Good question.
If you do NOT wear a kippah underneath the hat, there is no problem at all since even if the hat would be blown off your head on Shabbos, you would not come to carry it four amos since you would not walk with an uncovered head.
If there IS a kippah underneath the hat, then it would be problematic to wear a hat unless it sits tightly on your head and won’t be blown off by a regular wind. The reason is that if the hat flies off, you might come to carry it in your hand (since your head is anyway properly covered with the yarmulke, you might forget that it’s Shabbos and carry the hat, in which case you would have to bring a korban chatas). See Rabbi Ribiat’s sefer 39 Melachos.