Studies in Economics and Finance最新文献

{"title":"Unraveling exogenous shocks, financial stress and US economic performance","authors":"Yi-Chia Wang, Hong-Lin Su","doi":"10.1108/sef-04-2024-0255","DOIUrl":"https://doi.org/10.1108/sef-04-2024-0255","url":null,"abstract":"<h3>Purpose</h3>\u0000<p>This study aims to investigate the dynamics between exogenous shocks, financial stress and economic performance in the USA from January 1995 to August 2023.</p><!--/ Abstract__block -->\u0000<h3>Design/methodology/approach</h3>\u0000<p>Granger-causality tests and impulse response analyses are used to examine causal relationships and dynamic responses among crude oil prices, real M2 money supply, financial stress and key economic indicators.</p><!--/ Abstract__block -->\u0000<h3>Findings</h3>\u0000<p>This study reveals a significant correlation between elevated financial stress and reduced real output, along with disruptions in the labor market, potentially leading to economic recessionary trends. Failure to address these challenges could perpetuate labor market difficulties, weaken capital accumulation within the loanable funds market and ultimately hinder long-term economic growth prospects in the USA.</p><!--/ Abstract__block -->\u0000<h3>Practical implications</h3>\u0000<p>This study offers insights for policymakers to mitigate financial stress. Recommendations include enhancing financial surveillance, strengthening regulatory frameworks, promoting economic diversification and implementing countercyclical policies to stabilize the economy and support labor markets. In addition, proactive monitoring of financial stress indicators can serve as early warning signals, aiding in timely interventions and effective risk management strategies.</p><!--/ Abstract__block -->\u0000<h3>Originality/value</h3>\u0000<p>This research provides a comprehensive analysis of how the financial stress index (FSI) mediates the effects of external shocks on the US economy, addressing a gap in existing literature. The integration of the FSI into the analysis enhances the understanding of the transmission channels through which external shocks influence the economy.</p><!--/ Abstract__block -->","PeriodicalId":45607,"journal":{"name":"Studies in Economics and Finance","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142180338","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}

{"title":"Influence of Ukrainian refugees on the exchange rate and stock market in neighboring countries","authors":"Catalin Gheorghe, Oana Panazan","doi":"10.1108/sef-04-2024-0210","DOIUrl":"https://doi.org/10.1108/sef-04-2024-0210","url":null,"abstract":"<h3>Purpose</h3>\u0000<p>As the onset of the Russia–Ukraine military conflict on February 24, 2022, individuals from Ukraine have been relocating in search of safety and refuge. This study aims to investigate how the influx of Ukrainian refugees has impacted the stock markets and exchange rates of Ukraine's neighboring states.</p><!--/ Abstract__block -->\u0000<h3>Design/methodology/approach</h3>\u0000<p>The authors focused on the neighboring countries that share a western border with Ukraine and have received the highest number of refugees: Hungary, Poland, Romania and Slovakia. The analysis covered the period from April 24 to December 31, 2022. After this period, the influence of the refugees is small, insignificant. Wavelet coherence, wavelet power spectrum and the time-varying parameter vector autoregressions method were used for data processing.</p><!--/ Abstract__block -->\u0000<h3>Findings</h3>\u0000<p>The key finding are as follows: a link exists between the dynamics of refugees from Ukraine and volatility of the stock indices and exchange rate of the host countries; volatility was significant in the first weeks after the start of the conflict in all the analyzed states; and the highest volatility was recorded in Hungary and Poland; the effect of refugees was stronger on stock indices than that on exchange rates.</p><!--/ Abstract__block -->\u0000<h3>Originality/value</h3>\u0000<p>To the best of the authors’ knowledge, it is the first research that presents the impact of refugees from Ukraine on stock markets and exchange rates volatility in the countries analyzed.</p><!--/ Abstract__block -->","PeriodicalId":45607,"journal":{"name":"Studies in Economics and Finance","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142180340","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}

