Volum 19.(6) s. 696-721
HIM NTNU Untitled
 
2016
19 Solibakke, Per Bjarte.
- Farstad under kraftig Røkke-press. Sunnmørsposten [Avis] 2016-10-01
NTNU Untitled
 
20 Solibakke, Per Bjarte.
Obligasjonsmarkedet og vurdering av konkurssannsynligheter. NRK Møre og Romsdal [TV] 2016-03-04
NTNU Untitled
 
21 Solibakke, Per Bjarte.
The Nordic/Baltic Spot Electric Power System Price: Nonlinear Error-Shock Analysis. 1st AIEE Energy Symposium; 2016-11-30 - 2016-12-02
NTNU Untitled
 
22 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
Structure of the Norwegian imports trade concentration : the seemingly unrelated autoregressive regression modelling approach. Global Business and Management Research 2016 ;Volum 8.(2) s. 19-37
HIM NTNU Untitled
 
2015
23 Dahlen, Kai Erik; Solibakke, Per Bjarte; Westgaard, Sjur; Næss, Arvid.
On the Estimation of Extreme Values for Risk Assessment and Management: The ACER Method. International journal of business 2015 ;Volum 20.(1) s. 33-51
HIM NTNU Untitled
 
24 Solibakke, Per Bjarte.
Re-projecting volatility for European carbon option pricing. Sylwan 2015 ;Volum 159.(6) s. 370-417
HIM Untitled
 
25 Solibakke, Per Bjarte.
Stochastic volatility models for the Brent oil futures market : forecasting and extracting conditional moments. Opec Energy Review 2015 ;Volum 39.(2) s. 184-221
HIM Untitled
 
26 Solibakke, Per Bjarte.
Volatility re-projection for European carbon markets : implied volatilities, risk premiums and percentage errors. FIBE 2015 : høyere økonomisk-administrativ utdanning : i støpeskjeen?; 2015-01-08 - 2015-01-09
HIM Untitled
 
27 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
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; 2015-07-26 - 2015-07-30
HIM Untitled
 
28 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
Econometric modelling of the variations and structural changes of Norway’s import trade across continents and over time. 19th Annual Western Hemispheric Trade Conference; 2015-04-15 - 2015-04-17
HIM Untitled
 
29 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
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 2015 ;Volum 2015. s. 1-16
HIM Untitled
 
30 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
Spectral density estimation of European airlines load factors for Europe-Middle East and Europe-Far East flights. European Transport Research Review 2015 ;Volum 7.(2) s. 1-11
HIM Untitled
 
31 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
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 2015 (57) s. 1-28
HIM Untitled
 
32 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
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) 2015 ;Volum 15.(3) s. 7-28
HIM Untitled
 
33 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
Econometric modelling of the variations and structural changes of Norway’s import trade across continents and over time. I: 19th Annual Western Hemispheric Trade Conference, April 15-17, 2015, Laredo, TX, USA : Conference Proceedings. Laredo, TX: Texas A&M International University 2015 s. 404-
HIM Untitled
 
2014
34 Solibakke, Per Bjarte.
Scientific stochastic volatility models for the european carbon markets : Forecasting and extracting conditional moments. International journal of business 2014 ;Volum 19.(1) s. 63-98
HIM Untitled
 
35 Solibakke, Per Bjarte.
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) 2014 52 s.
HIM Untitled
 
36 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
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); 2014-03-24 - 2014-03-25
HIM Untitled
 
37 Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte.
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 2014 ;Volum 4.(4) s. 122-128
HIM Untitled
 
2013
38 Dahlen, Kai Erik; Solibakke, Per Bjarte.
Pricing electricity options under general scientific stochastic volatility models. FIBE 2013 : Taking stock, moving forward; 2013-01-09 - 2013-01-11
HIM Untitled
 
39 Solibakke, Per Bjarte.
Kinesisk kullimport og norsk gassproduksjon/-eksport gir CO2-utslipp reduksjoner tilsvarende 7-8 norske komplette bilparker. Samfunnsøkonomen 2013 ;Volum 127.(5) s. 10-13
HIM Untitled
 
40 Solibakke, Per Bjarte.
Salmon option pricing using general scientific stochastic volatility. SIRE Conference on Finance and Commodities; 2013-07-13 - 2013-07-14
HIM Untitled
 
2012
41 Dahlen, Kai Erik; Solibakke, Per Bjarte.
Scientific stochastic volatility models for the European energy market: forecasting and extracting conditional volatility. Journal of Risk Model Validation 2012 ;Volum 6.(4) s. 17-66
HIM Untitled
 
42 Lien, Gudbrand; Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte.
Covariance estimation using high-frequency data : an analysis of Nord Pool electricity forward data. Journal of Energy and Power Engineering 2012 ;Volum 6.(4) s. 570-579
HINN HIM NTNU Untitled
 
43 Solibakke, Per Bjarte.
Forecasting Carbon Phase II Moments for Option Pricing and Risk Management Applications using Stochastic Volatility Models. International Research Journal of Applied Finance 2012 ;Volum III.(5) s. 626-668
HIM Untitled
 
44 Solibakke, Per Bjarte.
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; 2012-05-09 - 2012-05-12
HIM Untitled
 
45 Solibakke, Per Bjarte.
Scientific stochastic volatility models for the salmon forward market : forecasting (un-)conditional moments. Aquaculture Economics & Management 2012 ;Volum 16.(3) s. 222-249
HIM Untitled
 
2011
46 Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand.
Modelling day-ahead Nord Pool forward-price volatility: realized rolatility versus GARCH models. International Research Journal of Finance and Economics 2011 (67) s. 31-45
HINN HIM NTNU Untitled
 
47 Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand.
Realized volatility and the influence of market measures on predictability : an analysis of Nord Pool forward electricity data. Energy Economics 2011 ;Volum 33.(6) s. 1206-1215
HINN HIM NTNU Untitled
 
48 Solibakke, Per Bjarte.
Market risk management with stochastic volatility models. I: Risk Management in Environment, Production and Economy. IntechOpen 2011 ISBN 978-953-307-313-2. s. 171-214
HIM Untitled
 
49 Solibakke, Per Bjarte.
Microstructure Research Issues for Energy Markets. Workshop ELKARBONRISK; 2011-11-12 - 2011-11-14
HIM Untitled
 
50 Solibakke, Per Bjarte.
Risk management using SV models for Energy Markets. Workshop ELKARBONRISK; 2011-04-12
HIM Untitled
 
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