This paper formulates dynamic density functions, based upon skewed-t and similar representations, to model and forecast electricity price spreads between different hours of the day. This supports an optimal day ahead storage and discharge schedule, and thereby facilitates a bidding strategy for a merchant arbitrage facility into the day-ahead auctions for wholesale electricity. The four latent moments of the density functions are dynamic and conditional upon exogenous drivers, thereby permitting the mean, variance, skewness and kurtosis of the densities to respond hourly to such factors as weather and demand forecasts. The best specification for each spread is selected based on the Pinball Loss function, following the closed form analytical solutions of the cumulative density functions. Those analytical properties also allow the calculation of risk associated with the spread arbitrages. From these spread densities, the optimal daily operation of a battery storage facility is determined.
{"title":"Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity","authors":"E. Abramova, D. Bunn","doi":"10.2139/ssrn.3349105","DOIUrl":"https://doi.org/10.2139/ssrn.3349105","url":null,"abstract":"This paper formulates dynamic density functions, based upon skewed-t and similar representations, to model and forecast electricity price spreads between different hours of the day. This supports an optimal day ahead storage and discharge schedule, and thereby facilitates a bidding strategy for a merchant arbitrage facility into the day-ahead auctions for wholesale electricity. The four latent moments of the density functions are dynamic and conditional upon exogenous drivers, thereby permitting the mean, variance, skewness and kurtosis of the densities to respond hourly to such factors as weather and demand forecasts. The best specification for each spread is selected based on the Pinball Loss function, following the closed form analytical solutions of the cumulative density functions. Those analytical properties also allow the calculation of risk associated with the spread arbitrages. From these spread densities, the optimal daily operation of a battery storage facility is determined.","PeriodicalId":100779,"journal":{"name":"Journal of Energy Finance & Development","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2019-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87971712","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}
Electricity markets employ different congestion management methods to handle the limited transmission capacity of the power system. This paper compares production efficiency and other aspects of nodal and zonal pricing. We consider two types of zonal pricing: zonal pricing with Available Transmission Capacity (ATC) and zonal pricing with Flow-Based Market Coupling (FBMC). We develop a mathematical model to study the imperfect competition under zonal pricing with FBMC. Zonal pricing with FBMC is employed in two stages, a day-ahead market stage and a re-dispatch stage. We show that the optimality conditions and market clearing conditions can be reformulated as a mixed integer linear program (MILP), which is straightforward to implement. Zonal pricing with ATC and nodal pricing is used as our benchmarks. The imperfect competition under zonal pricing with ATC and nodal pricing are also formulated as MILP models. All MILP models are demonstrated on 6-node and the modified IEEE 24-node systems. Our numerical results show that the zonal pricing with ATC results in large production inefficiencies due to the inc-dec game. Improving the representation of the transmission network as in the zonal pricing with FBMC mitigates the inc-dec game.
