Three distinct strands can be identified in the literature on seasonality. Economists have long been interested in removing high-frequency "noise" from individual economic time series, or "deseasonalizing the data" in common parlance. The second strand, on which an extensive technical literature...

Three Essays on Stock Market SeasonalityHyung-Suk Choi136 pagesDirected by Dr. Cheol S. EunIn chapter 1, we examine seasonality in returns to style portfolios, which serve as important benchmarks for asset allocation, and investigate its implications for investment. In doing so, we consider...

The International Petroleum Statistics Report presents data on international oil production, demand, imports, and stocks. The report has four sections. Section 1 contains time series data on world oil production, and on oil demand and stocks in the Organization for Economic Cooperation and...

The International Petroleum Statistics Report presents data on international oil production, demand, imports, exports, and stocks. The report has four sections. Section 1 contains time series data on world oil production, and on oil demand and stocks in the Organization for Economic Cooperation...

The International Petroleum Statistics Report presents data on international oil production, demand, imports, exports, and stocks. The report has four sections. Section 1 contains time series data on world oil production, and on oil demand and stocks in the Organization for Economic Cooperation...

The purpose of this report is to define the objectives of the Propane Market Model (PMM), describe its basic approach, and to provide details on model functions. This report is intended as a reference document for model analysts, users, and the general public. Documentation of the model is in...

The purpose of this report is to define the objectives of the Distillate Market Model (DMM), describe its basic approach, and to provide details on model functions. This report is intended as a reference document for model analysts, users, and the general public. Documentation of the model is in...

This document establishes the Quality Assurance Plan (QAP) for the National Guard Bureau Objective Supply Capability Adaptive Redesign (OSCAR) project activities under the Oak Ridge National Laboratory (ORNL) management. It defines the requirements and assigns responsibilities for ensuring, with...

DOE facilities handling special nuclear material are required to comply with DOE Order 5633.3, which addresses various aspects of nuclear material accounting. In particular, it requires that control limits be calculated for nuclear material inventory differences. These requirements and methods...

The Petroleum Supply Annual (PSA) contains information on the supply and disposition of crude oil and petroleum products. The publication reflects data that were collected from the petroleum industry during 1996 through annual and monthly surveys. The PSA is divided into two volumes. This first...