{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,10]],"date-time":"2026-02-10T06:54:48Z","timestamp":1770706488993,"version":"3.49.0"},"reference-count":45,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2021,10,24]],"date-time":"2021-10-24T00:00:00Z","timestamp":1635033600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2021,10,24]],"date-time":"2021-10-24T00:00:00Z","timestamp":1635033600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Ann Oper Res"],"published-print":{"date-parts":[[2022,6]]},"DOI":"10.1007\/s10479-021-04283-x","type":"journal-article","created":{"date-parts":[[2021,10,24]],"date-time":"2021-10-24T12:02:30Z","timestamp":1635076950000},"page":"401-439","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":37,"title":["Portfolio optimization of financial commodities with energy futures"],"prefix":"10.1007","volume":"313","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-1048-6430","authenticated-orcid":false,"given":"Lu","family":"Wang","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ferhana","family":"Ahmad","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Gong-li","family":"Luo","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Muhammad","family":"Umar","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Dervis","family":"Kirikkaleli","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2021,10,24]]},"reference":[{"key":"4283_CR1","doi-asserted-by":"publisher","first-page":"528","DOI":"10.1016\/j.eneco.2014.08.015","volume":"45","author":"J Arreola Hernandez","year":"2014","unstructured":"Arreola Hernandez, J. (2014). Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization. Energy Economics, 45, 528\u2013536. https:\/\/doi.org\/10.1016\/j.eneco.2014.08.015","journal-title":"Energy Economics"},{"issue":"4","key":"4283_CR2","doi-asserted-by":"publisher","first-page":"115","DOI":"10.1257\/0895330042632708","volume":"18","author":"RB Barsky","year":"2004","unstructured":"Barsky, R. B., & Kilian, L. (2004). Oil and the macroeconomy since the 1970s. Journal of Economic Perspectives, 18(4), 115\u2013134. https:\/\/doi.org\/10.1257\/0895330042632708","journal-title":"Journal of Economic Perspectives"},{"key":"4283_CR3","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1016\/j.jbankfin.2015.06.021","volume":"60","author":"W Bessler","year":"2015","unstructured":"Bessler, W., & Wolff, D. (2015). Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies. Journal of Banking and Finance, 60, 1\u201320. https:\/\/doi.org\/10.1016\/j.jbankfin.2015.06.021","journal-title":"Journal of Banking and Finance"},{"issue":"3","key":"4283_CR4","doi-asserted-by":"publisher","first-page":"12","DOI":"10.3905\/jpm.9.3.12","volume":"9","author":"Z Bodie","year":"1983","unstructured":"Bodie, Z. (1983). Commodity futures as a hedge against inflation. The Journal of Portfolio Management, 9(3), 12\u201317. https:\/\/doi.org\/10.3905\/jpm.9.3.12","journal-title":"The Journal of Portfolio Management"},{"issue":"3","key":"4283_CR5","doi-asserted-by":"publisher","first-page":"27","DOI":"10.2469\/faj.v36.n3.27","volume":"36","author":"Z Bodie","year":"1980","unstructured":"Bodie, Z., & Rosansky, V. I. (1980). Risk and Return in Commodity Futures. Financial Analysts Journal, 36(3), 27\u201339. https:\/\/doi.org\/10.2469\/faj.v36.n3.27","journal-title":"Financial Analysts Journal"},{"issue":"1","key":"4283_CR6","doi-asserted-by":"publisher","first-page":"213","DOI":"10.1007\/s10479-012-1165-7","volume":"205","author":"F Cesarone","year":"2013","unstructured":"Cesarone, F., Scozzari, A., & Tardella, F. (2013). A new method for mean-variance portfolio optimization with cardinality constraints. Annals of Operations Research, 205(1), 213\u2013234. https:\/\/doi.org\/10.1007\/s10479-012-1165-7","journal-title":"Annals of Operations Research"},{"key":"4283_CR7","doi-asserted-by":"publisher","first-page":"64","DOI":"10.1016\/j.eneco.2018.09.024","volume":"76","author":"S