Wanling Huang

Wanling Huang
Wanling Huang
Visiting Assistant Professor of Economics
College of Arts & Sciences
Website Chapman Hall Room 234


PhD – Concordia University MA – Jiangsu University BS – Jiangsu University


Wanling Huang is currently a Visiting Assistant Professor in the Department of Economics at The University of Tulsa. Her PhD degree is in Economics, with specialization in Macroeconomics and Econometrics. She completed her PhD and Postdoctoral education under the supervision of leading scholars Drs. Artem Prokhorov, Nikolay Gospodinov, Jean-Marie Dufour, Christian Genest, etc. Her research is primarily in the fields of Applied Macroeconomics (three papers published in Energy Economics, Empirical Economics, and Quarterly Review of Economics and Finance, respectively, and a fourth paper under the 3rd round R&R at Empirical Economics) and Time Series Econometrics (two papers published in Econometric Reviews and Journal of the French Statistical Society, respectively), with secondary fields in Financial Economics and International Economics. She has taught and will be teaching various Economics courses such as Principles of Macroeconomics, Macroeconomic Theory, Time Series Econometrics, Econometrics, and Principles of Microeconomics.

Research Interests

Applied Macroeconomics
Applied Time Series Econometrics
Financial Economics
International Economics

Teaching Interests

Principles of Macroeconomics
Macroeconomic Theory
Time Series Econometrics
Financial Economics
International Economics


Journal Articles

  • HuangW., and MollickA. Tight Oil, Real WTI Prices and U.S. Stock Returns. Vol. Accepted for publication, Energy Economics, 2019.
  • HuangW. Are the Diversification Benefits Among Major U.S. Oil Stocks Disappearing During the 2014–2016 Crude Oil Bust? A Time-Varying Vine Copula Approach. Empirical Economics, 3rd round R&R, 2019.
  • HuangW., MollickA., and NguyenK. Dynamic Responses and Tail-Dependence Among Commodities, the U.S. Real Interest Rate and the Dollar. Vol. 53, Empirical Economics, 2017, pp. 959-97.
  • HuangW., MollickA., and NguyenK. U.S. Stock Markets and the Role of Real Interest Rates. Vol. 59, Quarterly Review of Economics and Finance, 2016, pp. 231-42.
  • HuangW., and ProkhorovA. A Goodness-of-Fit Test for Copulas. Vol. 33, Econometric Reviews, 2014, pp. 751-7.
  • GenestC., HuangW., and DufourJ.-M. A Regularized Goodness-of-Fit Test for Copulas. Vol. 154, Journal of the French Statistical Society (Journal de la Societe Francaise de Statistique), 2013, pp. 64-77.
  • HuangW., NingC., and XuD. Are the Stylized Features of Stock Returns the Same in Market Downturns and Upturns?. Journal of Empirical Finance, Submitted, 2019.

Book Chapters

  • HuangW., and ProkhorovA. “Bartlett-Type Correction of Distance Metric Test”. Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications, Springer, 2014, pp. 371-03.

Courses Taught

  • Principles of Economics I: MacRoeconomics
  • Macroeconomic Theory