Hyeyoon Jung : Citation Profile


Federal Reserve Bank of New York

3

H index

2

i10 index

66

Citations

RESEARCH PRODUCTION:

17

Papers

RESEARCH ACTIVITY:

   4 years (2021 - 2025). See details.
   Cites by year: 16
   Journals where Hyeyoon Jung has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pju202
   Updated: 2026-05-02    RAS profile: 2025-04-28    
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Relations with other researchers


Works with:

Engle, Robert (6)

santos, joao (3)

Seltzer, Lee (3)

Stroebel, Johannes (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hyeyoon Jung.

Is cited by:

Yu, Edison (2)

Phan, Toan (2)

Byun, Sung Je (2)

Ortega, Francesc (2)

Brei, Michael (1)

Frankovic, Ivan (1)

Mohan, Preeya (1)

Guin, Benjamin (1)

Simoens, Mathieu (1)

Fuerst, Franz (1)

Dees, Stephane (1)

Cites to:

Ongena, Steven (4)

Mandel, Antoine (4)

Shin, Hyun Song (4)

Stroebel, Johannes (3)

battiston, stefano (3)

Maggiori, Matteo (3)

Simkins, Betty (3)

Carter, David (3)

Keys, Benjamin (2)

Takahashi, Koji (2)

Nakashima, Kiyotaka (2)

Main data


Where Hyeyoon Jung has published?


Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York8
Staff Reports / Federal Reserve Bank of New York7

Recent works citing Hyeyoon Jung (2026 and 2025)


YearTitle of citing document
2025Optimal stopping and divestment timing under scenario ambiguity and learning. (2024). Tankov, Peter ; Mazzon, Andrea. In: Papers. RePEc:arx:papers:2408.09349.

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2026Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566.

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2025Banking system stability: A global analysis of cybercrime laws. (2025). Nguyen, MY ; Cumming, Douglas ; Pham, Anh Viet ; Samarasinghe, Ama. In: Papers. RePEc:arx:papers:2512.01237.

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2025Houston, we have a problem: can satellite information bridge the climate-related data gap?. (2025). Triebskorn, Elena ; Kormanyos, Emily ; Carbo, Jose ; Alonso-Robisco, Andres. In: IFC Bulletins chapters. RePEc:bis:bisifc:63-20.

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2025Bank lending implications of climate stress tests. (2025). de Cicco, Valentina ; Kok, Christoffer ; Gschossmann, Isabella. In: Working Paper Series. RePEc:ecb:ecbwps:20253088.

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2025Is central bank resilience vulnerable to climate risks? The role of exchange rate stability and green policies. (2025). Yahya, Farzan ; Lee, Chien-Chiang ; Chen, Pei-Fen. In: Journal of Asian Economics. RePEc:eee:asieco:v:99:y:2025:i:c:s1049007825000880.

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2024Monetary and macroprudential policies: How to Be green? A political-economy approach. (2024). Masciandaro, Donato ; Russo, Riccardo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002888.

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2025Multiple hazards and residential rents in Switzerland: Who pays the price of extreme natural events?. (2025). Fuerst, Franz ; Blok, F J. In: Ecological Economics. RePEc:eee:ecolec:v:230:y:2025:i:c:s0921800924003823.

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2025Nature scenario plausibility: A dynamic Bayesian network approach. (2025). Senni, Chiara Colesanti ; Goel, Skand. In: Ecological Economics. RePEc:eee:ecolec:v:236:y:2025:i:c:s0921800925001302.

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2024The role of emission disclosure for the low-carbon transition. (2024). Kolb, Benedikt ; Frankovic, Ivan. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001211.

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2025Financial innovation and corporate climate policy uncertainty exposure: Evidence from Chinas crude oil futures. (2025). Zhang, Wei ; Wang, Ziqiao ; Chen, Longxuan. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002506.

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2025Climate change and Carbon policy: A story of optimal green macroprudential and capital flow management. (2025). Le, Anh H. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003251.

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2024Carbon emissions and liquidity management. (2024). Gurdgiev, Constantin ; Karim, Sitara ; Goodell, John W ; Palma, Alessia. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002990.