Chai","year":"2018","unstructured":"Chai, S., & Zhou, P. (2018). The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. Energy Economics, 76, 64\u201375. https:\/\/doi.org\/10.1016\/j.eneco.2018.09.024","journal-title":"Energy Economics"},{"issue":"5","key":"4283_CR8","doi-asserted-by":"publisher","first-page":"912","DOI":"10.1016\/j.eneco.2011.01.009","volume":"33","author":"CL Chang","year":"2011","unstructured":"Chang, C. L., McAleer, M., & Tansuchat, R. (2011). Crude oil hedging strategies using dynamic multivariate GARCH. Energy Economics, 33(5), 912\u2013923. https:\/\/doi.org\/10.1016\/j.eneco.2011.01.009","journal-title":"Energy Economics"},{"issue":"5","key":"4283_CR9","doi-asserted-by":"publisher","first-page":"451","DOI":"10.1016\/j.intfin.2010.06.003","volume":"20","author":"CS Cheung","year":"2010","unstructured":"Cheung, C. S., Miu, P., Cheung, C. S., & Miu, P. (2010). Diversification benefits of commodity futures. Journal of International Financial Markets, Institutions and Money, 20(5), 451\u2013474.","journal-title":"Journal of International Financial Markets, Institutions and Money"},{"key":"4283_CR10","doi-asserted-by":"crossref","unstructured":"Chong, J., & Miffre, J. (2010). Conditional correlation and Volatility in Commodity Futures and Traditional Asset Markets. Journal of Alternative Investments.","DOI":"10.3905\/JAI.2010.12.3.061"},{"key":"4283_CR11","doi-asserted-by":"publisher","DOI":"10.1016\/j.eneco.2020.104847","volume":"90","author":"AH Elsayed","year":"2020","unstructured":"Elsayed, A. H., Nasreen, S., & Tiwari, A. K. (2020). Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies. Energy Economics, 90, 104847. https:\/\/doi.org\/10.1016\/j.eneco.2020.104847","journal-title":"Energy Economics"},{"issue":"1","key":"4283_CR12","doi-asserted-by":"publisher","first-page":"191","DOI":"10.1007\/s10479-009-0515-6","volume":"176","author":"FJ Fabozzi","year":"2010","unstructured":"Fabozzi, F. J., Huang, D., & Zhou, G. (2010). Robust portfolios: Contributions from operations research and finance. Annals of Operations Research, 176(1), 191\u2013220. https:\/\/doi.org\/10.1007\/s10479-009-0515-6","journal-title":"Annals of Operations Research"},{"issue":"2","key":"4283_CR13","doi-asserted-by":"publisher","first-page":"257","DOI":"10.1016\/j.eneco.2009.05.015","volume":"32","author":"V Galvani","year":"2010","unstructured":"Galvani, V., & Plourde, A. (2010). Portfolio diversification in energy markets. Energy Economics, 32(2), 257\u2013268. https:\/\/doi.org\/10.1016\/j.eneco.2009.05.015","journal-title":"Energy Economics"},{"key":"4283_CR14","doi-asserted-by":"publisher","first-page":"5","DOI":"10.1016\/j.eneco.2015.05.021","volume":"53","author":"H Gatfaoui","year":"2016","unstructured":"Gatfaoui, H. (2016). Linking the gas and oil markets with the stock market: Investigating the U.S. relationship. Energy Economics, 53, 5\u201316. https:\/\/doi.org\/10.1016\/j.eneco.2015.05.021","journal-title":"Energy Economics"},{"key":"4283_CR15","doi-asserted-by":"publisher","first-page":"132","DOI":"10.1016\/j.eneco.2018.12.013","volume":"80","author":"H Gatfaoui","year":"2019","unstructured":"Gatfaoui, H. (2019). Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. Energy Economics, 80, 132\u2013152. https:\/\/doi.org\/10.1016\/j.eneco.2018.12.013","journal-title":"Energy Economics"},{"issue":"12","key":"4283_CR16","doi-asserted-by":"publisher","first-page":"2553","DOI":"10.1016\/j.jbankfin.2008.04.002","volume":"32","author":"H Geman","year":"2008","unstructured":"Geman, H., & Kharoubi, C. (2008). WTI crude oil Futures in portfolio diversification: The time-to-maturity effect. Journal of Banking and Finance, 32(12), 2553\u20132559. https:\/\/doi.org\/10.1016\/j.jbankfin.2008.04.002","journal-title":"Journal of Banking and Finance"},{"issue":"2","key":"4283_CR17","doi-asserted-by":"publisher","first-page":"47","DOI":"10.2469\/faj.v62.n2.4083","volume":"62","author":"G Gorton","year":"2006","unstructured":"Gorton, G., & Geert Rouwenhorst, K. (2006). Facts and fantasies about commodity futures. Financial Analysts Journal, 62(2), 47\u201368. https:\/\/doi.org\/10.2469\/faj.v62.n2.4083","journal-title":"Financial Analysts Journal"},{"issue":"1\u20132","key":"4283_CR18","doi-asserted-by":"publisher","first-page":"203","DOI":"10.1007\/s10479-016-2380-4","volume":"267","author":"JB Guerard","year":"2018","unstructured":"Guerard, J. B., Markowitz, H., Xu, G., & Wang, Z. (2018). Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth. Annals of Operations Research, 267(1\u20132), 203\u2013219. https:\/\/doi.org\/10.1007\/s10479-016-2380-4","journal-title":"Annals of Operations Research"},{"key":"4283_CR19","doi-asserted-by":"publisher","DOI":"10.1007\/s10479-020-03680-y","author":"TLD Huynh","year":"2020","unstructured":"Huynh, T. L. D., Shahbaz, M., Nasir, M. A., & Ullah, S. (2020). Financial modelling, risk management of energy instruments and the role of cryptocurrencies. Annals of Operations Research. https:\/\/doi.org\/10.1007\/s10479-020-03680-y","journal-title":"Annals of Operations Research"},{"issue":"5","key":"4283_CR20","doi-asserted-by":"publisher","first-page":"489","DOI":"10.1002\/(SICI)1096-9934(200005)20:5<489::AID-FUT5>3.0.CO;2-A","volume":"20","author":"GR Jensen","year":"2000","unstructured":"Jensen, G. R., Johnson, R. R., & Mercer, J. M. (2000). Efficient use of commodity futures in diversified portfolios. Journal of Futures Markets, 20(5), 489\u2013506. https:\/\/doi.org\/10.1002\/(SICI)1096-9934(200005)20:5%3c489::AID-FUT5%3e3.0.CO;2-A","journal-title":"Journal of Futures Markets"},{"key":"4283_CR21","doi-asserted-by":"publisher","DOI":"10.2307\/2296076","author":"LL Johnson","year":"1960","unstructured":"Johnson, L. L. (1960). The theory of hedging and speculation in commodity futures. Review of Economic Studies. https:\/\/doi.org\/10.2307\/2296076","journal-title":"Review of Economic Studies"},{"key":"4283_CR22","doi-asserted-by":"publisher","first-page":"19","DOI":"10.1016\/j.eneco.2016.12.011","volume":"62","author":"SH Kang","year":"2017","unstructured":"Kang, S. H., McIver, R., & Yoon, S. M. (2017). Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. Energy Economics, 62, 19\u201332. https:\/\/doi.org\/10.1016\/j.eneco.2016.12.011","journal-title":"Energy Economics"},{"key":"4283_CR23","doi-asserted-by":"publisher","first-page":"22","DOI":"10.1016\/j.resourpol.2019.03.004","volume":"62","author":"R Khalfaoui","year":"2019","unstructured":"Khalfaoui, R., Sarwar, S., & Tiwari, A. K. (2019). Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management. Resources Policy, 62, 22\u201332. https:\/\/doi.org\/10.1016\/j.resourpol.2019.03.004","journal-title":"Resources Policy"},{"issue":"1","key":"4283_CR24","doi-asserted-by":"publisher","first-page":"165","DOI":"10.1007\/BF02282047","volume":"45","author":"AJ King","year":"1993","unstructured":"King, A. J. (1993). Asymmetric risk measures and tracking models for portfolio optimization under uncertainty. Annals of Operations Research, 45(1), 165\u2013177. https:\/\/doi.org\/10.1007\/BF02282047","journal-title":"Annals of Operations Research"},{"issue":"4","key":"4283_CR25","doi-asserted-by":"publisher","first-page":"383","DOI":"10.1002\/fut.3990070404","volume":"7","author":"H Levy","year":"1987","unstructured":"Levy, H. (1987). Futures, spots, stocks and bonds: Multi-asset portfolio analysis. Journal of Futures Markets, 7(4), 383\u2013395. https:\/\/doi.org\/10.1002\/fut.3990070404","journal-title":"Journal of Futures Markets"},{"key":"4283_CR26","doi-asserted-by":"publisher","DOI":"10.1007\/s10479-020-03554-3","author":"K Liagkouras","year":"2020","unstructured":"Liagkouras, K., Metaxiotis, K., & Tsihrintzis, G. (2020). Incorporating environmental and social considerations into the portfolio optimization process. Annals of Operations Research. https:\/\/doi.org\/10.1007\/s10479-020-03554-3","journal-title":"Annals of