{"title":"How do commodity futures respond to Ukraine–Russia, Taiwan Strait and Hamas–Israel crises? – An analysis using event study approach","authors":"António Miguel Martins","doi":"10.1108/sef-03-2024-0140","DOIUrl":"https://doi.org/10.1108/sef-03-2024-0140","url":null,"abstract":"Purpose\u0000The purpose of this study investigates the short-term market reaction of three commodity futures indices for four recent events of high geopolitical risk: the Ukraine–Russia war, the Taiwan Strait crisis and the Hamas terrorist attack on Israel.\u0000\u0000Design/methodology/approach\u0000The author examines three commodity futures indices at and around the beginning of four recent events of high geopolitical risk using an event study methodology.\u0000\u0000Findings\u0000The results show a positive abnormal return for the commodity futures indices for three of the four recent events considered in the analysis. The exception in terms of abnormal returns observed is the visit of US Speaker of the House Nancy Pelosi to Taiwan on August 2, 2022, which resulted in statistically significant negative abnormal returns in the commodity futures around the visit. The other three geopolitical events, by causing an increase of uncertainty level and supply-side constraints, led to a rise in the price of most commodity futures. This allowed commodity-exporting countries to achieve positive and statistically significant abnormal returns. Policy implications of our findings are discussed.\u0000\u0000Originality/value\u0000The effect of high geopolitical risk events on commodity futures indices has been relatively little examined in the financial theory. This study intends to fill this gap in the literature.\u0000","PeriodicalId":45607,"journal":{"name":"Studies in Economics and Finance","volume":null,"pages":null},"PeriodicalIF":2.3,"publicationDate":"2024-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141918986","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}

{"title":"How do commodity futures respond to Ukraine–Russia, Taiwan Strait and Hamas–Israel crises? – An analysis using event study approach","authors":"António Miguel Martins","doi":"10.1108/sef-03-2024-0140","DOIUrl":"https://doi.org/10.1108/sef-03-2024-0140","url":null,"abstract":"Purpose\u0000The purpose of this study investigates the short-term market reaction of three commodity futures indices for four recent events of high geopolitical risk: the Ukraine–Russia war, the Taiwan Strait crisis and the Hamas terrorist attack on Israel.\u0000\u0000Design/methodology/approach\u0000The author examines three commodity futures indices at and around the beginning of four recent events of high geopolitical risk using an event study methodology.\u0000\u0000Findings\u0000The results show a positive abnormal return for the commodity futures indices for three of the four recent events considered in the analysis. The exception in terms of abnormal returns observed is the visit of US Speaker of the House Nancy Pelosi to Taiwan on August 2, 2022, which resulted in statistically significant negative abnormal returns in the commodity futures around the visit. The other three geopolitical events, by causing an increase of uncertainty level and supply-side constraints, led to a rise in the price of most commodity futures. This allowed commodity-exporting countries to achieve positive and statistically significant abnormal returns. Policy implications of our findings are discussed.\u0000\u0000Originality/value\u0000The effect of high geopolitical risk events on commodity futures indices has been relatively little examined in the financial theory. This study intends to fill this gap in the literature.\u0000","PeriodicalId":45607,"journal":{"name":"Studies in Economics and Finance","volume":null,"pages":null},"PeriodicalIF":2.3,"publicationDate":"2024-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141919645","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}

