Structure functions are the essential objects for understanding the deep inelastic scattering processes, providing valuable insight into the partonic structure of hadrons. A direct calculation of the Compton amplitude provides a complementary way to accessing the structure functions, circumventing the operator mixing and renormalisation issues of the standard operator product expansion approach. We describe the connection between the Compton amplitude and the structure functions, and describe a Feynman-Hellmann approach to calculate the amplitude directly. As an application, we extract the moments of transverse and longitudinal proton structure functions and study the power corrections.