There are materials that will do that in some regard but they're usually fairly expensive or difficult to handle and aren't as optically transparent in a big part of the VIS and IR range.
One of the materials that would be decent would be aerogel, however price/quality, glass (or transparent Polycarbonate) with a thin air (or vacuum) gap will still give you better results.
Now at least aerogel has become commercially available, but getting very transparent aerogel is still going to be an issue, this is one of the place where you could buy some: http://www.buyaerogel.com/product/lumira-aerogel-particles/ or
Lots of info about aerogels http://www.aerogel.org/
People are actually also working on using this in thermal solar collectors as is written in this article https://energy.mit.edu/news/making-a-remarkable-material-even-better/ (found it just now)
However even these are not that transparent and considering the price, double or triple pain windows (without E-coatings) are still much better, same with making double paned PC or Plexi-glass stacks. The gap does not have to be completely vacuum, as long as the gap is thin enough, especially if you introduce obstructions every so often.
Basically the two most straight forward ways to combat convection are either removing any fluid medium (aka vacuum) or prevent the fluid from moving (in physics gas is also a fluid). To prevent the movement from a fluid you need to create a lot of friction and barriers with gas, that's why if you make a very thin gap, especially with a barrier every so often, it will also work quite well. However if you make the gap too thin the panes might touch each other under deformation which would lead to convection. Adding barriers prevents movement of the fluid a bit more and prevents touching under deformation a bit as well. However barriers, especially bigger ones, do increase conductivity along them.
Radiation is with our current knowledge and technology just easier/cheaper to shield against then convection. Nonetheless this might change in the next 30 years or so.