| Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity data E Haugom, S Westgaard, PB Solibakke, G Lien Energy Economics 33 (6), 1206-1215, 2011 | 62 | 2011 |
| Scientific stochastic volatility models for the salmon forward market: forecasting (un-) conditional moments PB Solibakke Aquaculture Economics & Management 16 (3), 222-249, 2012 | 57 | 2012 |
| Efficiently estimated mean and volatility characteristics for the Nordic spot electric power market PB Solibakke International Journal of Business 7 (2), 17-35, 2002 | 44 | 2002 |
| Efficiently ARMA–GARCH estimated trading volume characteristics in thinly traded markets PB Solibakke Applied Financial Economics 11 (5), 539-556, 2001 | 31 | 2001 |
| Modelling day ahead Nord Pool forward price volatility: Realized volatility versus GARCH models E Haugom, S Westgaard, PB Solibakke, G Lien 2010 7th International Conference on the European Energy Market, 1-9, 2010 | 20 | 2010 |
| Calculating abnormal returns in event studies: controlling for non‐synchronous trading and volatility clustering in thinly traded markets P Bjarte Solibakke Managerial Finance 28 (8), 66-86, 2002 | 19 | 2002 |
| Spectral density estimation of European airlines load factors for Europe-Middle East and Europe-Far East flights YY Tesfay, PB Solibakke European Transport Research Review 7, 1-11, 2015 | 17 | 2015 |
| Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the norwegian thinly traded equity market PB Solibakke The European Journal of Finance 11 (2), 111-136, 2005 | 16 | 2005 |
| Describing the Nordic forward electric-power market: A stochastic model approach PB Solibakke International Journal of Business 11 (4), 345, 2006 | 13 | 2006 |
| Empirical study of day-ahead electricity spot-price forecasting: Insights into a novel loss function for training neural networks AA Loutfi, M Sun, I Loutfi, PB Solibakke Applied Energy 319, 119182, 2022 | 12 | 2022 |
| 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 PB Solibakke Applied Financial Economics 10 (3), 299-310, 2000 | 9 | 2000 |
| Covariance estimation using high-frequency data: Analysis of Nord Pool electricity forward data G Lien, E Haugom, S Westgaard, PB Solibakke 2010 7th International Conference on the European Energy Market, 1-8, 2010 | 8 | 2010 |
| Efficiency and transmission in European energy markets: a seminon-parametric approach PB Solibakke The Journal of Energy Markets 1 (2), 35-60, 2008 | 7 | 2008 |
| 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 YY Tesfay, PB Solibakke Economics Research International 2015, 2015 | 6 | 2015 |
| Corporate risk management in European energy markets PB Solibakke The Journal of Energy Markets 3 (1), 93-131, 2010 | 6 | 2010 |
| Testing the univariate conditional CAPM in thinly traded markets PB Solibakke Applied Financial Economics 12 (10), 751-763, 2002 | 6 | 2002 |
| Stochastic volatility models predictive relevance for equity markets PB Solibakke Theory and Applications of Time Series Analysis: Selected Contributions from …, 2020 | 5 | 2020 |
| Structure of the Norwegian imports trade concentration: the seemingly unrelated autoregressive regression modelling approach YY Tesfay, PB Solibakke | 4 | 2016 |
| On the estimation of extreme values for risk assessment and management: the ACER method KE Dahlen, PB Solibakke, S Westgaard, A Næss Premier Publishing, 2015 | 4 | 2015 |
| Forecasting Stochastic Volatility Characteristics for the Financial Fossil Oil Market Densities PB Solibakke Journal of Risk and Financial Management 14 (11), 510, 2021 | 3 | 2021 |
