Details about Onur Polat

Access statistics for papers by Onur Polat.

Last updated 2026-01-12. Update your information in the RePEc Author Service.

Short-id: ppo807

Working Papers

2025

1. Climate Risks and Predictability of Financial Risks in the US Banking Sector
   Working Papers, University of Pretoria, Department of Economics
2. Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility
   Working Papers, University of Pretoria, Department of Economics
3. ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach
   Working Papers, University of Pretoria, Department of Economics View citations (1)
4. Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes
   Working Papers, University of Pretoria, Department of Economics
5. Forecasting The Volatility of Natural Gas Price using Machine Learning: Fundamentals versus Moments
   Working Papers, University of Pretoria, Department of Economics
6. Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles
   Working Papers, University of Pretoria, Department of Economics
7. Predicting Oil Price Bubbles: Monetary Policy versus Central Bank Information Shocks
   Working Papers, University of Pretoria, Department of Economics
8. Predicting Safe Haven Assets through Implied Treasury Yield Skewness: A Time-Varying Nonparametric Quantile Causality Analysis
   Working Papers, University of Pretoria, Department of Economics
9. Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework
   Working Papers, University of Pretoria, Department of Economics
10. Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article Shortages and machine-learning forecasting of oil returns volatility: 1900–2024, Finance Research Letters, Elsevier (2025) View citations (3) (2025)

2024

11. Can Municipal Bonds Hedge US State-Level Climate Risks?
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Can municipal bonds hedge US state-level climate risks?, Finance Research Letters, Elsevier (2024) View citations (2) (2024)
12. Climate Risks and Real Gold Returns over 750 Years
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Climate Risks and Real Gold Returns over 750 Years, Forecasting, MDPI (2024) (2024)
13. Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments, Finance Research Letters, Elsevier (2024) (2024)
14. Oil Price Shocks and the Connectedness of US State-Level Financial Markets
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Oil price shocks and the connectedness of US state-level financial markets, Energy Economics, Elsevier (2025) View citations (3) (2025)
15. Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty, The Quarterly Review of Economics and Finance, Elsevier (2025) (2025)

Journal Articles

2025

1. Do oil price shocks drive systematic risk premia in stock markets? A novel investment application
   Research in International Business and Finance, 2025, 73, (PA) View citations (2)
2. Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis
   Computational Economics, 2025, 66, (2), 1545-1570
3. Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict
   Computational Economics, 2025, 65, (5), 2873-2889
4. Japanese stock market sectoral dynamics: A time and frequency analysis
   International Journal of Finance & Economics, 2025, 30, (2), 1249-1274
5. Oil price shocks and the connectedness of US state-level financial markets
   Energy Economics, 2025, 141, (C) View citations (3)
   See also Working Paper Oil Price Shocks and the Connectedness of US State-Level Financial Markets, Working Papers (2024) View citations (1) (2024)
6. Revisiting inflation inertia: A comprehensive analysis of dynamics and connectedness in the Turkish case
   Central Bank Review, 2025, 25, (2)
7. Shortages and machine-learning forecasting of oil returns volatility: 1900–2024
   Finance Research Letters, 2025, 79, (C) View citations (3)
   See also Working Paper Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024, Working Papers (2025) View citations (3) (2025)
8. Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty
   The Quarterly Review of Economics and Finance, 2025, 102, (C)
   See also Working Paper Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty, Working Papers (2024) (2024)

2024

9. Can municipal bonds hedge US state-level climate risks?
   Finance Research Letters, 2024, 67, (PB) View citations (2)
   See also Working Paper Can Municipal Bonds Hedge US State-Level Climate Risks?, Working Papers (2024) View citations (1) (2024)
10. Climate Risks and Real Gold Returns over 750 Years
    Forecasting, 2024, 6, (4), 1-16
    See also Working Paper Climate Risks and Real Gold Returns over 750 Years, Working Papers (2024) (2024)
11. Dynamic connectedness among regional FinTech indices in times of turbulences
    Applied Economics Letters, 2024, 31, (7), 670-675 View citations (2)
12. Dynamic interconnectedness of economic confidence, energy prices, andinterest rates: Insights from the euro area
    Central Bank Review, 2024, 24, (3)
13. Fintech: A Conduit for sustainability and renewable energy? Evidence from R2 connectedness analysis
    Resources Policy, 2024, 94, (C) View citations (1)
14. Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments
    Finance Research Letters, 2024, 69, (PB)
    See also Working Paper Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments, Working Papers (2024) (2024)
15. Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness
    Financial Innovation, 2024, 10, (1), 1-27 View citations (1)
16. TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes
    Applied Energy, 2024, 357, (C) View citations (12)
17. What drives green betas? Climate uncertainty or speculation
    Finance Research Letters, 2024, 60, (C) View citations (1)

2023

18. Dynamic interlinkages between cryptocurrencies, NFTs, and DeFis and optimal portfolio investment strategies
    China Finance Review International, 2023, 14, (3), 430-455 View citations (3)

2022

19. Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework
    Pacific-Basin Finance Journal, 2022, 76, (C) View citations (29)
20. High-frequency stock market connectedness in G-7: evidence from time-frequency domains
    International Journal of Economics and Business Research, 2022, 24, (1/2), 16-28 View citations (1)
21. The impact of the Russia-Ukraine conflict on the connectedness of financial markets
    Finance Research Letters, 2022, 48, (C) View citations (88)

2021

22. Cryptocurrency connectedness nexus the COVID-19 pandemic: evidence from time-frequency domains
    Studies in Economics and Finance, 2021, 38, (5), 946-963 View citations (8)
23. Fiscal sustainability analysis in EU countries: a dynamic macro-panel approach
    Eastern Journal of European Studies, 2021, 12(1), 219-241 View citations (1)
24. Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach
    World Journal of Applied Economics, 2021, 7, (2), 47-59

2020

25. Detecting DDoS Attacks in Software-Defined Networks Through Feature Selection Methods and Machine Learning Models
    Sustainability, 2020, 12, (3), 1-16 View citations (3)

2019

26. Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends
    Operations Research Perspectives, 2019, 6, (C) View citations (9)
27. Systemic risk contagion in FX market: A frequency connectedness and network analysis
    Bulletin of Economic Research, 2019, 71, (4), 585-598 View citations (6)
28. Transmission mechanisms of financial stress into economic activity in Turkey
    Journal of Policy Modeling, 2019, 41, (2), 395-415 View citations (14)

2018

29. The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data
    Fiscaoeconomia, 2018, (3) View citations (6)

Chapters

2024

1. Dynamic BRICS Stock Market Linkages as a Channel of Systemic Risk Transmission: Evidence from the Asymmetric Connectedness Approach
   Springer