Baiding Hu works in the areas of econometrics, macroeconomics, and energy economics. He has been either a sole author or co-author for several research projects leading to publications in reputable international refereed academic journals. In general, he is interested in finding improvements to existing ways of studying empirical issues. His approach to research is statistical and econometric. For example, he used a combination of theoretical probability distributions to fit an empirical income distribution to compute the Gini coefficient. For measuring plant level energy efficiency, he pointed out the role of allocative inefficiency in biasing the measurement of energy efficiency and proposed a way to address the bias using an econometric method. Macroeconomic energy rebound effect is an energy efficiency related issue. He developed a new approach to assessing the rebound effect using disaggregate data rather than aggregate data which are used extensively in the literature. On a project about how the exchange rate may be influenced by monetary policy shocks, he developed a state space model-based approach to quantifying the shocks. He supervises PhD students to undertake research on issues ranging from the effects of value chain upgrading on export performance to macroeconomic impacts of technological innovations.