Pub Date : 2024-12-12DOI: 10.1109/TEMPR.2024.3505656
{"title":"IEEE Power & Energy Society Information","authors":"","doi":"10.1109/TEMPR.2024.3505656","DOIUrl":"https://doi.org/10.1109/TEMPR.2024.3505656","url":null,"abstract":"","PeriodicalId":100639,"journal":{"name":"IEEE Transactions on Energy Markets, Policy and Regulation","volume":"2 4","pages":"C2-C2"},"PeriodicalIF":0.0,"publicationDate":"2024-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=10795467","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142810689","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-12-12DOI: 10.1109/TEMPR.2024.3505658
{"title":"IEEE Transactions on Energy Markets, Policy, and Regulation Information for Authors","authors":"","doi":"10.1109/TEMPR.2024.3505658","DOIUrl":"https://doi.org/10.1109/TEMPR.2024.3505658","url":null,"abstract":"","PeriodicalId":100639,"journal":{"name":"IEEE Transactions on Energy Markets, Policy and Regulation","volume":"2 4","pages":"C3-C3"},"PeriodicalIF":0.0,"publicationDate":"2024-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=10795469","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142810699","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-12-12DOI: 10.1109/TEMPR.2024.3505660
{"title":"Blank Page","authors":"","doi":"10.1109/TEMPR.2024.3505660","DOIUrl":"https://doi.org/10.1109/TEMPR.2024.3505660","url":null,"abstract":"","PeriodicalId":100639,"journal":{"name":"IEEE Transactions on Energy Markets, Policy and Regulation","volume":"2 4","pages":"C4-C4"},"PeriodicalIF":0.0,"publicationDate":"2024-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=10795470","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142810700","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The scale of wildfires, in terms of acreage burned and mortality rates, is risingdue to climate change. There are various causes for wildfire ignition; however, power lines are one of the most significant factors, leading to some of the most devastating wildfire events over the past decade and even bankrupting electric utilities. Traditional insurance strategies are often not applicable for providing financial resilience to electric utilities against such catastrophic events. This paper quantifies the associated risk and proposes a catastrophe bond (CAT bond) as a form of parametric insurance to cover a portion of the risk. Vegetative fuel, weather, power grid, and historical wildfire ignition data are integrated into a proposed simulation-based methodology to accurately price the risk of the third-party wildfire liability, transmission line reconstruction, and the cost of load-shedding. The proposed methodology offers a useful tool for transmission system owners to transfer a portion of the risk of wildfire ignition to CAT bond investors. In addition, the premium calculation is analyzed through a sensitivity analysis to calibrate the indemnity-based CAT bond parameters.
{"title":"A Catastrophe Bond Design for the Financial Resilience of Electric Utilities Against Wildfires","authors":"Saeed Nematshahi;Behrouz Sohrabi;Ali Arabnya;Amin Khodaei;Erin Belval","doi":"10.1109/TEMPR.2024.3501012","DOIUrl":"https://doi.org/10.1109/TEMPR.2024.3501012","url":null,"abstract":"The scale of wildfires, in terms of acreage burned and mortality rates, is risingdue to climate change. There are various causes for wildfire ignition; however, power lines are one of the most significant factors, leading to some of the most devastating wildfire events over the past decade and even bankrupting electric utilities. Traditional insurance strategies are often not applicable for providing financial resilience to electric utilities against such catastrophic events. This paper quantifies the associated risk and proposes a catastrophe bond (CAT bond) as a form of parametric insurance to cover a portion of the risk. Vegetative fuel, weather, power grid, and historical wildfire ignition data are integrated into a proposed simulation-based methodology to accurately price the risk of the third-party wildfire liability, transmission line reconstruction, and the cost of load-shedding. The proposed methodology offers a useful tool for transmission system owners to transfer a portion of the risk of wildfire ignition to CAT bond investors. In addition, the premium calculation is analyzed through a sensitivity analysis to calibrate the indemnity-based CAT bond parameters.","PeriodicalId":100639,"journal":{"name":"IEEE Transactions on Energy Markets, Policy and Regulation","volume":"3 1","pages":"133-143"},"PeriodicalIF":0.0,"publicationDate":"2024-11-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143621897","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-11-15DOI: 10.1109/TEMPR.2024.3500068
Christos K. Simoglou;Pandelis N. Biskas;Georgios I. Tsoumalis;Alex D. Papalexopoulos