{"title":"Production Efficiency of Nodal and Zonal Pricing in Imperfectly Competitive Electricity Markets","authors":"M. Sarfati, M. Hesamzadeh, P. Holmberg","doi":"10.2139/ssrn.3644259","DOIUrl":"https://doi.org/10.2139/ssrn.3644259","url":null,"abstract":"Electricity markets employ different congestion management methods to handle the limited transmission capacity of the power system. This paper compares production efficiency and other aspects of nodal and zonal pricing. We consider two types of zonal pricing: zonal pricing with Available Transmission Capacity (ATC) and zonal pricing with Flow-Based Market Coupling (FBMC). We develop a mathematical model to study the imperfect competition under zonal pricing with FBMC. Zonal pricing with FBMC is employed in two stages, a day-ahead market stage and a re-dispatch stage. We show that the optimality conditions and market clearing conditions can be reformulated as a mixed integer linear program (MILP), which is straightforward to implement. Zonal pricing with ATC and nodal pricing is used as our benchmarks. The imperfect competition under zonal pricing with ATC and nodal pricing are also formulated as MILP models. All MILP models are demonstrated on 6-node and the modified IEEE 24-node systems. Our numerical results show that the zonal pricing with ATC results in large production inefficiencies due to the inc-dec game. Improving the representation of the transmission network as in the zonal pricing with FBMC mitigates the inc-dec game.","PeriodicalId":100779,"journal":{"name":"Journal of Energy Finance & Development","volume":"49 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2019-02-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86338462","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}
Recent research highlights the role of consumer’s energy-related financial literacy in adoption of energy efficient household appliances in order to reduce the energy-efficiency gap within the household sector. The computation of an indicator for such a literacy measure has followed a somewhat less refined approach though. This paper demonstrates the use of a model-based clustering strategy in order to differentiate the population based on the level of energy-related financial literacy. Using a Swiss data with 6, 722 respondents, we are able to identify three latent groups that represent low, mid and high levels of literacy. We use this new measure within an ordered logit setting with the goal of explaining the determinants of the level of energy-related financial literacy and compare empirical results using classical indicators and approaches. The empirical findings suggest a significant gender-gap among the Swiss population, i.e. females, even those with university education, are less likely to possess a high level of energy-related financial literacy. Individuals who display strong concern for free-riding on their own energy reduction behavior, are also found to have higher odds of belonging to the low literacy group. The results show that it is possible to identify latent classes that have a general and intuitive meaning and provides support to the model-based clustering approach as a sophisticated alternative. This could be a useful approach when empirical researchers are interested in (attribute-based) latent groups of consumers. The identification of latent classes also provides a possibility to target consumers belonging to these classes with specific policy measures in order to increase their level of literacy.
{"title":"A Model-based Clustering Approach for Analyzing Energy-related Financial Literacy and Its Determinants","authors":"Nilkanth Kumar","doi":"10.2139/ssrn.3328468","DOIUrl":"https://doi.org/10.2139/ssrn.3328468","url":null,"abstract":"Recent research highlights the role of consumer’s energy-related financial literacy in adoption of energy efficient household appliances in order to reduce the energy-efficiency gap within the household sector. The computation of an indicator for such a literacy measure has followed a somewhat less refined approach though. This paper demonstrates the use of a model-based clustering strategy in order to differentiate the population based on the level of energy-related financial literacy. Using a Swiss data with 6, 722 respondents, we are able to identify three latent groups that represent low, mid and high levels of literacy. We use this new measure within an ordered logit setting with the goal of explaining the determinants of the level of energy-related financial literacy and compare empirical results using classical indicators and approaches. The empirical findings suggest a significant gender-gap among the Swiss population, i.e. females, even those with university education, are less likely to possess a high level of energy-related financial literacy. Individuals who display strong concern for free-riding on their own energy reduction behavior, are also found to have higher odds of belonging to the low literacy group. The results show that it is possible to identify latent classes that have a general and intuitive meaning and provides support to the model-based clustering approach as a sophisticated alternative. This could be a useful approach when empirical researchers are interested in (attribute-based) latent groups of consumers. The identification of latent classes also provides a possibility to target consumers belonging to these classes with specific policy measures in order to increase their level of literacy.","PeriodicalId":100779,"journal":{"name":"Journal of Energy Finance & Development","volume":"57 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2019-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78564281","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}
L. Scholl, Daniel F. Martinez, Oscar A. Mitnik, Daniel Oviedo, Patricia Yañez-Pagans
Despite the growing interest in and proliferation of Bus Rapid Transit (BRT) systems around the world, their causal impacts on labor market outcomes remain unexplored. Reduced travel times for those who live near BRT stations or near feeder lines, may increase access to a wider array of job opportunities, potentially leading to increased rates of employment, access to higher quality (or formal) jobs, and increased labor hours and earnings. This paper assesses the effects of the Metropolitano, the BRT system in Lima (Peru), on individual-level job market outcomes. We rely on a difference-in-differences empirical strategy, based on comparing individuals who live close to the BRT system with a comparison group that lives farther from the system, before and after the system started to operate. We find large impacts on employment, hours worked and labor earnings for those individuals close to the BRT stations, but not for those who live close to the feeder lines. Despite the potential to connect poor populations, we find no evidence of impacts for populations living in lower income areas.