{"title":"The ups and downs of oil prices: asymmetric impacts of oil price volatility on corporate environmental responsibility","authors":"M. Yaghoubi, Reza Yaghoubi","doi":"10.1108/sef-02-2024-0093","DOIUrl":"https://doi.org/10.1108/sef-02-2024-0093","url":null,"abstract":"\u0000Purpose\u0000This study aims to show the difference between the two types of oil price volatility resulting from either increases or decreases in oil prices and find evidence of the differential effect of oil price volatility on firms' environmental initiatives.\u0000\u0000\u0000Design/methodology/approach\u0000This paper examines how volatility in crude oil prices affect corporate environmental responsibility among US firms (excluding oil and gas producers) between 2002 and 2020, with a particular focus on the differential impact of oil price volatility.\u0000\u0000\u0000Findings\u0000The authors find that a one standard deviation increase in oil volatility resulting from positive changes in oil prices corresponds to a 12.7% decrease in environmental score, while the same increase in volatility from negative changes in oil prices leads to a 5.5% decrease in environmental score. Financial constraints are identified as a potential channel through which oil price volatility influences environmental activities. Specifically, a one standard deviation increase in oil volatility from positive price changes leads to an 18% decrease in environmental score for firms with high financial constraints, compared to an 8% decrease for firms with low financial constraints.\u0000\u0000\u0000Originality/value\u0000This study builds on the research of Phan et al. (2021) and Maghyereh and Abdoh (2020). Pan et al. reveal a negative association between oil price uncertainty and corporate social responsibility in the oil and gas sector, yet they overlook 1) the asymmetric impacts of oil price changes and sectoral disparities. Moreover, 2) their inclusion of a year-fixed effect undermines their findings’ reliability, as the oil price volatility variable remains constant across all firm-year observations, and including a year-fixed effect diminishes its explanatory power.\u0000","PeriodicalId":45607,"journal":{"name":"Studies in Economics and Finance","volume":null,"pages":null},"PeriodicalIF":2.3,"publicationDate":"2024-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141924833","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}

{"title":"Impact of the Russia–Ukraine War: evidence from G20 countries","authors":"Josua Tarigan, Monica Delia, Saarce Elsye Hatane","doi":"10.1108/sef-05-2023-0218","DOIUrl":"https://doi.org/10.1108/sef-05-2023-0218","url":null,"abstract":"<h3>Purpose</h3>\u0000<p>This paper aims to investigate the impact of geopolitical events of the Russia–Ukraine conflict on the stock market volatility of G20 countries. Furthermore, the paper also investigates the possible reasons for any similarities or differences in the results of the three sectors.</p><!--/ Abstract__block -->\u0000<h3>Design/methodology/approach</h3>\u0000<p>This paper measures the impact of the stock market sectoral index price (SIP) by using the daily closing price as a dependent variable. In addition, this study uses three independent variables: geopolitical risk (GPR), commodity price (CP) and foreign exchange rate (FER). Seventeen countries from the G20 are analyzed using a daily timeframe from September 2021 to August 2022 (before and during the Russian invasion).</p><!--/ Abstract__block -->\u0000<h3>Findings</h3>\u0000<p>The results revealed that FER, CP and GPR all affect SIP, but the level of significance and positive/negative signs vary in all three sectors. The positive FER affects SIP in all sectors, while the negative CP and GPR significantly impact SIP in the energy and transportation sectors.</p><!--/ Abstract__block -->\u0000<h3>Research limitations/implications</h3>\u0000<p>This study’s research model is more suited for transportation and energy than consumer goods. Future researchers can enhance the research model for the consumer goods sector by incorporating additional variables to understand their relationship with SIP better.</p><!--/ Abstract__block -->\u0000<h3>Originality/value</h3>\u0000<p>This study explores the impact of the Russia–Ukraine conflict on the stock market in G20 countries, focusing on the top three most affected sectors.</p><!--/ Abstract__block -->","PeriodicalId":45607,"journal":{"name":"Studies in Economics and Finance","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141784780","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}

