Sung Je Byun

Federal Reserve Bank of Dallas - Banking Supervision

Senior Economist

2200 North Pearl Street

PO Box 655906

Dallas, TX 75265-5906

United States

http://https://sites.google.com/site/sungjebyun/

  • Federal Reserve Bank of Dallas - Banking Supervision

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    • Tel: 214-922-5660
SCHOLARLY PAPERS

5

DOWNLOADS

674

TOTAL CITATIONS

3

Scholarly Papers (5)

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1.

The Idiosyncratic Financial Factor: An Explanation for the Role of Size Factors and the Weak Intertemporal Risk-Return Relation

Number of pages: 108 Posted: 30 Apr 2019 Last Revised: 03 Dec 2024
Sung Je Byun, Johnathan Loudis and Lawrence Schmidt
Federal Reserve Bank of Dallas - Banking Supervision, University of Notre Dame - Mendoza College of Business and MIT Sloan School of Management
Downloads 471 (130,418)

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Idiosyncratic risk, Market factor, Size effect, Size factors, Intertemporal risk-return relation

2.

Measuring Climate Transition Risk at the Regional Level with an Application to Community Banks

Downloads 147 (424,287)
Citation 3

Measuring Climate Transition Risk at the Regional Level with an Application to Community Banks

Number of pages: 59 Posted: 28 Dec 2022
Mitchell Berlin, Sung Je Byun, Pablo D'Erasmo and Edison G. Yu
Federal Reserve Bank of Philadelphia - Research Department, Federal Reserve Bank of Dallas - Banking Supervision, Federal Reserve Bank of Philadelphia - Research Department and Federal Reserve Bank of Philadelphia
Downloads 131 (464,362)
Citation 3

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Greenhouse Gas Emissions, Transition Risk, Carbon Taxes, Regional Transition Risks, Bank Exposure JEL Codes: R11, R15, Q21, Q51, Q54, C53

Measuring Climate Transition Risk at the Regional Level with an Application to Community Banks

FRB of Philadelphia Working Paper No. 25-11
Number of pages: 60 Posted: 24 Mar 2025
Mitchell Berlin, Sung Je Byun, Pablo D'Erasmo and Edison G. Yu
Federal Reserve Bank of Philadelphia - Research Department, Federal Reserve Bank of Dallas - Banking Supervision, Federal Reserve Bank of Philadelphia - Research Department and Federal Reserve Bank of Philadelphia
Downloads 16 (1,238,806)

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Greenhouse Gas Emissions, Transition Risk, Carbon Taxes, Regional Transition Risks, Bank Exposure

3.

Costs of Oil Price Exchange-Traded Funds Diminish Usefulness

Economic Letter, Vol. 12, Issue 5, pp. 1-4, 2017
Number of pages: 4 Posted: 05 May 2017
Sung Je Byun
Federal Reserve Bank of Dallas - Banking Supervision
Downloads 56 (786,181)

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4.

Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil

The Energy Journal 38.5 (2017).
Posted: 18 Nov 2021
Sung Je Byun
Federal Reserve Bank of Dallas - Banking Supervision

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Convenience yield, Forecasting oil prices, Speculation, Stable oil price-inventory relationship, Theory of storage

5.

The Pandemic'S Impact on Credit Risk: Averted or Delayed?

FEDS Notes No. 2021-07-30-3
Posted: 18 Aug 2021 Last Revised: 23 Aug 2021
Sung Je Byun, Aaron L. Game, Alexander Jiron, Pavel Kapinos, Kelly Klemme and Bert Loudis
Federal Reserve Bank of Dallas - Banking Supervision, Independent, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and Board of Governors of the Federal Reserve System

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