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Onur Polat

Personal Details

First Name:Onur
Middle Name:
Last Name:Polat
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RePEc Short-ID:ppo807
[This author has chosen not to make the email address public]
https://sites.google.com/view/onurpolat

Affiliation

İktisadi ve İdari Bilimler Fakültesi
Bilecik Şeyh Edebali Üniversitesi

Gülümbe, Turkey
http://iibf.bilecik.edu.tr/
RePEc:edi:iibsetr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Petre Caraiani & Onur Polat & Rangan Gupta & Elie Bouri, 2025. "Climate Risks and Predictability of Financial Risks in the US Banking Sector," Working Papers 202507, University of Pretoria, Department of Economics.
  2. Onur Polat & Rangan Gupta & Mariem Brahim & Elie Bouri, 2025. "Predicting Oil Price Bubbles: Monetary Policy versus Central Bank Information Shocks," Working Papers 202545, University of Pretoria, Department of Economics.
  3. Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2025. "Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility," Working Papers 202517, University of Pretoria, Department of Economics.
  4. Onur Polat & Rangan Gupta & Riza Demirer & Elie Bouri, 2025. "Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles," Working Papers 202539, University of Pretoria, Department of Economics.
  5. Onur Polat & Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2025. "Forecasting The Volatility of Natural Gas Price using Machine Learning: Fundamentals versus Moments," Working Papers 202532, University of Pretoria, Department of Economics.
  6. Matteo Bonato & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2025. "ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach," Working Papers 202513, University of Pretoria, Department of Economics.
  7. Onur Polat & Elie Bouri & Rangan Gupta & Riza Demirer, 2025. "Predicting Safe Haven Assets through Implied Treasury Yield Skewness: A Time-Varying Nonparametric Quantile Causality Analysis," Working Papers 202544, University of Pretoria, Department of Economics.
  8. Abeeb Olaniran & David Gabauer & Rangan Gupta & Onur Polat, 2025. "Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework," Working Papers 202524, University of Pretoria, Department of Economics.
  9. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Onur Polat, 2025. "Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes," Working Papers 202541, University of Pretoria, Department of Economics.
  10. Onur Polat & Dhanashree Somani & Rangan Gupta & Sayar Karmakar, 2025. "Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024," Working Papers 202503, University of Pretoria, Department of Economics.
  11. Oguzhan Cepni & Luis A. Gil-Alana & Rangan Gupta & Onur Polat, 2024. "Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty," Working Papers 202446, University of Pretoria, Department of Economics.
  12. Onur Polat & Juncal Cunado & Oguzhan Cepni & Rangan Gupta, 2024. "Oil Price Shocks and the Connectedness of US State-Level Financial Markets," Working Papers 202438, University of Pretoria, Department of Economics.
  13. Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024. "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers 202419, University of Pretoria, Department of Economics.
  14. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024. "Climate Risks and Real Gold Returns over 750 Years," Working Papers 202436, University of Pretoria, Department of Economics.
  15. Elie Bouri & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2024. "Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments," Working Papers 202435, University of Pretoria, Department of Economics.