Default Energy Bids (DEBs) lie among the most prominent ex-ante market power mitigation approaches implemented in modern electricity markets. This paper presents a conduct-and-impact methodology for the exploration and quantification of the impact that the enforcement of DEBs would have on the operation of the integrated European day-ahead electricity market as a whole. A quantitative large-scale simulation of the day-ahead market of eighteen European countries has been performed in order to evaluate the effect that the implementation of various DEB levels in the sell orders of thermal generating units would have on the market clearing prices and the associated revenues of market participants. Extensive scenario-based chronological simulations using a specialized and commercially available day-ahead market simulation software for a historical two-month period in 2021-2022 indicated that if thermal generating units were allowed to bid above their average variable cost only by up to 10–30%, day-ahead market clearing prices in most European countries would decrease, also leading to lower market revenues from −5.2% up to −9.9% for all market participants. The proposed methodology is directly applicable to unit-based day-ahead electricity markets in Europe. An extension to European portfolio-based day-ahead markets is also proposed.
{"title":"Exploring and Quantifying the Impact of Ex-Ante Market Power Mitigation in the Integrated European Day-Ahead Electricity Market","authors":"Christos K. Simoglou;Pandelis N. Biskas;Georgios I. Tsoumalis;Alex D. Papalexopoulos","doi":"10.1109/TEMPR.2024.3500068","DOIUrl":"https://doi.org/10.1109/TEMPR.2024.3500068","url":null,"abstract":"Default Energy Bids (DEBs) lie among the most prominent ex-ante market power mitigation approaches implemented in modern electricity markets. This paper presents a conduct-and-impact methodology for the exploration and quantification of the impact that the enforcement of DEBs would have on the operation of the integrated European day-ahead electricity market as a whole. A quantitative large-scale simulation of the day-ahead market of eighteen European countries has been performed in order to evaluate the effect that the implementation of various DEB levels in the sell orders of thermal generating units would have on the market clearing prices and the associated revenues of market participants. Extensive scenario-based chronological simulations using a specialized and commercially available day-ahead market simulation software for a historical two-month period in 2021-2022 indicated that if thermal generating units were allowed to bid above their average variable cost only by up to 10–30%, day-ahead market clearing prices in most European countries would decrease, also leading to lower market revenues from −5.2% up to −9.9% for all market participants. The proposed methodology is directly applicable to unit-based day-ahead electricity markets in Europe. An extension to European portfolio-based day-ahead markets is also proposed.","PeriodicalId":100639,"journal":{"name":"IEEE Transactions on Energy Markets, Policy and Regulation","volume":"3 1","pages":"83-97"},"PeriodicalIF":0.0,"publicationDate":"2024-11-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143621543","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-11-08DOI: 10.1109/TEMPR.2024.3495237
Davide Fioriti;Giancarlo Bigi;Antonio Frangioni;Mauro Passacantando;Davide Poli
Energy Communities are increasingly proposed as a tool to boost renewable penetration and maximize citizen participation in energy matters. These policies enable the formation of legal entities that bring together power system members, enabling collective investment and operation of energy assets. However, designing appropriate reward schemes is crucial to fairly foster individuals to join, as well to ensure collaborative and stable aggregation, maximizing community benefits. Cooperative Game Theory, emphasizing coordination among members, has been extensively proposed for ECs and microgrids; however, it is still perceived as obscure and difficult to compute due to its exponential computational requirements. This study proposes a novel framework for stable fair benefit allocation, named Fair Least Core, that provides uniqueness, reproducibility, stability and fairness. A novel row-generation algorithm is also proposed that allows to efficiently compute the imputations for coalitions of practical size. A case study of ECs with up to 100 members shows the stability, reproducibility, fairness and efficiency properties of proposed model. The results also highlight how the market power of individual users changes as the community grows larger, which can steer the development of practical reliable, robust and fair reward allocations for energy system applications.