{"title":"Understanding cryptocurrency investment behaviour in Jordan: an examination of motivational drivers through the lens of the UTAUT2 model","authors":"Sultan Alzyoud, Hashem Alshurafat, Ibrahim N. Khatatbeh","doi":"10.1108/sef-02-2024-0088","DOIUrl":"https://doi.org/10.1108/sef-02-2024-0088","url":null,"abstract":"\u0000Purpose\u0000This study aims to explore the factors affecting investment behaviour in cryptocurrencies among Jordanian investors. Specifically, it aims to assess how various motivational and behavioural drivers impact the intention to use cryptocurrencies, grounded in the Unified Theory of Acceptance and Use of Technology 2 (UTAUT2) framework. The choice of Jordan as the research context is particularly relevant due to the lack of adequate regulations on cryptocurrency investment.\u0000\u0000\u0000Design/methodology/approach\u0000This study uses a quantitative research approach, using an online survey as the primary method for data collection. The final data set consists of 285 responses collected through a self-administered questionnaire to cryptocurrency users in Jordan. Next, structural equation modelling (SEM) was used to test the developed theoretical framework based on the UTAUT2 model.\u0000\u0000\u0000Findings\u0000The findings reveal that performance expectancy, trust, hedonic motivation and price value significantly enhance the intention to invest in cryptocurrencies, with performance expectancy acting as a mediator. Effort expectancy is not directly related to behavioural intention; however, it positively impacts performance expectancy, validating the mediation hypothesis. Trust affects both the intention to use and the performance expectancy, reinforcing its role as a mediator in cryptocurrency adoption. Hedonic motivation and price value also positively affect the intention to use cryptocurrency. In contrast, social influence and facilitating conditions do not significantly impact behavioural intention, suggesting that cryptocurrency adoption decisions are less influenced by external opinions or the availability of necessary conditions. The findings also show that the demographic profiles of the cryptocurrency users were young, educated males, which suggests a demographic skew in cryptocurrency usage in Jordan.\u0000\u0000\u0000Originality/value\u0000This study innovatively adapts the UTAUT2 model, focusing on the mediating role of performance expectancy between effort expectancy, trust, and behavioural intention. This study pioneers by examining the mediation effect of performance expectancy, showing how users' ease in using cryptocurrencies positively affects their belief in positive outcomes, subsequently influencing their behavioural intention to use cryptocurrencies. Moreover, this study sheds light on the factors driving cryptocurrency adoption in developing countries like Jordan. It also underscores the demographic trends in cryptocurrency use and proposes targeted recommendations for policymakers and cryptocurrency platforms to foster more inclusive and informed investment environments.\u0000","PeriodicalId":45607,"journal":{"name":"Studies in Economics and Finance","volume":null,"pages":null},"PeriodicalIF":2.3,"publicationDate":"2024-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141812819","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}

{"title":"Directional connectedness between the electricity prices and natural gas prices: evidence from Alberta’s electricity market","authors":"Andrés Oviedo-Gómez, Sandra Milena Londoño-Hernández, Diego Fernando Manotas-Duque","doi":"10.1108/sef-04-2024-0203","DOIUrl":"https://doi.org/10.1108/sef-04-2024-0203","url":null,"abstract":"<h3>Purpose</h3>\u0000<p>This study aims to assess volatility spillovers and directional connectedness between electricity (EPs) and natural gas prices (GPs) in the Canadian electricity market, based on a hydrothermal power generation market strongly dependent on exogenous variables such as fossil fuel prices and climatology factors.</p><!--/ Abstract__block -->\u0000<h3>Design/methodology/approach</h3>\u0000<p>The methodology is divided into two stages. First, a quantile vector autoregression model is used to evaluate the direction and magnitude of the influence between natural gas and electricity prices through different quantiles of their distributions. Second, a cross-quantilogram is estimated to measure the directional predictability between these prices. The data set consists of daily electricity and natural gas prices between January 2015 and December 2023.</p><!--/ Abstract__block -->\u0000<h3>Findings</h3>\u0000<p>The main finding shows that electricity prices are pure shock receivers of volatility from natural gas prices for the different quantiles. In this way, natural gas price fluctuations explain 0.20%, 0.98% and 22.72% of electricity price volatility for the 10th, 50th and 90th quantiles, respectively. On the other hand, a significant and positive correlation is observed in the high quantiles of the electricity prices for any natural gas price value.</p><!--/ Abstract__block -->\u0000<h3>Originality/value</h3>\u0000<p>The study described the risk to the electricity market caused by nonrenewable source price fluctuations and provided evidence for designing regulatory policies to reduce its exposure in Alberta, Canada. It also allows us to understand the importance of natural gas in the energy transition process and define it as the fundamental determinant of the electricity market dynamic.</p><!--/ Abstract__block -->","PeriodicalId":45607,"journal":{"name":"Studies in Economics and Finance","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-07-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141575927","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}

