Onur Polat - Publications, H-index & Citations

Onur Polat

university of pretoria

13H指数

67论文数

983被引数

收录论文 22

发表时间

Implied skewness of the Treasury yield: A new predictor for stock market bubbles¹ 国债收益率的隐含偏度：股票市场泡沫的一个新预测指标¹

Global Finance Journal

IF5.5

2026-08-27

PREAI

Onur Polat; Rangan Gupta; Riza Demirer; Elie Bouri

Predicting oil price bubbles: monetary policy versus central bank information shocks 预测油价泡沫：货币政策与央行信息冲击

North American Journal of Economics and Finance

IF3.9

2026-08-08

PREAI

Onur Polat; Rangan Gupta; Mariem Brahim; Elie Bouri

Machine learning forecasting of U.S. stock market volatility: The role of stock and oil bubbles 机器学习方法预测美国股市波动率：股票和石油泡沫的作用

Research in International Business and Finance

IF6.9

2026-08-01

PREAI

Polat, Onur; Gupta, Rangan; Somani, Dhanashree; Karmakar, Sayar

Physical and Transition Climate Risks and Financial Risk Predictability in the US Banking Sector#物理和转型气候风险以及美国银行业的金融风险可预测性#

International Review of Economics & Finance

IF5.6

2026-03-10

OAAI

Petre Caraiani; Onur Polat; Rangan Gupta; Elie Bouri

Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility 稀土股票收益和波动率的条件分布的气候风险与可预测性

Journal of Economics and Finance

IF1.5

2026-02-16

PREAI

Polat, Onur; Gupta, Rangan; Bouri, Elie; Brahim, Mariem

The Financial Risk Meter (FRM) for Kuwait: A Tail-Event Perspective on Systemic Risk and Economic Forecasting 科威特金融风险计量器（FRM）：基于尾部事件视角的系统性风险与经济预测

Sustainability 2025, Vol. 17, Page 10443

IF3.3

2025-11-21

OAAI

Talat Ulussever; Yousef Abdulrazzaq; Onur Polat; Hasan Murat Ertuğrul

Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty 碳价不确定性持续性的时间变化：碳政策不确定性的作用

QUARTERLY REVIEW OF ECONOMICS AND FINANCE

IF3.1

2025-06-01

OAAI

Oguzhan Cepni; Luis A. Gil-Alana; Rangan Gupta; Onur Polat

Do oil price shocks drive systematic risk premia in stock markets? A novel investment application

RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE

IF6.9

2025-01-01

PREAI

Demirer, Riza; Polat, Onur; Sokhanvar, Amin

Oil price shocks and the connectedness of US state-level financial markets

ENERGY ECONOMICS

IF14.2

2025-01-01

PREAI

Polat, Onur; Cunado, Juncal; Cepni, Oguzhan; Gupta, Rangan

Forecasting US recessions using over 150 years of data: Stock-market moments versus oil-market moments

FINANCE RESEARCH LETTERS

IF6.9

2024-11-01

PREAI

Bouri, Elie; Gupta, Rangan; Pierdzioch, Christian; Polat, Onur

Can municipal bonds hedge US state-level climate risks?市政债券能对冲美国州级气候风险吗？

FINANCE RESEARCH LETTERS

IF6.9

2024-09-01

PREAI

Polat, Onur; Gupta, Rangan; Cepni, Oguzhan; Ji, Qiang

TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes 基于tvp-var的时域和频域食品和能源商品连通性金融/地缘政治动荡事件分析

APPLIED ENERGY

IF11

2024-03-01

PREAI

Polat, Onur; Ertugrul, Hasan Murat; Sakarya, Burchan; Akgul, Ali

Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness

FINANCIAL INNOVATION

IF7.2

2024-02-06

OAAI

Polat, Onur

What drives green betas? Climate uncertainty or speculation 是什么驱动绿色betas？气候不确定性或投机

FINANCE RESEARCH LETTERS

IF6.9

2024-02-01

PREAI

Polat, Onur; Demirer, Riza; Eksi, Ibrahim Halil

Dynamic interlinkages between geopolitical stress and agricultural commodity market: Novel findings in the wake of the Russian Ukrainian conflict

BORSA ISTANBUL REVIEW

IF7.1

2023-10-01

OAAI

Polat, Onur; Basar, Berna Dogan; Torun, Erdost; Eksi, Ibrahim Halil

Dynamic interlinkages between cryptocurrencies, NFTs, and DeFis and optimal portfolio investment strategies 加密货币、nft和DeFis之间的动态相互联系和最优投资组合策略

CHINA FINANCE REVIEW INTERNATIONAL

IF7.6

2023-08-07

PREAI

Polat, Onur

The impact of the Russia-Ukraine conflict on the connectedness of financial markets 俄乌冲突对金融市场连通性的影响

FINANCE RESEARCH LETTERS

IF6.9

2022-08-01

228

PREAI

Umar, Zaghum; Polat, Onur; Choi, Sun-Yong; Teplova, Tamara

On systemic risk contagion in the euro area: Evidence from frequency connectedness and the DY approaches 论欧元区系统性风险传染: 来自频率连通性和DY方法的证据

BORSA ISTANBUL REVIEW

IF7.1

2022-05-01

OAAI

Polat, Onur

A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances 具有随机收益和噪声协方差的投资组合优化问题的启发式算法

COMPUTERS & OPERATIONS RESEARCH

IF4.3

2022-03-01

PREAI

Kizys, Renatas; Doering, Jana; Juan, Angel A.; Polat, Onur; Calvet, Laura; Panadero, Javier

Time-varying propagations between oil market shocks and a stock market: Evidence from Turkey 石油市场冲击与股市之间的时变传播: 来自土耳其的证据

BORSA ISTANBUL REVIEW

IF7.1

2020-09-01

OAAI

Polat, Onur

研究方向