There is a good rule for determining whether to use a [j] (like the first sound in yes) or [w] to link two words like this. The first thing you need to know is that the choice depends on the first vowel and not the second. Therefore in terms of the Original Poster's question, the choice is determined by /i/ at the end of the word be, and not by the beginning of the word ok.
Now if the first vowel is either a high front vowel, for example /i/ or a diphthong ending in a high front vowel, in other words /eɪ, aɪ, ɔɪ/, then we need to use a /j/ to link the words. If you think about it, [j] is phonetically like a high front vowel. It is the same type of sound. So this kind of makes sense.
On the other hand [w] is phonetically like a high back vowel. When the first word ends in a high back vowel such as /u/, or with a diphthong that ends in a high back vowel such as /oʊ/ or /aʊ/, then we use a [w] to link the two vowels.
If the vowel is not a high vowel, or doesn't end in a high vowel, then you may find linking with a glottal stop, [ʔ], in Gen Am. In non-rhotic Englishes (those which don't have /r/ in the coda of the syllable) such as British RP, you will often find /r/ used to link a non-high vowel with a following vowel.