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This is a Greek king of Bactria (Afghanistan):

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The fashion was followed after Alexander the Great. It is based on Macedonian berets ("kausia"):

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This is an Afghan hat ("Pakol"):

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Worn here by a Pakistani politician Imran Khan

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Worn here by an Afghan political/militant leader Ahmad Shah Massoud

Is there a connection?

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    The connection is likely. The Bactrian kingdom was a predecessor of today's Afghanistan and Afghanistan, from my personal experience, is a place where culture has not changed much over the centuries. Despite having cars and cell phones today, the culture is still hundreds and thousands of years old. Your Wikipedia links suggest that the connection is there but don't commit 100%.
    – Smith
    Feb 21, 2017 at 0:40
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    Its tempting to draw a connection but i wouldn't rule it out as being a mere coincidence unless we have evidence of the wearing of the hat being worn throughout the centuries... not just in 3rd century BC and then in modern times
    – Notaras
    Feb 21, 2017 at 22:21
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    Interesting question, as suggested by the answer.
    – Lars Bosteen
    Feb 19, 2018 at 5:48

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The short answer to this question is that there is indeed a plausible connection.

B.M. Kingsley (PhD) in 1981 already pointed to this connection as seen in the following abstract:

The so-called Macedonian kausia was originally identical with a cap often called a chitrali still worn today by men in Afghanistan, Pakistan and, above all, in Nuristan. No kausia is mentioned in Greek literature before 325/24 B. C. No depiction of the cap can be securely dated earlier than that time. The kausia came to the Mediterranean as a campaign hat worn by Alexander and veterans of his campaigns in India. Descendants of the people from whom the cap was taken may well survive in Asia today.

The author observed the hat of this specific type "chitrali" (Also known as Pakol) in Pakistan, Afghanistan and in the Nuristan province in the eastern of Afghanistan. It was noted as quite identical to the Kausia.

From Kingsley, Bonnie M. “The Cap That Survived Alexander.” American Journal of Archaeology, vol. 85, no. 1, 1981, pp. 39–46. JSTOR, JSTOR, www.jstor.org/stable/504964.

The author repeats the Indian origin of the Kausia in a later article which was published after death.

See Kingsley, Bonnie. “Alexander's ‘Kausia’ and Macedonian Tradition.” Classical Antiquity, vol. 10, no. 1, 1991, pp. 59–76. JSTOR, JSTOR, www.jstor.org/stable/25010941.

As conclusion: The connection is plausible, but it cannot be said with certainty.

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