{"title":"Fair Least Core: Efficient, Stable and Unique Game-Theoretic Reward Allocation in Energy Communities by Row-Generation","authors":"Davide Fioriti;Giancarlo Bigi;Antonio Frangioni;Mauro Passacantando;Davide Poli","doi":"10.1109/TEMPR.2024.3495237","DOIUrl":"https://doi.org/10.1109/TEMPR.2024.3495237","url":null,"abstract":"Energy Communities are increasingly proposed as a tool to boost renewable penetration and maximize citizen participation in energy matters. These policies enable the formation of legal entities that bring together power system members, enabling collective investment and operation of energy assets. However, designing appropriate reward schemes is crucial to fairly foster individuals to join, as well to ensure collaborative and stable aggregation, maximizing community benefits. Cooperative Game Theory, emphasizing coordination among members, has been extensively proposed for ECs and microgrids; however, it is still perceived as obscure and difficult to compute due to its exponential computational requirements. This study proposes a novel framework for stable fair benefit allocation, named Fair Least Core, that provides uniqueness, reproducibility, stability and fairness. A novel row-generation algorithm is also proposed that allows to efficiently compute the imputations for coalitions of practical size. A case study of ECs with up to 100 members shows the stability, reproducibility, fairness and efficiency properties of proposed model. The results also highlight how the market power of individual users changes as the community grows larger, which can steer the development of practical reliable, robust and fair reward allocations for energy system applications.","PeriodicalId":100639,"journal":{"name":"IEEE Transactions on Energy Markets, Policy and Regulation","volume":"3 2","pages":"170-181"},"PeriodicalIF":0.0,"publicationDate":"2024-11-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=10748402","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144281208","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-10-31DOI: 10.1109/TEMPR.2024.3489475
Alexandre Street;Bruno Fanzeres;Gustavo Carvalho
A shift towards a carbon-neutral generation matrix is underway worldwide. In Brazil, where long-term forward markets drive investments, this trend is not different. For instance, long-term contracted renewable generation investors face the so-called price-and-quantity risk, which materializes whenever a generator falls short of producing the contracted amount and has to purchase this deficit at high spot prices. Notwithstanding, some renewable sources exhibit relevant hourly complementary generation profiles, e.g., wind and solar in the Northeastern Region of Brazil, suggesting a synergy that can be explored through exchange mechanisms to mitigate the price-and-quantity risk. Therefore, in this work, we investigate adecentralized approach based on hourly swaps, i.e., the exchange of forward contracts with different delivery hours. With these new hedging instruments, renewable agents can adjust their current flat forward positions and modulate them according to their generation profile and risk aversion level, thus minimizing the exposure to price-and-quantity risk through a pure financial market mechanism. We evaluate the benefits of the proposed mechanism through market equilibria using real data from the Brazilian power system. Results provide relevant evidence that the proposed hedging instrument should be beneficial to market agents and even foster higher long-term forward involvements with lower risk levels.
