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 4 11 46
Climate Risks and Predictability of Financial Risks in the US Banking Sector 0 2 9 24 0 13 57 68
Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility 0 0 1 2 0 3 78 82
Climate Risks and Real Gold Returns over 750 Years 0 0 0 14 0 4 15 27
ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach 0 0 0 0 3 8 36 59
Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes 0 0 0 0 2 7 28 28
Forecasting The Volatility of Natural Gas Price using Machine Learning: Fundamentals versus Moments 0 0 0 0 1 2 25 25
Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments 0 0 0 12 1 5 16 35
Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles 0 1 10 10 2 6 35 35
Oil Price Shocks and the Connectedness of US State-Level Financial Markets 0 0 0 10 0 5 18 26
Predicting Oil Price Bubbles: Monetary Policy versus Central Bank Information Shocks 0 0 0 0 1 6 58 58
Predicting Safe Haven Assets through Implied Treasury Yield Skewness: A Time-Varying Nonparametric Quantile Causality Analysis 0 0 0 0 0 3 50 50
Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework 0 0 21 21 0 5 58 58
Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024 0 0 0 0 1 3 13 81
Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty 0 0 0 5 1 4 19 67
Total Working Papers 0 3 41 106 12 78 517 745

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 0 4 9 13
Climate Risks and Real Gold Returns over 750 Years 0 0 0 0 1 4 12 12
Cryptocurrency connectedness nexus the COVID-19 pandemic: evidence from time-frequency domains 0 0 1 1 0 7 19 26
Detecting DDoS Attacks in Software-Defined Networks Through Feature Selection Methods and Machine Learning Models 0 0 1 150 0 3 16 664
Do oil price shocks drive systematic risk premia in stock markets? A novel investment application 0 0 2 3 1 10 29 33
Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis 0 0 1 1 0 3 18 18
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 0 8 26 27
Dynamic connectedness among regional FinTech indices in times of turbulences 0 0 1 5 0 0 11 21
Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework 0 0 2 13 0 2 26 61
Dynamic interconnectedness of economic confidence, energy prices, andinterest rates: Insights from the euro area 0 0 0 0 0 3 11 12
Dynamic interlinkages between cryptocurrencies, NFTs, and DeFis and optimal portfolio investment strategies 0 0 0 2 0 1 12 20
Fintech: A Conduit for sustainability and renewable energy? Evidence from R2 connectedness analysis 0 0 1 5 0 22 32 49
Fiscal sustainability analysis in EU countries: a dynamic macro-panel approach 0 0 1 17 0 3 12 48
Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments 0 1 1 1 1 5 20 24
High-frequency stock market connectedness in G-7: evidence from time-frequency domains 0 0 0 3 0 1 5 12
Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness 0 0 0 1 0 4 9 14
Japanese stock market sectoral dynamics: A time and frequency analysis 0 1 5 7 4 7 36 40
Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends 0 0 0 5 0 1 16 39
Oil price shocks and the connectedness of US state-level financial markets 0 0 1 2 0 16 32 36
Revisiting inflation inertia: A comprehensive analysis of dynamics and connectedness in the Turkish case 0 1 5 5 0 6 21 23
Shortages and machine-learning forecasting of oil returns volatility: 1900–2024 0 0 2 2 0 3 11 11
Systemic risk contagion in FX market: A frequency connectedness and network analysis 0 0 0 6 0 3 10 31
TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes 0 0 1 8 1 6 22 33
The Financial Risk Meter (FRM) for Kuwait: A Tail-Event Perspective on Systemic Risk and Economic Forecasting 0 0 1 1 0 2 5 5
The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data 0 0 0 30 0 2 15 126
The impact of the Russia-Ukraine conflict on the connectedness of financial markets 2 5 19 142 5 17 78 443
Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach 0 0 1 13 1 5 14 44
Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty 0 0 2 2 0 5 14 14
Transmission mechanisms of financial stress into economic activity in Turkey 0 0 2 41 1 7 22 143
What drives green betas? Climate uncertainty or speculation 0 0 1 5 0 3 11 18
Total Journal Articles 2 8 51 473 15 163 574 2,060

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 0 3 10 14
Total Chapters 0 0 0 0 0 3 10 14

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Statistics updated 2026-07-10