{"title":"A Rapid Road to Employment? The Impacts of a Bus Rapid Transit System in Lima","authors":"L. Scholl, Daniel F. Martinez, Oscar A. Mitnik, Daniel Oviedo, Patricia Yañez-Pagans","doi":"10.18235/0001527","DOIUrl":"https://doi.org/10.18235/0001527","url":null,"abstract":"Despite the growing interest in and proliferation of Bus Rapid Transit (BRT) systems around the world, their causal impacts on labor market outcomes remain unexplored. Reduced travel times for those who live near BRT stations or near feeder lines, may increase access to a wider array of job opportunities, potentially leading to increased rates of employment, access to higher quality (or formal) jobs, and increased labor hours and earnings. This paper assesses the effects of the Metropolitano, the BRT system in Lima (Peru), on individual-level job market outcomes. We rely on a difference-in-differences empirical strategy, based on comparing individuals who live close to the BRT system with a comparison group that lives farther from the system, before and after the system started to operate. We find large impacts on employment, hours worked and labor earnings for those individuals close to the BRT stations, but not for those who live close to the feeder lines. Despite the potential to connect poor populations, we find no evidence of impacts for populations living in lower income areas.","PeriodicalId":100779,"journal":{"name":"Journal of Energy Finance & Development","volume":"54 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90988707","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}
Abstract The green bond market has been growing rapidly worldwide since its debut in 2007. We present the first empirical study on the announcement returns and real effects of green bond issuance by firms in 28 countries during 2007–2017. After compiling a comprehensive international green bond dataset, we document that stock prices positively respond to green bond issuance. However, we do not find a consistently significant premium for green bonds, suggesting that the positive stock returns around green bond announcements are not fully driven by the lower cost of debt. Nevertheless, we show that institutional ownership, especially from domestic institutions, increases after the firm issues green bonds. Moreover, stock liquidity significantly improves upon the issuance of green bonds. Overall, our findings suggest that the firm's issuance of green bonds is beneficial to its existing shareholders.
{"title":"Do Shareholders Benefit from Green Bonds?","authors":"Dragon Yongjun Tang, Yupu Zhang","doi":"10.2139/ssrn.3259555","DOIUrl":"https://doi.org/10.2139/ssrn.3259555","url":null,"abstract":"Abstract The green bond market has been growing rapidly worldwide since its debut in 2007. We present the first empirical study on the announcement returns and real effects of green bond issuance by firms in 28 countries during 2007–2017. After compiling a comprehensive international green bond dataset, we document that stock prices positively respond to green bond issuance. However, we do not find a consistently significant premium for green bonds, suggesting that the positive stock returns around green bond announcements are not fully driven by the lower cost of debt. Nevertheless, we show that institutional ownership, especially from domestic institutions, increases after the firm issues green bonds. Moreover, stock liquidity significantly improves upon the issuance of green bonds. Overall, our findings suggest that the firm's issuance of green bonds is beneficial to its existing shareholders.","PeriodicalId":100779,"journal":{"name":"Journal of Energy Finance & Development","volume":"133 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-11-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73223000","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}
Malcolm P. Baker, Daniel Bergstresser, George Serafeim, Jeffrey Wurgler
We study green bonds, which are bonds whose proceeds are used for environmentally sensitive purposes. After an overview of the U.S. corporate and municipal green bonds markets, we study pricing and ownership patterns using a simple framework that incorporates assets with nonpecuniary utility. As predicted, we find that green municipal bonds are issued at a premium to otherwise similar ordinary bonds. We also confirm that green bonds, particularly small or essentially riskless ones, are more closely held than ordinary bonds. These pricing and ownership effects are strongest for bonds that are externally certified as green.
