3
H index
2
i10 index
52
Citations
Federal Reserve Bank of New York | 3 H index 2 i10 index 52 Citations RESEARCH PRODUCTION: 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hyeyoon Jung. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Liberty Street Economics / Federal Reserve Bank of New York | 7 |
| Staff Reports / Federal Reserve Bank of New York | 7 |
| Year | Title of citing document |
|---|---|
| 2025 | Optimal stopping and divestment timing under scenario ambiguity and learning. (2024). Tankov, Peter ; Mazzon, Andrea. In: Papers. RePEc:arx:papers:2408.09349. Full description at Econpapers || Download paper |
| 2024 | A Run on Fossil Fuel? Climate Change and Transition Risk. (2024). Barnett, Michael. In: Papers. RePEc:arx:papers:2410.00902. Full description at Econpapers || Download paper |
| 2025 | Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566. Full description at Econpapers || Download paper |
| 2025 | Houston, 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. Full description at Econpapers || Download paper |
| 2024 | Climate transition risk in the banking sector: what can prudential regulation do?. (2024). Grill, Michael ; Rancoita, Elena ; Popescu, Alexandra. In: Working Paper Series. RePEc:ecb:ecbwps:20242910. Full description at Econpapers || Download paper |
| 2024 | Designing a macroprudential capital buffer for climate-related risks. (2024). Tamburrini, Fabio ; Simoens, Mathieu ; Grill, Michael ; Spaggiari, Martina ; Busies, Iulia ; Bartsch, Florian ; Emambakhsh, Tina. In: Working Paper Series. RePEc:ecb:ecbwps:20242943. Full description at Econpapers || Download paper |
| 2025 | Bank lending implications of climate stress tests. (2025). de Cicco, Valentina ; Kok, Christoffer ; Gschossmann, Isabella. In: Working Paper Series. RePEc:ecb:ecbwps:20253088. Full description at Econpapers || Download paper |
| 2025 | Is 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. Full description at Econpapers || Download paper |
| 2024 | Monetary 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. Full description at Econpapers || Download paper |
| 2025 | Multiple 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. Full description at Econpapers || Download paper |
| 2025 | Nature 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Measuring climate transition risk at the regional level with an application to community banks. (2024). Yu, Edison ; Byun, Sung Je ; Berlin, Mitchell ; Je, Sung ; D'Erasmo, Pablo. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001636. Full description at Econpapers || Download paper |
| 2024 | Portfolio management of ESG-labeled energy companies based on PTV and ESG factors. (2024). Alonso, Maria-Teresa ; Esparcia, Carlos ; Diaz, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002536. Full description at Econpapers || Download paper |
| 2025 | Financial 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. Full description at Econpapers || Download paper |
| 2025 | Climate 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. Full description at Econpapers || Download paper |
| 2024 | Carbon 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. Full description at Econpapers || Download paper |
| 2024 | Climate 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. Full description at Econpapers || Download paper |
| 2024 | Climate transition risk, environmental news coverage, and stock price crash risk. (2024). Zhou, QI ; Li, Rongnan ; Gan, Kai. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005891. Full description at Econpapers || Download paper |
| 2024 | Systemic risk effects of climate transition on financial stability. (2024). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006549. Full description at Econpapers || Download paper |
| 2024 | Will 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. Full description at Econpapers || Download paper |
| 2025 | Spotlight 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. Full description at Econpapers || Download paper |
| 2024 | The impact of climate policy uncertainty on the Italian financial market. (2024). di Tommaso, Caterina ; Foglia, Matteo ; Pacelli, Vincenzo. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011243. Full description at Econpapers || Download paper |
| 2024 | Does 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. Full description at Econpapers || Download paper |
| 2025 | Four 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. Full description at Econpapers || Download paper |
| 2024 | Transmission 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. Full description at Econpapers || Download paper |
| 2024 | Stress testing climate risk: A network-based analysis of the Chinese banking system. (2024). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Dai, Peng-Fei ; Li, Tai-Min ; Xu, Hai-Chuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001943. Full description at Econpapers || Download paper |
| 2025 | A 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. Full description at Econpapers || Download paper |
| 2024 | Fresh evidence from temperature effects on growth and economic policy uncertainty: A panel quantile approach. (2024). Leventis, Flora ; Palaios, Panagiotis. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000252. Full description at Econpapers || Download paper |
| 2025 | Multi-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. Full description at Econpapers || Download paper |
| 2025 | Climate 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. Full description at Econpapers || Download paper |
| 2025 | Measuring 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. Full description at Econpapers || Download paper |
| 2024 | Bank Competition and Strategic Adaptation to Climate Change. (2024). Phan, Toan ; Kim, Dasol ; Olson, Luke. In: Working Paper. RePEc:fip:fedrwp:98617. Full description at Econpapers || Download paper |
| 2025 | A 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. Full description at Econpapers || Download paper |
| 2024 | Financial 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. Full description at Econpapers || Download paper |
| 2024 | Bank Competition and Strategic Adaptation to Climate Change. (2024). Phan, Toan ; Olson, Luke M ; Kim, Dasol. In: Working Papers. RePEc:ofr:wpaper:24-03. Full description at Econpapers || Download paper |
| 2025 | Climate 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. Full description at Econpapers || Download paper |
| 2025 | Measuring 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. Full description at Econpapers || Download paper |
| 2025 | Climate 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. Full description at Econpapers || Download paper |
| 2024 | Climate 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. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Climate Stress Testing In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 27 |
| 2023 | Climate Stress Testing.(2023) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2023 | Climate Stress Testing.(2023) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2023 | Does Corporate Hedging of Foreign Exchange Risk Affect Real Economic Activity? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | CRISK: Measuring the Climate Risk Exposure of the Financial System In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 19 |
| 2021 | CRISK: Measuring the Climate Risk Exposure of the Financial System.(2021) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2023 | How Exposed Are U.S. Banks’ Loan Portfolios to Climate Transition Risks? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Flood Risk and Firm Location Decisions in the Fed’s Second District In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Physical Climate Risk and Insurers In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2024 | What Do Climate Risk Indices Measure? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Why Are Credit Card Rates So High? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Economics of Property Insurance In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Real Consequences of Shocks to Intermediaries Supplying Corporate Hedging Instruments In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2023 | U.S. Banks’ Exposures to Climate Transition Risks In: Staff Reports. [Full Text][Citation analysis] | paper | 6 |
| 2023 | Physical Climate Risk Factors and an Application to Measuring Insurers’ Climate Risk Exposure In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Credit Card Banking In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
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