Calling Grumbling Fur a supergroup would be pretty over the top, but the name does corral five distinctive musicians that usually follow their own paths. There’s a pair of Finns from the legendary drone outfit Circle and the challenging metallers Panic DHH. The three Brits include two members of the jazz-inclined experimentalists Guapo and the wyrd folk artist Alexander Tucker. The individual tracks on Furrier, this one-off collective’s album, were culled from a day-long improv jam held in south London.

Certain Nordic countries are identified with particular forms of music. Norway and Finland are the home to various strands of metal. Sweden’s pop songwriters and producers are world-renowned, attracting the likes of Britney Spears to Scandinavia. Iceland homes individualists like Björk and Sigur Rõs. Denmark’s influential Mew and Efterklang capture mood like no one else. But you won’t find any of this on the new three-CD set Beginner's Guide to Scandinavia.

This week’s reviews include a generous Liszt anthology played by one of the 20th century’s most fondly remembered pianists. There’s a reissued box of Beethoven symphonies performed on modern instruments by one of the classiest European orchestras. Heading further north, we've a repackaged set of Sibelius symphonies with some essential extras.

On the Jutland coast, Aarhus is Denmark’s second largest city after capital Copenhagen. Its attractive continental atmosphere is amplified by the presence of this week’s temporary population, which includes visitors from Britain, Estonia, France, Germany, Luxembourg, the US and the other Nordic countries. They’re here for SPOT, Denmark’s annual festival showcasing homegrown music. It’s a good moment as electro-popper Oh Land is making significant waves in the States. Bands like Efterklang, The Ravonettes and the seminal Mew are embedded in the international musical landscape.

Hanna begins with a bang, and there will be those for whom the excitement never lets up – especially if you like your action movies all but bereft of chat. The young assassin of the title scarcely needs words when her days are given over to taking careful aim. Sure, her father makes a case for the need for language, but determination and a good eye take the feral Hanna infinitely further than pleasantries such as “Hello”.

This is the most gorgeous Finnish Krautrock album I've heard in ages. Yeah, I know, how wacky, how alternative, how off-piste – but bear with me. If you associate Krautrock with over-serious record collectors it might sound like damning with faint praise, but yes, this mostly instrumental record is made by a trio of demented Finns; yes, it is rooted in the psychedelic repetitions of mid-1970s German hairies; and yes, it is really, really gorgeous.

Kenneth MacMillan’s dramatic ballet Manon was premiered in 1974 to a chorus of attacks on its tale of a “nasty little diamond-digger”, as one critic had it. Since then the slut who can’t help herself has risen to become one of the most coveted roles in the world for major classical ballerinas (as another critic at the time foresaw), and the ballet is now in the repertoire of some 18 companies around the world.

Oslo’s annual by:Larm festival celebrates Nordic music. Over the three days, just under 180 acts play Norway's capital: 142 are Norwegian, 15 are Swedish, with single figures each for Iceland, Denmark, Finland and even Greenland. Time presses, and hard choices have to be made about what to see. This year, by:Larm also hosted the inaugural Nordic Music Prize, awarded to Iceland’s Jõnsi, for his recent album Go. Overjoyed, but overwhelmed, in reaction he said little more than, “Thank you so much, I’m really bad at this.”

Never envy a relatively new voice in music his or her place in a concert shared with Sibelius. Invariably the economical Finnish master will triumph with his ideas and how he streams them in a forward-moving adventure. You sit staring at all the percussion Sibelius never needs, and wonder whether the newcomer will engage it more imaginatively than most of his peers. Which fortunately turned out to be the case with Detlev Glanert's 15-year-old Music for Violin and Orchestra, fearlessly taken on by one of the BBC Symphony Orchestra's two world-class leaders, Stephen Bryant. But given Principal Guest Conductor David Robertson's urgent, sensuous way with Sibelius, the German's flickering homage to the Orpheus of Rilke's sonnets still hovered in the shadows.