{"title":"Financing the Response to Climate Change: The Pricing and Ownership of U.S. Green Bonds","authors":"Malcolm P. Baker, Daniel Bergstresser, George Serafeim, Jeffrey Wurgler","doi":"10.2139/SSRN.3275327","DOIUrl":"https://doi.org/10.2139/SSRN.3275327","url":null,"abstract":"We study green bonds, which are bonds whose proceeds are used for environmentally sensitive purposes. After an overview of the U.S. corporate and municipal green bonds markets, we study pricing and ownership patterns using a simple framework that incorporates assets with nonpecuniary utility. As predicted, we find that green municipal bonds are issued at a premium to otherwise similar ordinary bonds. We also confirm that green bonds, particularly small or essentially riskless ones, are more closely held than ordinary bonds. These pricing and ownership effects are strongest for bonds that are externally certified as green.","PeriodicalId":100779,"journal":{"name":"Journal of Energy Finance & Development","volume":"45 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87274776","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}
Retailers co-locate with rivals to take advantage of economies of agglomeration even though co-location implies greater competition. Using data on all new car transactions registered in Ohio from 2007 to 2014, we estimate a structural model of consumer search for spatially dif- ferentiated products that explicitly captures the agglomeration and competition effects of retail co-location. Search frictions generate an average of $333 per car in dealer markups. Agglom- eration implies that dealer closures could harm incumbent co-located dealers, even though the incumbent dealers would face less competition. Our results inform the recent policy debate surrounding the massive downsizing of car retail networks and highlight the role of contagion in brick-and-mortar retailing.
{"title":"Consumer Search and Automobile Dealer Co-Location","authors":"C. Murry, Yiyi Zhou","doi":"10.2139/ssrn.2623208","DOIUrl":"https://doi.org/10.2139/ssrn.2623208","url":null,"abstract":"Retailers co-locate with rivals to take advantage of economies of agglomeration even though co-location implies greater competition. Using data on all new car transactions registered in Ohio from 2007 to 2014, we estimate a structural model of consumer search for spatially dif- ferentiated products that explicitly captures the agglomeration and competition effects of retail co-location. Search frictions generate an average of $333 per car in dealer markups. Agglom- eration implies that dealer closures could harm incumbent co-located dealers, even though the incumbent dealers would face less competition. Our results inform the recent policy debate surrounding the massive downsizing of car retail networks and highlight the role of contagion in brick-and-mortar retailing.","PeriodicalId":100779,"journal":{"name":"Journal of Energy Finance & Development","volume":"30 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82808092","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}
Against the background of a growing share of renewable energies and the ensuing fluctuations in electricity supply, domestic energy storage poses a promising option to foster flexible electricity demand and grid-stabilising self-supply. Understanding the determinants of adoption decisions regarding energy storage is therefore essential to enable targeted measures to promote their diffusion. This paper presents an in-depth analysis of motivational and psychological factors as well as product characteristics that affect the willingness to adopt domestic energy storage based on a selective sample focused on solar panel owners as the main energy storage target group. We find that potential adopters differ systematically in their evaluation of economic and non-economic utility aspects of domestic energy storage. Using correlation-based average linkage clustering, we identify four distinct types of storage adopters, namely finance-oriented, security-oriented, idealistic and multilaterally oriented households. The results of random forest analysis further reveal that adoption motives and the willingness to adopt vary substantially among the different types. We show that the most promising future adopters can be predicted based solely on observable characteristics. Our findings emphasise that segment-specific policy strategies and support mechanisms are needed to stimulate energy storage adoption to pave the way for a sustainable energy system.
