If you want to hurt the Norwegians economically you could destroy the land based oil depot/refinery installations e.g. Mongstad, Sture, Kollsnes or Kårstø (the four main ones).
To hurt moral or incite shock would be to kill the entire royal family.
A political blow would be to destroy Stortinget (the great ting) when the entire political leadership were in session.
If you did all three… the effect would be devastating.