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1

[IEEE 2010 7th International Conference on the European Energy Market (EEM 2010) - Madrid, Spain (2010.06.23-2010.06.25)] 2010 7th International Conference on the European Energy Market - Modelling day ahead Nord Pool forward price volatility: Realized volatility versus GARCH models

Haugom, Erik, Westgaard, Sjur, Solibakke, Per Bjarte, Lien, Gudbrand

Year:

2010

Language:

english

File:

PDF, 479 KB

english, 2010

2

Spectral density estimation of European airlines load factors for Europe-Middle East and Europe-Far East flights

Tesfay, Yohannes Yebabe, Solibakke, Per Bjarte

Journal:

European Transport Research Review

Year:

2015

Language:

english

File:

PDF, 1.69 MB

english, 2015

3

Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity data

Erik Haugom, Sjur Westgaard, Per Bjarte Solibakke, Gudbrand Lien

Journal:

Energy Economics

Year:

2011

Language:

english

File:

PDF, 481 KB

english, 2011

4

A stochastic volatility model specification with diagnostics for thinly traded equity markets

Per Bjarte Solibakke

Journal:

Journal of Multinational Financial Management

Year:

2001

Language:

english

File:

PDF, 370 KB

english, 2001

5

[IEEE 2010 7th International Conference on the European Energy Market (EEM 2010) - Madrid, Spain (2010.06.23-2010.06.25)] 2010 7th International Conference on the European Energy Market - Determinants for European energy markets intra-day volatility using dynamic panel data models and GMM-type estimators

Solibakke, Per Bjarte, Arethun, Torbjorn, Oklevik, Ove

Year:

2010

Language:

english

File:

PDF, 471 KB

english, 2010

6

Testing the univariate conditional CAPM in thinly traded markets

Solibakke, Per Bjarte

Journal:

Applied Financial Economics

Year:

2002

Language:

english

File:

PDF, 292 KB

english, 2002

7

Validity of discrete-time stochastic volatility models in non-synchronous equity markets

Solibakke, Per Bjarte

Journal:

European Journal of Finance

Year:

2003

Language:

english

File:

PDF, 1.71 MB

english, 2003

8

[IEEE 2010 7th International Conference on the European Energy Market (EEM 2010) - Madrid, Spain (2010.06.23-2010.06.25)] 2010 7th International Conference on the European Energy Market - Covariance estimation using high-frequency data: Analysis of Nord Pool electricity forward data

Lien, Gudbrand, Haugom, Erik, Westgaard, Sjur, Solibakke, Per Bjarte

Year:

2010

Language:

english

File:

PDF, 1.19 MB

english, 2010

9

SCIENTIFIC STOCHASTIC VOLATILITY MODELS FOR THE SALMON FORWARD MARKET: FORECASTING (UN-)CONDITIONAL MOMENTS

Solibakke, Per Bjarte

Journal:

Aquaculture Economics & Management

Year:

2012

Language:

english

File:

PDF, 1.90 MB

english, 2012

10

Calculating abnormal returns in event studies: controlling for non‐synchronous trading and volatility clustering in thinly traded markets

Bjarte Solibakke, Per

Journal:

Managerial Finance

Year:

2002

Language:

english

File:

PDF, 151 KB

english, 2002

11

Erratum to: Spectral density estimation of European airlines load factors for Europe-Middle East and Europe-Far East flights

Tesfay, Yohannes Yebabe, Solibakke, Per Bjarte

Journal:

European Transport Research Review

Year:

2016

File:

PDF, 169 KB

2016

12

Stochastic volatility models for the Brent oil futures market: forecasting and extracting conditional moments

Solibakke, Per Bjarte

Journal:

OPEC Energy Review

Year:

2015

Language:

english

File:

PDF, 2.79 MB

english, 2015

13

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

Tesfay, Yohannes Yebabe, Solibakke, Per Bjarte

Journal:

Economics Research International

Year:

2015

Language:

english

File:

PDF, 1.11 MB

english, 2015

14

Stochastic Volatility Models for the European Electricity Markets: Forecasting and Extracting Conditional Moments for Option Pricing and Implied Market Risk Premiums

Bjarte Solibakke, Per

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 1.94 MB

english, 2014

15

Trade concentration and dynamics of the Norwegian imports: an application of R-MANOVA model

Tesfay, Yohannes Yebabe, Solibakke, Per Bjarte

Journal:

International Journal of Logistics Economics and Globalisation

Year:

2018

Language:

english

File:

PDF, 618 KB

english, 2018

16

Intercontinental variations of the import trade pattern of Norway: applications to best linear unbiased estimable functions of hierarchical econometric model

Tesfay, Yohannes Yebabe, Solibakke, Per Bjarte

Journal:

Global Business and Economics Review

Year:

2017

File:

PDF, 346 KB

2017

17

Derivation of econometric estimable functions of intra-trade industry: the case of the Norwegian intra-continental import trade pattern

Tesfay, Yohannes Yebabe, Solibakke, Per Bjarte

Journal:

International Journal of Computational Economics and Econometrics

Year:

2017

File:

PDF, 1.71 MB

2017