The bispectrum and third-order moment can be viewed as equivalent tools for testing for the presence of nonlinearity in stationary time series. This is because the bispectrum is the Fourier transform of the third-order moment. An advantage of the bispectrum is that its estimator comprises terms...

This thesis mainly builds on the Variance Gamma (VG) model for financial assets over time of Madan & Seneta (1990) and Madan, Carr & Chang (1998), although the model based on the t distribution championed in Heyde & Leonenko (2005) is also given attention. The primary contribution of the thesis...

An important research area in financial mathematics is the study of long memory phenomenon in financial data. Long memory had been known long before suitable stochastic models were developed. Fractional Brownian motion (FBM) can be used to characterize this phenomenon. This thesis examines the...

In Fiscal Year 1998, the Federal Energy Technology Center (FETC) was responsible for managing about $723 million in budgetary resources. The objective of this audit was to determine if FETC had a funds distribution and control system to ensure appropriated funds were managed in accordance with...

This audit was performed to follow up on actions taken in response to the July 1990 report on ``Procurement of Support Services for the Energy Information Administration`` (CR-OC-90-2). The audit disclosed that over 50% of the work under six of the cost-reimbursement contracts examined was...

Programs in Perspective is the Bonneville Power Administration's public involvement process (PIP) for engaging customers and other stakeholders in a regional dialog to set strategic direction and broad program plans for BPA effort. This planning leads into a biennial rate setting cycle and...

This report describes a microcomputer-based, single-project financial analysis program: BREEDER. BREEDER is a user-friendly model designed to facilitate frequent and rapid analyses of the financial implications associated with alternative design and financing strategies for electric generating...

Although most cost systems offer complete detail and traceability, not all provide timely detail in a concise form useful to senior management. This system was developed for a multifunction research organization funded from many sources. It extracts cost and manpower data from the general cost...

This report contains the FY 1993 Congressional budget for the Bonneville Power Administration. The overview includes tables and summary statements of (1) Current services -- Program and financing; (2) Status of borrowing and cash flow; (3) Impact of repayment proposal on Federal Columbia River...

This publication examines developments in the operations of the major US e energy-producing companies on a corporate level, by major line of business, by major function within each line of business, and by geographic area. In 1996, 24 companies filed Form EIA-28. The analysis and data presented...