{"title":"Managing Renewable Energy Risk in the Brazilian Forward Market: The Impact of Hourly Hedging","authors":"Alexandre Street;Bruno Fanzeres;Gustavo Carvalho","doi":"10.1109/TEMPR.2024.3489475","DOIUrl":"https://doi.org/10.1109/TEMPR.2024.3489475","url":null,"abstract":"A shift towards a carbon-neutral generation matrix is underway worldwide. In Brazil, where long-term forward markets drive investments, this trend is not different. For instance, long-term contracted renewable generation investors face the so-called price-and-quantity risk, which materializes whenever a generator falls short of producing the contracted amount and has to purchase this deficit at high spot prices. Notwithstanding, some renewable sources exhibit relevant hourly complementary generation profiles, e.g., wind and solar in the Northeastern Region of Brazil, suggesting a synergy that can be explored through exchange mechanisms to mitigate the price-and-quantity risk. Therefore, in this work, we investigate adecentralized approach based on hourly swaps, i.e., the exchange of forward contracts with different delivery hours. With these new hedging instruments, renewable agents can adjust their current flat forward positions and modulate them according to their generation profile and risk aversion level, thus minimizing the exposure to price-and-quantity risk through a pure financial market mechanism. We evaluate the benefits of the proposed mechanism through market equilibria using real data from the Brazilian power system. Results provide relevant evidence that the proposed hedging instrument should be beneficial to market agents and even foster higher long-term forward involvements with lower risk levels.","PeriodicalId":100639,"journal":{"name":"IEEE Transactions on Energy Markets, Policy and Regulation","volume":"3 1","pages":"98-108"},"PeriodicalIF":0.0,"publicationDate":"2024-10-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143621571","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pricing and settlement mechanisms are crucial for efficient resource allocation, investment incentives, market competition, and regulatory oversight. In the United States, Regional Transmission Operators (RTOs) adopts a uniform pricing scheme that hinges on the marginal costs of supplying additional electricity. This study investigates the pricing and settlement impacts of alternative reserve constraint modeling, highlighting how even slight variations in the modeling of constraints can drastically alter market clearing prices, reserve quantities, and revenue outcomes. Focusing on the diverse market designs and assumptions in ancillary services by U.S. RTOs, particularly in relation to capacity sharing and reserve substitutions, the research examines four distinct models that combine these elements based on a large-scale synthetic power system test data. Our study provides a critical insight into the economic implications and the underlying factors of these alternative reserve constraints through market simulations and data analysis.
{"title":"Market Implications of Alternative Operating Reserve Modeling in Wholesale Electricity Markets","authors":"Hamid Davoudi;Fengyu Wang;Yonghong Chen;Di Shi;Alinson Xavier;Feng Qiu","doi":"10.1109/TEMPR.2024.3485948","DOIUrl":"https://doi.org/10.1109/TEMPR.2024.3485948","url":null,"abstract":"Pricing and settlement mechanisms are crucial for efficient resource allocation, investment incentives, market competition, and regulatory oversight. In the United States, Regional Transmission Operators (RTOs) adopts a uniform pricing scheme that hinges on the marginal costs of supplying additional electricity. This study investigates the pricing and settlement impacts of alternative reserve constraint modeling, highlighting how even slight variations in the modeling of constraints can drastically alter market clearing prices, reserve quantities, and revenue outcomes. Focusing on the diverse market designs and assumptions in ancillary services by U.S. RTOs, particularly in relation to capacity sharing and reserve substitutions, the research examines four distinct models that combine these elements based on a large-scale synthetic power system test data. Our study provides a critical insight into the economic implications and the underlying factors of these alternative reserve constraints through market simulations and data analysis.","PeriodicalId":100639,"journal":{"name":"IEEE Transactions on Energy Markets, Policy and Regulation","volume":"3 1","pages":"1-12"},"PeriodicalIF":0.0,"publicationDate":"2024-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143621540","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
As China's provincial power market system continues to develop, the unconstrained clearance method for the provincial medium and long-term (MLT) market is no longer able to meet the needs of its continuous operation and the quotations of market participants. In this paper, the rules and business requirements of China's MLT centralized bidding transactions are analyzed, and a clearing model is established that considers the Available Transmission Capacity and the economic characteristics of market participants, based on the connection mechanism between inter-provincial and provincial markets. Then, the inter-provincial market pre-clearance results are used as the boundary conditions of intra-provincial transactions, and an optimal intra-provincial transaction clearing model is constructed taking into account the impact of inter-provincial markets. Finally, the effectiveness of the proposed MLT centralized bidding model is demonstrated through an example of actual power trading, serving as a guide for the resolution of MLT transactions within China's unified market.
