He specializes in British History and International Relations since the eighteenth century. Students looking to pursue graduate work in those fields are encouraged to contact him directly. Elected a fellow of the Royal Historical Society in 2009, Hay is a past-president of the Southern Conference on British Studies. Along with research grants from the Harry Frank Guggenheim Foundation and the Earhart Foundation, he has held fellowships at the Lewis Walpole Library and Beinecke Rare Book and Manuscript Library at Yale University and the William L. Clements Library at the University of Michigan.