Details about Sung Je Byun

Access statistics for papers by Sung Je Byun.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pby24

Working Papers

2021

1. The Pandemic's Impact on Credit Risk: Averted or Delayed?
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2016

2. Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil
   Occasional Papers, Federal Reserve Bank of Dallas
   See also Journal Article Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil, The Energy Journal, International Association for Energy Economics (2017) View citations (9) (2017)

2015

3. Heterogeneity in the Dynamic Effects of Uncertainty on Investment
   Staff Working Papers, Bank of Canada View citations (4)
   See also Journal Article Heterogeneity in the dynamic effects of uncertainty on investment, Canadian Journal of Economics, Canadian Economics Association (2018) View citations (7) (2018)

Journal Articles

2024

1. Measuring climate transition risk at the regional level with an application to community banks
   European Economic Review, 2024, 170, (C)

2018

2. Heterogeneity in the dynamic effects of uncertainty on investment
   Canadian Journal of Economics, 2018, 51, (1), 127-155 View citations (7)
   Also in Canadian Journal of Economics/Revue canadienne d'économique, 2018, 51, (1), 127-155 (2018) View citations (7)
   See also Working Paper Heterogeneity in the Dynamic Effects of Uncertainty on Investment, Staff Working Papers (2015) View citations (4) (2015)

2017

3. Costs of Oil Price Exchange-Traded Funds Diminish Usefulness
   Economic Letter, 2017, 12, (5), 1-4
4. Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil
   The Energy Journal, 2017, Volume 38, (Number 5) View citations (9)
   Also in The Energy Journal, 2017, 38, (5), 93-113 (2017)
   See also Working Paper Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil, Occasional Papers (2016) (2016)

2016

5. The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility
   Journal of Empirical Finance, 2016, 36, (C), 162-180 View citations (5)