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Step-ahead spot price densities using daily synchronously reported prices and wind forecasts
Solibakke, Per Bjarte - In: Journal of forecasting 41 (2022) 1, pp. 17-42
Persistent link: https://www.econbiz.de/10012796266
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The Nordic/Baltic spot electric power system price : univariate nonlinear impulse-response analysis
Solibakke, Per Bjarte - In: The journal of energy markets 11 (2018) 1, pp. 35-75
Persistent link: https://www.econbiz.de/10011999481
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Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the Norwegian thinly traded equity market
Solibakke, Per Bjarte - In: The European journal of finance 11 (2005) 2, pp. 111-136
Persistent link: https://www.econbiz.de/10002841780
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Describing the Nordic forward electric-power market : a stochastic model approach
Solibakke, Per Bjarte - In: International journal of business 11 (2006) 4, pp. 345-366
Persistent link: https://www.econbiz.de/10003402215
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Efficiently estimated mean and volatility characteristics for the Nordic Spot electric power market
Solibakke, Per Bjarte - In: International journal of business 7 (2002) 2, pp. 17-35
Persistent link: https://www.econbiz.de/10001698644
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Scientific stochastic volatility models for the salmon forward market : forcasting (un)-conditional moments
Solibakke, Per Bjarte - In: Aquaculture economics & management : official journal … 16 (2012) 3, pp. 222-249
Persistent link: https://www.econbiz.de/10009707234
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Scientific stochastic volatility models for the European carbon markets : forecasting and extracting conditional moments
Solibakke, Per Bjarte - In: International journal of business 19 (2014) 1, pp. 63-98
Persistent link: https://www.econbiz.de/10010344777
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Testing the univariate conditional CAPM in thinly traded markets
Solibakke, Per Bjarte - In: Applied financial economics 12 (2002) 10, pp. 751-763
Persistent link: https://www.econbiz.de/10001702516
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A stochastic volatility model specification with diagnostics for thinly traded equity markets
Solibakke, Per Bjarte - In: Journal of multinational financial management 11 (2001) 4/5, pp. 385-406
Persistent link: https://www.econbiz.de/10001612561
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Validity of discrete-time stochastic volatility models in non-synchronous equity markets
Solibakke, Per Bjarte - In: The European journal of finance 9 (2003) 5, pp. 420-448
Persistent link: https://www.econbiz.de/10001885422