Liang Hu
Liang Hu
Research interest(s)/area of expertise
Econometrics, international finance, crude oil markets.
Education
- Ph.D. in Economics, University of Rochester
- M.A. in Economics, University of Rochester
- B.S. in Management Science, University of Science and Technology of China
- B.E. in Computer Science, University of Science and Technology of China
Awards and grants
Wayne State
- Career Development Chair Award, 2023-2024
- UROP (University Research Opportunities Program) Faculty Mentor Award, 2019-2020, 2024-2025
- President’s Award for Excellence in Teaching, 2016-2017
External grants
- City of Detroit, University Economic Analysis Partnership (RFP #18EJ02018), PI Subcontract SBUK00010562 (2024-2029), $377,882
- City of Detroit, University Economic Analysis Partnership (RFP #18EJ02018), PI Subcontract SBUK00010562 (2022-2024), $311,522
- “Engineering the Economics of Affordable Urban Housing through the Utilization of High Performance Materials,” Co-PI (50%) with Fatmir Menkulasi, 2018 Richard Barber Interdisciplinary Research Grant, $24,600
News mentions
Selected publications
- Hu, L. and Y. Shin, “Optimal Test for Markov Switching GARCH models,” Studies in Nonlinear Dynamics and Econometrics Vol 12, Issue 3, Article 3, 2008
- Carrasco, M, L. Hu and W. Ploberger, “Optimal Test for Markov Switching Parameters,” Econometrica Vol 82, No 2, 765-784, 2014
- “Supplements to ‘Optimal Test for Markov Switching Parameters’,” 1-81, 2014
- Hu, L. and Y. Shin, “Testing for Cointegration in Markov Switching Error Correction Models,” Advances in Econometrics Volume 33: Essays in Honor of Peter C. B. Phillips, 123-150, 2014
- Herrera, A. M., L. Hu and D. Pastor, "Forecasting Crude Oil Price Volatility," International Journal of Forecasting Vol 34, No 4, 622-635, 2018
- Breen, J. D. and L. Hu, “The Predictive Content of Oil Price and Volatility: New Evidence on Exchange Rate Forecasting,” Journal of International Financial Markets, Institutions & Money, Vol 75, 101454, 2021
- Hu, L. and Y-J. Lee, "New Evidence on Crude Oil Market Efficiency," Economic Inquiry, Vol 62, Issue 2, 892-916, 2024