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Hyeyoon Jung

Personal Details

First Name:Hyeyoon
Middle Name:
Last Name:Jung
Suffix:
RePEc Short-ID:pju202
[This author has chosen not to make the email address public]
https://hyeyoonjung.net/
Terminal Degree: Stern School of Business; New York University (NYU) (from RePEc Genealogy)

Affiliation

Research and Statistics Group
Federal Reserve Bank of New York

New York City, New York (United States)
http://www.newyorkfed.org/research/
RePEc:edi:rfrbnus (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Oliver Zain Hannaoui & Hyeyoon Jung, 2024. "What Do Climate Risk Indices Measure?," Liberty Street Economics 20241007, Federal Reserve Bank of New York.
  2. Robert Engle & Shan Ge & Hyeyoon Jung & Xuran Zeng, 2024. "Physical Climate Risk and Insurers," Liberty Street Economics 20240403, Federal Reserve Bank of New York.
  3. Oliver Zain Hannaoui & Hyeyoon Jung & João A. C. Santos & Lee Seltzer, 2023. "Flood Risk and Firm Location Decisions in the Fed’s Second District," Liberty Street Economics 20231114, Federal Reserve Bank of New York.
  4. Hyeyoon Jung, 2023. "Does Corporate Hedging of Foreign Exchange Risk Affect Real Economic Activity?," Liberty Street Economics 20230412, Federal Reserve Bank of New York.
  5. Hyeyoon Jung & João A. C. Santos & Lee Seltzer, 2023. "How Exposed Are U.S. Banks’ Loan Portfolios to Climate Transition Risks?," Liberty Street Economics 20230710, Federal Reserve Bank of New York.
  6. Viral V Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023. "Climate Stress Testing," CESifo Working Paper Series 10345, CESifo.
    • Viral V. Acharya & Richard Berner & Robert F. Engle III & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023. "Climate Stress Testing," NBER Working Papers 31097, National Bureau of Economic Research, Inc.
    • Viral V. Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023. "Climate Stress Testing," Staff Reports 1059, Federal Reserve Bank of New York.
  7. Hyeyoon Jung & João A. C. Santos & Lee Seltzer, 2023. "U.S. Banks’ Exposures to Climate Transition Risks," Staff Reports 1058, Federal Reserve Bank of New York.
  8. Hyeyoon Jung, 2023. "CRISK: Measuring the Climate Risk Exposure of the Financial System," Liberty Street Economics 20230420a, Federal Reserve Bank of New York.
  9. Robert Engle & Shan Ge & Hyeyoon Jung & Xuran Zeng, 2023. "Measuring the Climate Risk Exposure of Insurers," Staff Reports 1066, Federal Reserve Bank of New York.
  10. Hyeyoon Jung, 2021. "Real Consequences of Shocks to Intermediaries Supplying Corporate Hedging Instruments," Staff Reports 989, Federal Reserve Bank of New York.

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. Viral V Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023. "Climate Stress Testing," CESifo Working Paper Series 10345, CESifo.
    • Viral V. Acharya & Richard Berner & Robert F. Engle III & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023. "Climate Stress Testing," NBER Working Papers 31097, National Bureau of Economic Research, Inc.
    • Viral V. Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023. "Climate Stress Testing," Staff Reports 1059, Federal Reserve Bank of New York.

    Cited by:

    1. Andrea Mazzon & Peter Tankov, 2024. "Optimal stopping and divestment timing under scenario ambiguity and learning," Papers 2408.09349, arXiv.org, revised Oct 2024.
    2. Angelidis, Timotheos & Sakkas, Athanasios & Spiliotopoulos, George, 2023. "Climate uncertainty and marginal climate capital needs," Finance Research Letters, Elsevier, vol. 56(C).
    3. Dasol Kim & Luke Olson & Toan Phan, 2024. "Bank Competition and Strategic Adaptation to Climate Change," Working Paper 24-06, Federal Reserve Bank of Richmond.
    4. Michael Brei & Preeya Mohan & Agustin Perez Barahona & Eric Strobl, 2024. "Transmission of natural disasters to the banking sector: Evidence from thirty years of tropical storms in the Caribbean," Post-Print hal-04538857, HAL.
    5. Arnita Rishanty & Retno Puspita K. Wicaksono & Rizkia Sari Yudawinata & Siti Kholifatul Rizkiah & Rafi Aquary & Aurellia Puteri Arfita, 2023. "Navigating Climate Transition: Evaluating Exposure And Resilience Of Indonesian Banks’ Portfolios Across High-Emitting Sectors. A Bottom-Up Analysis," Working Papers WP/05/2023, Bank Indonesia.
    6. Stefano Carattini & Giseong Kim & Givi Melkadze & Aude Pommeret, 2023. "Carbon Taxes and Tariffs, Financial Frictions, and International Spillovers," CESifo Working Paper Series 10851, CESifo.
    7. Fuchs, Larissa & Ngyuen, Huyen & Nguyen, Trang & Schaeck, Klaus, 2024. "Climate stress tests, bank lending, and the transition to the carbon-neutral economy," IWH Discussion Papers 9/2024, Halle Institute for Economic Research (IWH), revised 2024.

