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Sung Je Byun

Personal Details

First Name:Sung Je
Middle Name:
Last Name:Byun
Suffix:
RePEc Short-ID:pby24
[This author has chosen not to make the email address public]
https://sites.google.com/site/sungjebyun/
Terminal Degree:2015 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy)

Affiliation

Financial Industry Studies Department
Federal Reserve Bank of Dallas

Dallas, Texas (United States)
http://dallasfed.org/banking/fis/index.cfm
RePEc:edi:ffrbdus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sung Je Byun & Aaron L. Game & Alexander Jiron & Pavel Kapinos & Kelly Klemme & Bert Loudis, 2021. "The Pandemic's Impact on Credit Risk: Averted or Delayed?," FEDS Notes 2021-07-30-3, Board of Governors of the Federal Reserve System (U.S.).
  2. Sung Je Byun, 2016. "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," Occasional Papers 16-3, Federal Reserve Bank of Dallas.
  3. Sungje Byun & Soojin Jo, 2015. "Heterogeneity in the Dynamic Effects of Uncertainty on Investment," Staff Working Papers 15-34, Bank of Canada.

Articles

  1. Sung Je Byun & Soojin Jo, 2018. "Heterogeneity in the dynamic effects of uncertainty on investment," Canadian Journal of Economics, Canadian Economics Association, vol. 51(1), pages 127-155, February.
  2. Sung Je Byun, 2017. "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
  3. Sung Je Byun, 2017. "Costs of Oil Price Exchange-Traded Funds Diminish Usefulness," Economic Letter, Federal Reserve Bank of Dallas, vol. 12(5), pages 1-4, April.
  4. Byun, Sung Je, 2016. "The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 162-180.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sung Je Byun, 2016. "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," Occasional Papers 16-3, Federal Reserve Bank of Dallas.

    Cited by:

    1. Chi Zhang & Zhengning Pu & Qin Zhou, 2018. "Sustainable Energy Consumption in Northeast Asia: A Case from China’s Fuel Oil Futures Market," Sustainability, MDPI, vol. 10(1), pages 1-14, January.
    2. Maryam Ahmadi & Niaz Bashiri Behmiri & Matteo Manera, 2020. "The theory of storage in the crude oil futures market, the role of financial conditions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(7), pages 1160-1175, July.
    3. Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joelle, 2021. "The risk premia of energy futures," Energy Economics, Elsevier, vol. 102(C).
    4. Niaz Bashiri Behmiri & Maryam Ahmadi & Juha-Pekka Junttila & Matteo Manera, 2021. "Financial Stress and Basis in Energy Markets," The Energy Journal, , vol. 42(5), pages 67-88, September.
    5. Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security," Agriculture, MDPI, vol. 12(11), pages 1-27, November.
    6. Celso Brunetti & Jeffrey H. Harris & Bahattin Büyükşahin, 2024. "Crude Oil Price Movements and Institutional Traders," Commodities, MDPI, vol. 3(1), pages 1-23, February.
    7. Krzysztof Drachal, 2022. "Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression," Energies, MDPI, vol. 16(1), pages 1-29, December.
    8. Mason, Charles F. & Wilmot, Neil A., 2020. "Jumps in the convenience yield of crude oil," Resource and Energy Economics, Elsevier, vol. 60(C).
    9. Reinhard Ellwanger, 2017. "On the Tail Risk Premium in the Oil Market," Staff Working Papers 17-46, Bank of Canada.

  2. Sungje Byun & Soojin Jo, 2015. "Heterogeneity in the Dynamic Effects of Uncertainty on Investment," Staff Working Papers 15-34, Bank of Canada.

    Cited by:

    1. Valeria Arza & Elisa Giuliani & Federica Nieri, 2019. "DRIFTING ON A CALMA CHICHA AFTER COUNTLESS STORMS: How macroeconomic uncertainty affects firms' de cisions to innovate in emerging countries," Discussion Papers 2019/251, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
    2. Alessandro Paolo Rigamonti & Giulio Greco & Mariarita Pierotti & Alessandro Capocchi, 2024. "Macroeconomic uncertainty and earnings management: evidence from commodity firms," Review of Quantitative Finance and Accounting, Springer, vol. 62(4), pages 1615-1649, May.
    3. Youngju Kim & Seohyun Lee & Hyunjoon Lim, 2019. "Uncertainty, Credit and Investment: Evidence from Firm-Bank Matched Data," Working Papers 2019-25, Economic Research Institute, Bank of Korea.
    4. Sangyup Choi & Davide Furceri & Yi Huang & Prakash Loungani, 2017. "Aggregate Uncertainty and Sectoral Productivity Growth: The Role of Credit Constraints," Working papers 2017rwp-109, Yonsei University, Yonsei Economics Research Institute.
    5. Jung, Seungho & Lee, Jongmin & Lee, Seohyun, 2021. "The impact of geopolitical risk on stock returns: Evidence from inter-Korea geopolitics," MPRA Paper 108006, University Library of Munich, Germany.
    6. Byun, Sung Je, 2016. "The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 162-180.
    7. Zeng, Ting & Zhao, Wei & Liu, Zhengning, 2022. "Investment response to exchange rate uncertainty: Evidence from Chinese exporters," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 488-505.

Articles

  1. Sung Je Byun & Soojin Jo, 2018. "Heterogeneity in the dynamic effects of uncertainty on investment," Canadian Journal of Economics, Canadian Economics Association, vol. 51(1), pages 127-155, February.
    See citations under working paper version above.
  2. Sung Je Byun, 2017. "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
    See citations under working paper version above.
  3. Byun, Sung Je, 2016. "The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 162-180.

    Cited by:

    1. Sung Je Byun & Soojin Jo, 2018. "Heterogeneity in the dynamic effects of uncertainty on investment," Canadian Journal of Economics, Canadian Economics Association, vol. 51(1), pages 127-155, February.
    2. Claudiu Vinte & Marcel Ausloos, 2022. "The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator," Papers 2205.00104, arXiv.org.
    3. Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2023. "Discovering the drivers of stock market volatility in a data-rich world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    4. Fei, Tianlun & Liu, Xiaoquan & Wen, Conghua, 2019. "Cross-sectional return dispersion and volatility prediction," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).
    5. S. Al Wadi, 2017. "Improving Volatility Risk Forecasting Accuracy in Industry Sector," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2017, pages 1-6, November.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (1) 2021-08-30. Author is listed
  2. NEP-BEC: Business Economics (1) 2015-10-25. Author is listed
  3. NEP-ECM: Econometrics (1) 2015-10-25. Author is listed
  4. NEP-ENE: Energy Economics (1) 2018-02-05. Author is listed
  5. NEP-ISF: Islamic Finance (1) 2021-08-30. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2015-10-25. Author is listed
  7. NEP-RMG: Risk Management (1) 2021-08-30. Author is listed

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