{"title":"Intra-Provincial Medium- and Long-Term Bidding Model Incorporating Inter-Provincial Markets and Available Transmission Capacity","authors":"Xueqian Fu;Zhan Wang;Yanmin Guo;Wanyu Li;Zhuopeng Tang","doi":"10.1109/TEMPR.2024.3467118","DOIUrl":"https://doi.org/10.1109/TEMPR.2024.3467118","url":null,"abstract":"As China's provincial power market system continues to develop, the unconstrained clearance method for the provincial medium and long-term (MLT) market is no longer able to meet the needs of its continuous operation and the quotations of market participants. In this paper, the rules and business requirements of China's MLT centralized bidding transactions are analyzed, and a clearing model is established that considers the Available Transmission Capacity and the economic characteristics of market participants, based on the connection mechanism between inter-provincial and provincial markets. Then, the inter-provincial market pre-clearance results are used as the boundary conditions of intra-provincial transactions, and an optimal intra-provincial transaction clearing model is constructed taking into account the impact of inter-provincial markets. Finally, the effectiveness of the proposed MLT centralized bidding model is demonstrated through an example of actual power trading, serving as a guide for the resolution of MLT transactions within China's unified market.","PeriodicalId":100639,"journal":{"name":"IEEE Transactions on Energy Markets, Policy and Regulation","volume":"3 1","pages":"109-120"},"PeriodicalIF":0.0,"publicationDate":"2024-09-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143621573","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-18DOI: 10.1109/TEMPR.2024.3464238
Daniel Bienstock;Yury Dvorkin;Cheng Guo;Robert Mieth;Jiayi Wang
We propose an enhancement to wholesale electricity markets to contain the exposure of consumers to increasingly large and volatile consumer payments arising as a byproduct of volatile real-time net loads – i.e., loads minus renewable outputs – and prices, both compared to day-ahead cleared values. We incorporate a trade-off, motivated by portfolio optimization methods, between standard day-ahead payments and a robust estimate of such excess payments into the day-ahead computation and specifically seek to account for volatility in real-time net loads and renewable generation. Our model features a data-driven uncertainty set based on principal component analysis, which accommodates both load and wind production volatility and captures locational correlation of uncertain data. To solve the model more efficiently, we develop a decomposition algorithm that can handle nonconvex subproblems. Our extensive experiments on a realistic NYISO data set show that the risk-aware model protects the consumers from potential high costs caused by adverse circumstances.
{"title":"Risk-Aware Security-Constrained Unit Commitment: Taming the Curse of Real-Time Volatility and Consumer Exposure","authors":"Daniel Bienstock;Yury Dvorkin;Cheng Guo;Robert Mieth;Jiayi Wang","doi":"10.1109/TEMPR.2024.3464238","DOIUrl":"https://doi.org/10.1109/TEMPR.2024.3464238","url":null,"abstract":"We propose an enhancement to wholesale electricity markets to contain the exposure of consumers to \u0000<italic>increasingly large and volatile consumer payments</i>\u0000 arising as a byproduct of volatile real-time net loads – i.e., loads minus renewable outputs – and prices, both compared to day-ahead cleared values. We incorporate a trade-off, motivated by portfolio optimization methods, between standard day-ahead payments and a robust estimate of such excess payments into the day-ahead computation and specifically seek to account for \u0000<italic>volatility</i>\u0000 in real-time net loads and renewable generation. Our model features a data-driven uncertainty set based on principal component analysis, which accommodates both load and wind production volatility and captures locational correlation of uncertain data. To solve the model more efficiently, we develop a decomposition algorithm that can handle nonconvex subproblems. Our extensive experiments on a realistic NYISO data set show that the risk-aware model protects the consumers from potential high costs caused by adverse circumstances.","PeriodicalId":100639,"journal":{"name":"IEEE Transactions on Energy Markets, Policy and Regulation","volume":"2 4","pages":"536-551"},"PeriodicalIF":0.0,"publicationDate":"2024-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142810697","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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