  2. Hyeyoon Jung & João A. C. Santos & Lee Seltzer, 2023. "U.S. Banks’ Exposures to Climate Transition Risks," Staff Reports 1058, Federal Reserve Bank of New York.

    Cited by:

    1. Bell, Jennifer & Battisti, Giuliana & Guin, Benjamin, 2023. "The greening of lending: Evidence from banks’ pricing of energy efficiency before climate-related regulation," Economics Letters, Elsevier, vol. 230(C).
    2. Baracani, Manuela & Favoino, Fabio & Fantucci, Stefano & Serra, Valentina & Perino, Marco & Introna, Marisandra & Limbach, Rene & Wondraczek, Lothar, 2023. "Experimental assessment of the energy performance of microfluidic glazing components: The first results of a monitoring campaign carried out in an outdoor test facility," Energy, Elsevier, vol. 280(C).
    3. Grill, Michael & Popescu, Alexandra & Rancoita, Elena, 2024. "Climate transition risk in the banking sector: what can prudential regulation do?," Working Paper Series 2910, European Central Bank.
    4. Thomas Allen & Mathieu Boullot & Stéphane Dées & Annabelle de Gaye & Noëmie Lisack & Camille Thubin & Oriane Wegner, 2023. "Using Short-Term Scenarios to Assess the Macroeconomic Impacts of Climate Transition," Working papers 922, Banque de France.
    5. Bartsch, Florian & Busies, Iulia & Emambakhsh, Tina & Grill, Michael & Simoens, Mathieu & Spaggiari, Martina & Tamburrini, Fabio, 2024. "Designing a macroprudential capital buffer for climate-related risks," Working Paper Series 2943, European Central Bank.
    6. Ghosh, Saibal, 2023. "Does climate legislation matter for bank lending? Evidence from MENA countries," Ecological Economics, Elsevier, vol. 212(C).

  3. Hyeyoon Jung, 2023. "CRISK: Measuring the Climate Risk Exposure of the Financial System," Liberty Street Economics 20230420a, Federal Reserve Bank of New York.

    Cited by:

    1. Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2023. "When do investors go green? Evidence from a time-varying asset-pricing model," International Review of Financial Analysis, Elsevier, vol. 90(C).
    2. Laura Bakkensen & Toan Phan & Russell Wong, 2023. "Leveraging the Disagreement on Climate Change: Theory and Evidence," Working Paper 23-01, Federal Reserve Bank of Richmond.
    3. Giulia Bettin & Gian Marco Mensi & Maria Cristina Recchioni, 2023. "Multifactor Risk Attribution Applied to Systemic, Climate and Geopolitical Tail Risks for the Eurozone Banking Sector," Risks, MDPI, vol. 11(10), pages 1-26, September.
    4. Breckenfelder, Johannes & Maćkowiak, Bartosz & Marqués-Ibáñez, David & Olovsson, Conny & Popov, Alexander & Porcellacchia, Davide & Schepens, Glenn, 2023. "The climate and the economy," Working Paper Series 2793, European Central Bank.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 12 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-ENV: Environmental Economics (10) 2021-10-04 2023-05-08 2023-05-15 2023-05-29 2023-05-29 2023-06-12 2023-08-14 2023-08-21 2023-12-11 2024-04-22. Author is listed
  2. NEP-BAN: Banking (9) 2021-10-04 2021-11-01 2023-05-08 2023-05-15 2023-05-29 2023-05-29 2023-06-12 2023-08-14 2023-12-11. Author is listed
  3. NEP-ENE: Energy Economics (6) 2021-10-04 2023-05-08 2023-05-29 2023-05-29 2023-06-12 2023-08-14. Author is listed
  4. NEP-AGR: Agricultural Economics (4) 2021-10-04 2023-05-08 2023-05-15 2023-05-29. Author is listed
  5. NEP-FDG: Financial Development and Growth (4) 2021-10-04 2021-11-01 2023-05-29 2024-04-22. Author is listed
  6. NEP-RMG: Risk Management (4) 2021-11-01 2023-05-29 2023-06-12 2023-06-12. Author is listed
  7. NEP-DES: Economic Design (2) 2023-05-29 2023-05-29
  8. NEP-CBA: Central Banking (1) 2021-11-01
  9. NEP-IFN: International Finance (1) 2023-06-12
  10. NEP-MAC: Macroeconomics (1) 2021-11-01
  11. NEP-URE: Urban and Real Estate Economics (1) 2023-12-11

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