{"title":"Diffusion of Green Innovations: The Role of Consumer Characteristics for Domestic Energy Storage Adoption","authors":"Veronika Grimm, Sandra Kretschmer, S. Mehl","doi":"10.2139/ssrn.3122235","DOIUrl":"https://doi.org/10.2139/ssrn.3122235","url":null,"abstract":"Against the background of a growing share of renewable energies and the ensuing fluctuations in electricity supply, domestic energy storage poses a promising option to foster flexible electricity demand and grid-stabilising self-supply. Understanding the determinants of adoption decisions regarding energy storage is therefore essential to enable targeted measures to promote their diffusion. This paper presents an in-depth analysis of motivational and psychological factors as well as product characteristics that affect the willingness to adopt domestic energy storage based on a selective sample focused on solar panel owners as the main energy storage target group. We find that potential adopters differ systematically in their evaluation of economic and non-economic utility aspects of domestic energy storage. Using correlation-based average linkage clustering, we identify four distinct types of storage adopters, namely finance-oriented, security-oriented, idealistic and multilaterally oriented households. The results of random forest analysis further reveal that adoption motives and the willingness to adopt vary substantially among the different types. We show that the most promising future adopters can be predicted based solely on observable characteristics. Our findings emphasise that segment-specific policy strategies and support mechanisms are needed to stimulate energy storage adoption to pave the way for a sustainable energy system.","PeriodicalId":100779,"journal":{"name":"Journal of Energy Finance & Development","volume":"75 1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85318016","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}
In the wake of historical and political events, stakeholder pressure can trigger shareholders to divest from politically incorrect markets with the goal of accomplishing socio-political change. As a comparative study, this paper reviews political divestiture to provide a theoretical framework for divestiture in the age of global warming. Six studies of political divestiture from Apartheid South Africa were meta-synthesized to find a pattern of stakeholder pressure, political divestiture and corporate endeavors. Some studies suggest a positive, others a negative impact and even no relation of political divestiture and corporate value was reported. The instringent findings are attributed to methodological difficulties. The findings aid in drawing inferences on the transition into renewable energies and implementation of climate stability bonds.
{"title":"When Investors Care About Causes: Learning from Political Divestiture During Apartheid and the Sudan Crises for the Transition to Renewable Energy via Green Bonds","authors":"Julia M. Puaschunder","doi":"10.2139/SSRN.3178222","DOIUrl":"https://doi.org/10.2139/SSRN.3178222","url":null,"abstract":"In the wake of historical and political events, stakeholder pressure can trigger shareholders to divest from politically incorrect markets with the goal of accomplishing socio-political change. As a comparative study, this paper reviews political divestiture to provide a theoretical framework for divestiture in the age of global warming. Six studies of political divestiture from Apartheid South Africa were meta-synthesized to find a pattern of stakeholder pressure, political divestiture and corporate endeavors. Some studies suggest a positive, others a negative impact and even no relation of political divestiture and corporate value was reported. The instringent findings are attributed to methodological difficulties. The findings aid in drawing inferences on the transition into renewable energies and implementation of climate stability bonds.","PeriodicalId":100779,"journal":{"name":"Journal of Energy Finance & Development","volume":"42 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-05-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81695198","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}
We study the dynamics of residential electricity demand by exploiting a natural experiment that produced large and long-lasting price changes in over 250 Illinois communities. Using a flexible difference-in-difference matching approach, we estimate that the price elasticity of demand grows from − 0.09 in the first six months to − 0.27 two years later. We find similar results with a dynamic model in which usage is a function of past and future prices. Our findings highlight the importance of accounting for consumption dynamics when evaluating energy policy. (JEL L94, L98, Q41, Q48)
{"title":"The Long-Run Dynamics of Electricity Demand: Evidence From Municipal Aggregation","authors":"T. Deryugina, Alexander Mackay, J. Reif","doi":"10.2139/ssrn.3274708","DOIUrl":"https://doi.org/10.2139/ssrn.3274708","url":null,"abstract":"We study the dynamics of residential electricity demand by exploiting a natural experiment that produced large and long-lasting price changes in over 250 Illinois communities. Using a flexible difference-in-difference matching approach, we estimate that the price elasticity of demand grows from − 0.09 in the first six months to − 0.27 two years later. We find similar results with a dynamic model in which usage is a function of past and future prices. Our findings highlight the importance of accounting for consumption dynamics when evaluating energy policy. (JEL L94, L98, Q41, Q48)","PeriodicalId":100779,"journal":{"name":"Journal of Energy Finance & Development","volume":"18 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2017-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87182133","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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