Access Statistics for Onur Polat

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can Municipal Bonds Hedge US State-Level Climate Risks? 0 0 0 8 0 5 8 42
Climate Risks and Predictability of Financial Risks in the US Banking Sector 4 5 10 22 24 32 52 55
Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility 0 1 2 2 0 62 79 79
Climate Risks and Real Gold Returns over 750 Years 0 0 0 14 0 5 11 23
ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach 0 0 0 0 3 9 51 51
Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes 0 0 0 0 8 17 21 21
Forecasting The Volatility of Natural Gas Price using Machine Learning: Fundamentals versus Moments 0 0 0 0 3 7 23 23
Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments 0 0 0 12 0 5 11 30
Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles 0 2 9 9 4 13 29 29
Oil Price Shocks and the Connectedness of US State-Level Financial Markets 0 0 0 10 0 9 13 21
Predicting Oil Price Bubbles: Monetary Policy versus Central Bank Information Shocks 0 0 0 0 0 13 52 52
Predicting Safe Haven Assets through Implied Treasury Yield Skewness: A Time-Varying Nonparametric Quantile Causality Analysis 0 0 0 0 3 17 47 47
Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework 2 2 21 21 4 11 53 53
Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024 0 0 0 0 1 5 21 78
Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty 0 0 0 5 0 5 51 63
Total Working Papers 6 10 42 103 50 215 522 667

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can municipal bonds hedge US state-level climate risks? 0 0 0 2 1 3 5 9
Climate Risks and Real Gold Returns over 750 Years 0 0 0 0 0 3 8 8
Cryptocurrency connectedness nexus the COVID-19 pandemic: evidence from time-frequency domains 0 1 1 1 3 10 13 19
Detecting DDoS Attacks in Software-Defined Networks Through Feature Selection Methods and Machine Learning Models 0 0 1 150 2 4 15 661
Do oil price shocks drive systematic risk premia in stock markets? A novel investment application 0 1 3 3 2 11 22 23
Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis 0 0 1 1 2 4 15 15
Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict 0 0 0 0 2 9 19 19
Dynamic connectedness among regional FinTech indices in times of turbulences 0 0 2 5 1 7 13 21
Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework 0 1 4 13 1 8 27 59
Dynamic interconnectedness of economic confidence, energy prices, andinterest rates: Insights from the euro area 0 0 0 0 0 4 8 9
Dynamic interlinkages between cryptocurrencies, NFTs, and DeFis and optimal portfolio investment strategies 0 0 1 2 1 5 13 19
Fintech: A Conduit for sustainability and renewable energy? Evidence from R2 connectedness analysis 0 0 2 5 2 7 17 27
Fiscal sustainability analysis in EU countries: a dynamic macro-panel approach 0 0 4 17 1 4 15 45
Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments 0 0 0 0 0 5 16 19
High-frequency stock market connectedness in G-7: evidence from time-frequency domains 0 0 0 3 0 4 4 11
Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness 0 0 0 1 1 2 6 10
Japanese stock market sectoral dynamics: A time and frequency analysis 0 0 6 6 5 9 33 33
Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends 0 0 0 5 1 8 15 38
Oil price shocks and the connectedness of US state-level financial markets 0 0 2 2 1 9 19 20
Revisiting inflation inertia: A comprehensive analysis of dynamics and connectedness in the Turkish case 0 2 4 4 1 6 17 17
Shortages and machine-learning forecasting of oil returns volatility: 1900–2024 0 0 2 2 0 3 8 8
Systemic risk contagion in FX market: A frequency connectedness and network analysis 0 0 0 6 2 5 7 28
TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes 0 0 2 8 4 9 17 27
The Financial Risk Meter (FRM) for Kuwait: A Tail-Event Perspective on Systemic Risk and Economic Forecasting 0 1 1 1 0 2 3 3
The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data 0 0 0 30 3 9 14 124
The impact of the Russia-Ukraine conflict on the connectedness of financial markets 2 4 20 137 5 14 79 426
Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach 0 0 2 13 0 4 13 39
Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty 0 0 2 2 1 5 9 9
Transmission mechanisms of financial stress into economic activity in Turkey 0 0 2 41 1 6 17 136
What drives green betas? Climate uncertainty or speculation 0 0 1 5 1 4 9 15
Total Journal Articles 2 10 63 465 44 183 476 1,897

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic BRICS Stock Market Linkages as a Channel of Systemic Risk Transmission: Evidence from the Asymmetric Connectedness Approach 0 0 0 0 1 5 8 11
Total Chapters 0 0 0 0 1 5 8 11

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Statistics updated 2026-04-09