In our study, we consider a new approach to quantify the effects of economic shocks on
monetary transmission. We analyse the widely known phenomenon of price puzzle in a time …

We assess the fuel-food price linkage models of the structural and of the time series nature
with the main attention devoted to the time series literature. We document shifting focus from …

This research paper studies the performance of the Taylor-type rules augmented with output
and asset prices, and compares their performance in a model with an eternally and …

This paper introduces residual shape risk as a new subclass of energy commodity risk.
Residual shape risk is caused by insufficient liquidity of energy forward market when retail …

This paper investigates systemic risk and contagion processes in the inter-bank network
using network science methods. The inter-bank network consisting 10 banks, similar to the …