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2024Climate stress testing for mortgage default probability. (2024). Zanin, Luca ; Calabrese, Raffaella ; Thorburn, Connor Innes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004290.

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2024Will fighting climate change affect commercial banks? A carbon tax policy simulation. (2024). Wang, Yong ; Alharbi, Samar S ; Abedin, Mohammad Zoynul ; Han, Linna. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007191.

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2025Spotlight on physical risk: Assessing the banks stock reaction to the ECB climate stress test. (2025). Fiordelisi, Franco ; Ricci, Ornella ; Santilli, Gianluca. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008147.

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2024Does heat stress deteriorate the quality of banks’ loan portfolios? Evidence from U.S. community banks. (2024). Wening, Fabian ; Vollmar, Steffen. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012340.

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2025From SRISK to N-RISK: Measuring systemic risk under market, transition, and physical climate stress. (2025). Dziwok, Ewa ; Szczepaniak, Witold. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pg:s154461232502135x.

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2025To improve is to change: The effects of Risk Rating 2.0 on flood insurance demand. (2025). Ortega, Francesc ; Petkov, Ivan. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:134:y:2025:i:c:s0095069625001123.

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2025Four facts about ESG beliefs and investor portfolios. (2025). Stroebel, Johannes ; Maggiori, Matteo ; Giglio, Stefano ; Xu, Xiao ; Utkus, Stephen ; Tan, Zhenhao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:164:y:2025:i:c:s0304405x24002071.

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2025CRISK: Measuring the climate risk exposure of the financial system. (2025). Engle, Robert ; Berner, Richard ; Jung, Hyeyoon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25000844.

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2025ESG lending. (2025). Kumar, Nitish ; Oh, Junho ; Lee, Jongsub ; Kim, Sehoon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:173:y:2025:i:c:s0304405x25001588.

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2024Transmission of natural disasters to the banking sector: Evidence from thirty years of tropical storms in the Caribbean. (2024). Mohan, Preeya ; Brei, Michael ; Strobl, Eric ; Barahona, Agustin Perez. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002097.

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2025Financing sustainability: Sustainable institutional investors and bank loan access. (2025). Ren, Boru ; Li, Suyang ; Qiao, LU ; Wang, Zilong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001226.

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2025A quantitative model of sustainability risk in finance. (2025). Kanamura, Takashi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000017.

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2025Multi-scale dynamic correlation and information spillover effects between climate risks and digital cryptocurrencies: Based on wavelet analysis and time-frequency domain QVAR. (2025). Lin, Yaoyang ; Sun, Rengui ; Ouyang, Wenpei ; Liu, Baoliu ; Shu, Mingyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:663:y:2025:i:c:s0378437125000950.

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2026Climate laws and financial stability. (2026). Kampouris, Ilias ; Alkatheeri, Hanan ; Mertzanis, Charilaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004076.

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2026Macro risks and their impact on insurer stock prices: Analyzing climate, geopolitical, and cybersecurity risks. (2026). Strzelczyk, Wojciech ; Snarska, Magorzata ; Puawska, Karolina ; Sikora, Artur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s027553192500457x.

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2026Climate-related risks and loan quality in Europe: Do institutional quality, environmental commitment, and bank size matter?. (2026). Le, TU ; di Febo, Elisa ; Angelini, Eliana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004623.

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2025Beyond past-due bills: The varieties of medical debt used to finance healthcare. (2025). Martin, Elizabeth C. In: Social Science & Medicine. RePEc:eee:socmed:v:386:y:2025:i:c:s0277953625009232.

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2025Climate Risk, Insurance Premiums and the Effects on Mortgage and Credit Outcomes. (2025). Tzur-Ilan, Nitzan ; Johnson, Stephanie ; Ge, Shan. In: Working Papers. RePEc:fip:feddwp:99475.

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2025Measuring Climate Transition Risk at the Regional Level with an Application to Community Banks. (2025). Yu, Edison ; Berlin, Mitchell ; D'Erasmo, Pablo ; Byun, Sungje. In: Working Papers. RePEc:fip:fedpwp:99714.

