Sung Je Byun
Federal Reserve Bank of Dallas
Sung Je Byun is a research economist in the Supervisory Risk and Surveillance division at the Federal Reserve Bank of Dallas. His primary research fields are financial econometrics, empirical macroeconomics and commodities. He joined the Dallas Fed in August 2015 and holds a PhD in economics from the University of California, San Diego.
- "The Pandemic's Impact on Credit Risk: Averted or Delayed?" with Aaron Game, Alexander Jiron, Pavel Kapinos, Kelly Klemme, Bert Loudis, FEDS Notes, June 30, 2021
- “Heterogeneity in the Dynamic Effects of Uncertainty on Investment,” with Soojin Jo, Canadian Journal of Economics-Revue Canadienne D Economique, vol. 51, no. 1, February 2018, pp. 127-155. https://doi.org/10.1111/caje.12318.
- “Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil,” Energy Journal, vol. 38, no. 5, September 2017, pp. 93-114. https://doi.org/10.5547/01956574.38.5.sbyu.
- “The Usefulness of Cross-Sectional Dispersion for Forecasting Aggregate Stock Price Volatility,” Journal of Empirical Finance, vol. 36, March 2016, pp. 162-180. https://doi.org/10.1016/j.jempfin.2016.01.013.
Dallas Fed Publications
- "Energy Financing Trends Consistent with Renewables' Growth," with Jill Cetina and Joe Kneip, Dallas Fed Economics, February 23, 2021
- “Costs of Oil Price Exchange-Traded Funds Diminish Usefulness,” Economic Letter, vol. 12, no. 5, April 2017.
- “Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil,” Federal Reserve Bank of Dallas Occasional Paper No. 16-3, September 2016.