Articles

  1. Polat, Onur & Cunado, Juncal & Cepni, Oguzhan & Gupta, Rangan, 2025. "Oil price shocks and the connectedness of US state-level financial markets," Energy Economics, Elsevier, vol. 141(C).
  2. Demirer, Riza & Polat, Onur & Sokhanvar, Amin, 2025. "Do oil price shocks drive systematic risk premia in stock markets? A novel investment application," Research in International Business and Finance, Elsevier, vol. 73(PA).
  3. Cepni, Oguzhan & Gil-Alana, Luis A. & Gupta, Rangan & Polat, Onur, 2025. "Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 102(C).
  4. Rim El Khoury & Muneer M. Alshater & Onur Polat, 2025. "Japanese stock market sectoral dynamics: A time and frequency analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1249-1274, April.
  5. Onur Polat & Berna Doğan Başar & İbrahim Halil Ekşi, 2025. "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, Springer;Society for Computational Economics, vol. 65(5), pages 2873-2889, May.
  6. Polat, Onur & Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar, 2025. "Shortages and machine-learning forecasting of oil returns volatility: 1900–2024," Finance Research Letters, Elsevier, vol. 79(C).
  7. Talat Ulussever & Yousef Abdulrazzaq & Onur Polat & Hasan Murat Ertuğrul, 2025. "The Financial Risk Meter (FRM) for Kuwait: A Tail-Event Perspective on Systemic Risk and Economic Forecasting," Sustainability, MDPI, vol. 17(23), pages 1-18, November.
  8. Hasan Murat Ertugrul & Onur Polat & Durmuş Çağrı Yıldırım & Abdullah Açık, 2025. "Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 66(2), pages 1545-1570, August.
  9. Burchan Sakarya & Onur Polat & Hasan Murat Ertugrul, 2025. "Revisiting inflation inertia: A comprehensive analysis of dynamics and connectedness in the Turkish case," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 25(2).
  10. Polat, Onur & Ozcan, Burcu & Ertuğrul, Hasan Murat & Atılgan, Emre & Özün, Alper, 2024. "Fintech: A Conduit for sustainability and renewable energy? Evidence from R2 connectedness analysis," Resources Policy, Elsevier, vol. 94(C).
  11. Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024. "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, vol. 67(PB).
  12. Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian & Polat, Onur, 2024. "Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments," Finance Research Letters, Elsevier, vol. 69(PB).
  13. Onur Polat, 2024. "Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-27, December.
  14. Polat, Onur & Demirer, Riza & Ekşi, İbrahim Halil, 2024. "What drives green betas? Climate uncertainty or speculation," Finance Research Letters, Elsevier, vol. 60(C).
  15. Polat, Onur & Ertuğrul, Hasan Murat & Sakarya, Burçhan & Akgül, Ali, 2024. "TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes," Applied Energy, Elsevier, vol. 357(C).
  16. Sabri Burak Arzova & Bertac Sakir Sahin & Hasan Murat Ertugrul & Onur Polat, 2024. "Dynamic interconnectedness of economic confidence, energy prices, andinterest rates: Insights from the euro area," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 24(3).
  17. Muneer M. Alshater & Onur Polat & Rim El Khoury & Seong-Min Yoon, 2024. "Dynamic connectedness among regional FinTech indices in times of turbulences," Applied Economics Letters, Taylor & Francis Journals, vol. 31(7), pages 670-675, April.
  18. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024. "Climate Risks and Real Gold Returns over 750 Years," Forecasting, MDPI, vol. 6(4), pages 1-16, October.
  19. Onur Polat, 2023. "Dynamic interlinkages between cryptocurrencies, NFTs, and DeFis and optimal portfolio investment strategies," China Finance Review International, Emerald Group Publishing Limited, vol. 14(3), pages 430-455, August.
  20. Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022. "Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
  21. Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022. "The impact of the Russia-Ukraine conflict on the connectedness of financial markets," Finance Research Letters, Elsevier, vol. 48(C).
  22. Onur Polat, 2022. "High-frequency stock market connectedness in G-7: evidence from time-frequency domains," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 24(1/2), pages 16-28.
  23. Gozde Es POLAT & Onur POLAT, 2021. "Fiscal sustainability analysis in EU countries: a dynamic macro-panel approach," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 12, pages 219-241, June.
  24. Onur Polat & Eylül Kabakçı Günay, 2021. "Cryptocurrency connectedness nexus the COVID-19 pandemic: evidence from time-frequency domains," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(5), pages 946-963, May.
  25. Onur Polat, 2021. "Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 7(2), pages 47-59, December.
  26. Huseyin Polat & Onur Polat & Aydin Cetin, 2020. "Detecting DDoS Attacks in Software-Defined Networks Through Feature Selection Methods and Machine Learning Models," Sustainability, MDPI, vol. 12(3), pages 1-16, February.
  27. Polat, Onur & Ozkan, Ibrahim, 2019. "Transmission mechanisms of financial stress into economic activity in Turkey," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 395-415.
  28. Doering, Jana & Kizys, Renatas & Juan, Angel A. & Fitó, Àngels & Polat, Onur, 2019. "Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends," Operations Research Perspectives, Elsevier, vol. 6(C).
  29. Onur Polat, 2019. "Systemic risk contagion in FX market: A frequency connectedness and network analysis," Bulletin of Economic Research, Wiley Blackwell, vol. 71(4), pages 585-598, October.
  30. Onur POLAT, 2018. "The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.

Chapters

  1. Onur Polat, 2024. "Dynamic BRICS Stock Market Linkages as a Channel of Systemic Risk Transmission: Evidence from the Asymmetric Connectedness Approach," Springer Books, in: Alexander Karminsky & Mikhail Stolbov (ed.), Systemic Financial Risk, chapter 0, pages 35-47, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENV: Environmental Economics (5) 2024-05-13 2024-11-04 2025-03-03 2025-05-19 2025-08-18. Author is listed
  2. NEP-FMK: Financial Markets (5) 2024-05-13 2024-09-02 2024-10-07 2025-03-03 2025-10-20. Author is listed
  3. NEP-ENE: Energy Economics (2) 2024-10-07 2024-11-04
  4. NEP-HIS: Business, Economic and Financial History (2) 2024-09-02 2024-09-09
  5. NEP-RMG: Risk Management (2) 2024-05-13 2024-09-02
  6. NEP-BAN: Banking (1) 2025-03-03
  7. NEP-FDG: Financial Development and Growth (1) 2024-09-09
  8. NEP-FOR: Forecasting (1) 2025-10-20
  9. NEP-IFN: International Finance (1) 2024-10-07
  10. NEP-MAC: Macroeconomics (1) 2024-09-09
  11. NEP-UPT: Utility Models and Prospect Theory (1) 2025-08-18

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