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2024Bank Competition and Strategic Adaptation to Climate Change. (2024). Phan, Toan ; Kim, Dasol ; Olson, Luke. In: Working Paper. RePEc:fip:fedrwp:98617.

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2025A climate stress testing exercise on loans to European small and medium enterprises. (2025). Fatica, Serena ; Barbaglia, Luca ; Yujia, Chen ; Zhenghong, Ding ; Raffaella, Calabrese. In: JRC Working Papers in Economics and Finance. RePEc:jrs:wpaper:202506.

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2024Financial Intermediation and Climate Change in a Production and Investment Network Model for the Euro Area. (2024). Kantur, Zeynep ; Gruning, Patrick. In: Working Papers. RePEc:ltv:wpaper:202406.

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2024Bank Competition and Strategic Adaptation to Climate Change. (2024). Phan, Toan ; Olson, Luke M ; Kim, Dasol. In: Working Papers. RePEc:ofr:wpaper:24-03.

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2025Measuring Insurer Vulnerability to Catastrophe Risk. (2025). Ren, Yayuan ; Ma, Yu-Luen ; Anand, Vaibhav. In: SocArXiv. RePEc:osf:socarx:4c8tp_v1.

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2026Climate change, risks and ECB strategy: what is the effect on European banks’ stock return?. (2026). Giampaoli, Noemi ; Renghini, Matteo. In: Risk Management. RePEc:pal:risman:v:28:y:2026:i:1:d:10.1057_s41283-025-00187-3.

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2025Climate Risks and Predictability of Financial Risks in the US Banking Sector. (2025). GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:202507.

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2025Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach. (2025). Garciajorcano, Laura ; Sanchismarco, Lidia. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1907-1945.

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2025Climate stress test for the German banking sector: Impact of the green transition on corporate loan portfolios. (2025). Gross, Christian ; Zwanzger, Joachim ; Strobel, Lena ; Niederauer, Simon ; Kuntz, Laura-Chlo. In: Discussion Papers. RePEc:zbw:bubdps:319621.

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2024Climate stress tests, bank lending, and the transition to the carbon-neutral economy. (2024). Schaeck, Klaus ; Ngyuen, Huyen ; Nguyen, Trang ; Fuchs, Larissa. In: IWH Discussion Papers. RePEc:zbw:iwhdps:287752.

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Works by Hyeyoon Jung:


YearTitleTypeCited
2023Climate Stress Testing In: CESifo Working Paper Series.
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paper34
2023Climate Stress Testing.(2023) In: Staff Reports.
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This paper has nother version. Agregated cites: 34
paper
2023Climate Stress Testing.(2023) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 34
paper
2026What Millions of Homeowner’s Insurance Contracts Reveal About Risk Sharing In: Liberty Street Economics.
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paper0
2023Does Corporate Hedging of Foreign Exchange Risk Affect Real Economic Activity? In: Liberty Street Economics.
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paper0
2023CRISK: Measuring the Climate Risk Exposure of the Financial System In: Liberty Street Economics.
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paper23
2021CRISK: Measuring the Climate Risk Exposure of the Financial System.(2021) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
paper
2023How Exposed Are U.S. Banks’ Loan Portfolios to Climate Transition Risks? In: Liberty Street Economics.
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paper0
2023Flood Risk and Firm Location Decisions in the Fed’s Second District In: Liberty Street Economics.
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paper0
2024Physical Climate Risk and Insurers In: Liberty Street Economics.
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paper0
2024What Do Climate Risk Indices Measure? In: Liberty Street Economics.
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paper0
2025Why Are Credit Card Rates So High? In: Liberty Street Economics.
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paper1
2025Economics of Property Insurance In: Staff Reports.
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paper0
2021Real Consequences of Shocks to Intermediaries Supplying Corporate Hedging Instruments In: Staff Reports.
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paper0
2023U.S. Banks’ Exposures to Climate Transition Risks In: Staff Reports.
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paper7
2023Physical Climate Risk Factors and an Application to Measuring Insurers’ Climate Risk Exposure In: Staff Reports.
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paper1
2025Credit Card Banking In: Staff Reports.
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paper0

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