doc. Ing. Peter Árendáš, PhD.

Participation in conducting (leading) the most important research projects or art projects over the last six years

KEGA 031EU-4/2024 Energy crisis and energy security of Slovakia and the EU (The aim of the project is to prepare study literature in the form of book publications and high-quality scientific articles, to support the "Commodity Markets and Real Investments" classes, which is part of bachelor study programs "Finance, Banking, Insurance" and "Economics and Law" at the Faculty of Economics of the University of Economics in Bratislava. The published literature will be devoted not only to the causes and consequences of the energy crisis, the current structure of global and European energy markets, and the current state of energy security in Slovakia and the EU, but also to the identification of measures and policies that should lead to the strengthening of long-term energy security and prevention of energy crises in the future.) - principal researcher

VEGA 1/0124/14 The role of financial institutions and the capital market in solving the problems of the debt crisis in Europe (The financial crisis that broke out in 2008 spread to all areas of economic life and took on global dimensions. In solving its problems, economic practice used several conventional fiscal and monetary policy instruments ultimately led to the growth of government debts. The consequences of these processes particularly affected Europe and led to the debt crisis. The project focused on the issue of debt crisis and the search for suitable instruments to solve the problems that have arisen, whether from the point of view of introducing new system elements, new regulations, or increasing the efficiency of financial markets.) - deputy principal researcher

VEGA 1/0009/17 The making of the Capital union in Europe and its impact on individual member countries (The aim of this project was to evaluate the effectiveness of mechanism of the Capital union within the EU, to evaluate the risks endangering the individual member countries, to point out the need for legislation changes in the member countries and to outline the potential contributions of the capital union to development of the whole European community, as well as individual member countries.) - deputy principal researcher

VEGA 1/0257/18 Prediction of volatility density on financial markets (The main goal of the research project was to design procedures for realized volatility forecasts based on realized volatility density forecasts and to verify the forecasts based on statistical and economic criteria. The aim was to use quantile regression models to forecast the whole volatility distribution, to bridge the literature on point forecasts and on volatility density forecast, and to contribute to the empirical literature, by deriving forecasted volatility density by averaging the whole set of forecasted densities.) - researcher

VEGA 1/0221/21 Interest rates in the environment with central bank digital currency (So far, the concept of central bank digital currency (CBDC) has not been finalized or implemented. The sheer volume of different CBDC designs requires a more detailed analysis of their effects on the monetary policy (MP) transmission, as well as on price and finan. stability. CBDC implementation would significantly alter the functioning of the finan. system. It is therefore crucial to investigate the changes to the interest rates – as the inter. rate transmission channel of MP would be extended by the CBDC’s interest rates, which could be used to regulate the demand for CBDC, but which could potentially also play an important role in helping to attain the MP objectives. As price of money, inter. rates affect the functioning of each segment of the finan. market. The project focuses on the study of potential benefits and dangers for bank. sector, finan. markets and real economy, which could be associated with the modification of the inter. rate transmission process of MP in the EA19 due to CBDC implementation.) -deputy principal researcher