I find this caterpillar very confusing. if you look at the Emperor Moth Saturnia pavonia larvae you will see that they look very similar apart from the colouration. I wonder if it is a related species or a Norwegian (Scandinavian) variant. http://www.tonywhartonfrps.com/page5.ht
I have shown your photo to some entomologists. They say it looks like a dark form of the Emperor Moth, although I have suggested also the Scarce Dagger Acronicta auricoma. Googling for Saturnia pavonia will return some images of more or less black caterpillars like yours. I think the Emperor Moth is a good possibility.
I spoke to a friend of mine and was told that the larvae of Saturnia pavonina is black with orange spots when young and grows greener with age. So I searched Google and found http://tpittaway.tripod.com/silk/s_pav.htm. Also see http://en.wikipedia.org/wiki/File:02_%C3%A9closion_oeufs_de_Saturnia_Pavonia_1991.jpg (especially note the larvae in the background at the lower edge).
So I would go for a first (or possibly second - how should I know?) instar of Saturnia pavonina and claims that the case is closed.
Friends can occasionally be useful.