{"title":"How do ESG challenges affect default risk? An empirical analysis from the global banking sector perspective","authors":"Zbigniew Korzeb, Renata Karkowska, Anna Matysek-Jędrych, Paweł Niedziółka","doi":"10.1108/sef-09-2023-0540","DOIUrl":"https://doi.org/10.1108/sef-09-2023-0540","url":null,"abstract":"<h3>Purpose</h3>\u0000<p>A review of the literature provides a solid reason to believe that an increase in environmental, social and corporate governance (ESG) activities have a positive impact on banks’ default risk (DR). However, the increasing impact of climate risk on credit, operational and market risks, as well as the reduced availability of funding for banks that underperform in terms of ESG risk, is a concern. Therefore, the purpose of this study is to verify the relevance of the implementation of ESG policies to a bank’s DR, against the background of macroeconomic and bank-specific factors.</p><!--/ Abstract__block -->\u0000<h3>Design/methodology/approach</h3>\u0000<p>Using a data set of 303 commercial banks from 61 countries from 2012 to 2021 and a panel regression methodology, the empirical importance of ESG activities for bank DR is documented. The two-stage generalized method of moments estimator was used to test the research questions.</p><!--/ Abstract__block -->\u0000<h3>Findings</h3>\u0000<p>Comparing different factors, the results highlight the positive impact of ESG activities on the bank’s DR. However, this relationship varies according to the specific pillars of the bank’s sustainability policies and changes into negative ones.</p><!--/ Abstract__block -->\u0000<h3>Originality/value</h3>\u0000<p>This paper fits the domain of DR management research, investigating whether ESG performance affects bank DR while controlling macroeconomic and market drivers. Prior literature has shown evidence on the relationship between macro and market forces and a bank’s risk profile while a limited one on the non-market drivers. The main contribution is to consider ESG (in total and as separate pillars) as independent drivers of the bank risk profile.</p><!--/ Abstract__block -->","PeriodicalId":45607,"journal":{"name":"Studies in Economics and Finance","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141550640","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}

{"title":"Altcoins as safe havens for bitcoin investors","authors":"Jin Cai, Gerard Pinto","doi":"10.1108/sef-01-2024-0026","DOIUrl":"https://doi.org/10.1108/sef-01-2024-0026","url":null,"abstract":"<h3>Purpose</h3>\u0000<p>This paper aims to improve how investors can better manage their exposure to bitcoin (BTC), given the growing importance of BTC and the accompanying high volatility of BTC. This paper tests whether altcoins can serve as safe havens and diversifiers against exposure to BTC.</p><!--/ Abstract__block -->\u0000<h3>Design/methodology/approach</h3>\u0000<p>Using daily returns of altcoins and BTC from 2014 to early 2022, this paper examines the relationship between altcoins and BTC in a GARCH regression framework.</p><!--/ Abstract__block -->\u0000<h3>Findings</h3>\u0000<p>This paper finds that altcoins act as reliable safe havens during periods of extremely negative BTC returns and provide BTC investors with diversification benefits during normal periods. The safe haven effect of altcoins is superior to that of conventional assets. This paper presents evidence that this safe haven property of altcoins can be attributed to the informational efficiency channel, which arose from the increased adoption of BTC by institutional investors.</p><!--/ Abstract__block -->\u0000<h3>Research limitations/implications</h3>\u0000<p>The study uses a data set from 2014 to early 2022. While the sample is among the largest samples in the literature on crypto assets and includes adequate BTC tail events to test the hypotheses, it may not capture more recent changes in the crypto markets.</p><!--/ Abstract__block -->\u0000<h3>Practical implications</h3>\u0000<p>The findings suggest that BTC investors can enjoy diversification and safe haven protections by including altcoins in their portfolios.</p><!--/ Abstract__block -->\u0000<h3>Originality/value</h3>\u0000<p>This paper’s focus on alternative cryptocurrencies (altcoins) as potential diversifiers and safe havens is original. The hypothesis about altcoins being better alternatives during extreme negative movements in BTC prices is a unique contribution. The test of the role of the information efficiency channel further enhances the paper’s originality.</p><!--/ Abstract__block -->","PeriodicalId":45607,"journal":{"name":"Studies in Economics and Finance","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2024-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141550641","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}