Operations Research"},{"issue":"5","key":"4283_CR27","doi-asserted-by":"publisher","first-page":"1447","DOI":"10.1016\/j.eneco.2012.06.015","volume":"34","author":"Q Liu","year":"2012","unstructured":"Liu, Q., & Tu, A. H. (2012). Jump spillovers in energy futures markets: Implications for diversification benefits. Energy Economics, 34(5), 1447\u20131464. https:\/\/doi.org\/10.1016\/j.eneco.2012.06.015","journal-title":"Energy Economics"},{"key":"4283_CR28","doi-asserted-by":"crossref","unstructured":"Markowitz, H. (1952). Portfolio Selection. The Journal of Finance (Vol. 7).","DOI":"10.2307\/2975974"},{"issue":"1\u20134","key":"4283_CR29","doi-asserted-by":"publisher","first-page":"143","DOI":"10.1023\/A:1018980308807","volume":"97","author":"W Ogryczak","year":"2000","unstructured":"Ogryczak, W. (2000). Multiple criteria linear programming model for portfolio selection. Annals of Operations Research, 97(1\u20134), 143\u2013162. https:\/\/doi.org\/10.1023\/A:1018980308807","journal-title":"Annals of Operations Research"},{"key":"4283_CR30","doi-asserted-by":"publisher","DOI":"10.1016\/j.resourpol.2019.101456","volume":"63","author":"MU Rehman","year":"2019","unstructured":"Rehman, M. U., Bouri, E., Eraslan, V., & Kumar, S. (2019). Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market. Resources Policy, 63, 101456. https:\/\/doi.org\/10.1016\/j.resourpol.2019.101456","journal-title":"Resources Policy"},{"key":"4283_CR31","doi-asserted-by":"publisher","first-page":"72","DOI":"10.1016\/j.eneco.2014.02.014","volume":"43","author":"P Sadorsky","year":"2014","unstructured":"Sadorsky, P. (2014). Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat. Energy Economics, 43, 72\u201381. https:\/\/doi.org\/10.1016\/j.eneco.2014.02.014","journal-title":"Energy Economics"},{"key":"4283_CR32","doi-asserted-by":"publisher","first-page":"479","DOI":"10.1016\/j.resourpol.2018.04.010","volume":"61","author":"S Sarwar","year":"2019","unstructured":"Sarwar, S., Khalfaoui, R., Waheed, R., & Dastgerdi, H. G. (2019a). Volatility spillovers and hedging: Evidence from Asian oil-importing countries. Resources Policy, 61, 479\u2013488. https:\/\/doi.org\/10.1016\/j.resourpol.2018.04.010","journal-title":"Resources Policy"},{"key":"4283_CR33","doi-asserted-by":"publisher","first-page":"217","DOI":"10.1016\/j.eneco.2018.11.021","volume":"78","author":"S Sarwar","year":"2019","unstructured":"Sarwar, S., Shahbaz, M., Anwar, A., & Tiwari, A. K. (2019b). The importance of oil assets for portfolio optimization: The analysis of firm level stocks. Energy Economics, 78, 217\u2013234. https:\/\/doi.org\/10.1016\/j.eneco.2018.11.021","journal-title":"Energy Economics"},{"key":"4283_CR34","doi-asserted-by":"publisher","DOI":"10.1016\/j.resourpol.2020.101608","volume":"66","author":"S Sarwar","year":"2020","unstructured":"Sarwar, S., Tiwari, A. K., & Tingqiu, C. (2020). Analyzing volatility spillovers between oil market and Asian stock markets. Resources Policy, 66, 101608. https:\/\/doi.org\/10.1016\/j.resourpol.2020.101608","journal-title":"Resources Policy"},{"issue":"4","key":"4283_CR35","first-page":"1905","volume":"38","author":"S Sarwar","year":"2018","unstructured":"Sarwar, S., Waheed, R., Amir, M., Khalid, M., Sarwar, S., Waheed, R., et al. (2018). Role of Energy on Economy The Case of Micro to Macro Level Analysis. Economics Bulletin, 38(4), 1905\u20131926.","journal-title":"Economics Bulletin"},{"issue":"S1","key":"4283_CR36","doi-asserted-by":"publisher","first-page":"119","DOI":"10.1086\/294846","volume":"39","author":"WF Sharpe","year":"1966","unstructured":"Sharpe, W. F. (1966). Mutual Fund Performance. The Journal of Business, 39(S1), 119. https:\/\/doi.org\/10.1086\/294846","journal-title":"The Journal of Business"},{"key":"4283_CR37","doi-asserted-by":"publisher","first-page":"120178","DOI":"10.1016\/j.techfore.2020.120178","volume":"158","author":"C-W Su","year":"2020","unstructured":"Su, C.-W., Qin, M., Tao, R., & Umar, M. (2020). Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment? Technological Forecasting and Social Change, 158, 120178. https:\/\/doi.org\/10.1016\/j.techfore.2020.120178","journal-title":"Technological Forecasting and Social Change"},{"key":"4283_CR38","doi-asserted-by":"publisher","DOI":"10.1016\/j.resourpol.2021.102111","volume":"72","author":"C-W Su","year":"2021","unstructured":"Su, C.-W., Sun, T., Ahmad, S., & Mirza, N. (2021). Does institutional quality and remittances inflow crowd-in private investment to avoid Dutch Disease? A case for emerging seven (E7) economies. Resources Policy, 72, 102111. https:\/\/doi.org\/10.1016\/j.resourpol.2021.102111","journal-title":"Resources Policy"},{"key":"4283_CR39","doi-asserted-by":"publisher","DOI":"10.1016\/j.techfore.2020.120421","author":"R Tao","year":"2020","unstructured":"Tao, R., Su, C.-W., Xiao, Y., Dai, K., & Khalid, F. (2020). Robo advisors, algorithmic trading and investment management: Wonders of fourth industrial revolution in financial markets. Technological Forecasting and Social Change. https:\/\/doi.org\/10.1016\/j.techfore.2020.120421","journal-title":"Technological Forecasting and Social Change"},{"key":"4283_CR40","doi-asserted-by":"publisher","DOI":"10.1016\/j.qref.2021.04.016","author":"M Umar","year":"2021","unstructured":"Umar, M., Mirza, N., Rizvi, S. K. A., & Furqan, M. (2021a). Asymmetric volatility structure of equity returns: Evidence from an emerging market. The Quarterly Review of Economics and Finance. https:\/\/doi.org\/10.1016\/j.qref.2021.04.016","journal-title":"The Quarterly Review of Economics and Finance"},{"key":"4283_CR41","doi-asserted-by":"publisher","DOI":"10.1016\/j.techfore.2020.120450","volume":"163","author":"M Umar","year":"2021","unstructured":"Umar, M., Rizvi, S. K. A., & Naqvi, B. (2021b). Dance with the devil? The nexus of fourth industrial revolution, technological financial products and volatility spillovers in global financial system. Technological Forecasting and Social Change, 163, 120450. https:\/\/doi.org\/10.1016\/j.techfore.2020.120450","journal-title":"Technological Forecasting and Social Change"},{"key":"4283_CR42","doi-asserted-by":"publisher","DOI":"10.1016\/j.energy.2021.120873","volume":"231","author":"M Umar","year":"2021","unstructured":"Umar, M., Su, C.-W., Rizvi, S. K. A., & Lobon\u0163, O.-R. (2021c). Driven by fundamentals or exploded by emotions: Detecting bubbles in oil prices. Energy, 231, 120873. https:\/\/doi.org\/10.1016\/j.energy.2021.120873","journal-title":"Energy"},{"key":"4283_CR43","doi-asserted-by":"publisher","first-page":"184","DOI":"10.1016\/j.econmod.2017.06.016","volume":"66","author":"X Wen","year":"2017","unstructured":"Wen, X., & Nguyen, D. K. (2017). Can investors of Chinese energy stocks benefit from diversification into commodity futures? Economic Modelling, 66, 184\u2013200. https:\/\/doi.org\/10.1016\/j.econmod.2017.06.016","journal-title":"Economic Modelling"},{"issue":"4","key":"4283_CR44","doi-asserted-by":"publisher","first-page":"343","DOI":"10.1002\/fut.21553","volume":"33","author":"L You","year":"2013","unstructured":"You, L., & Daigler, R. T. (2013). A Markowitz Optimization of Commodity Futures Portfolios. Journal of Futures Markets, 33(4), 343\u2013368. https:\/\/doi.org\/10.1002\/fut.21553","journal-title":"Journal of Futures Markets"},{"issue":"5","key":"4283_CR45","doi-asserted-by":"publisher","first-page":"673","DOI":"10.1287\/mnsc.44.5.673","volume":"44","author":"MR Young","year":"1998","unstructured":"Young, M. R. (1998). A Minimax Portfolio Selection Rule with Linear Programming Solution. Management Science, 44(5), 673\u2013683.","journal-title":"Management Science"}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-021-04283-x.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s10479-021-04283-x\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-021-04283-x.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,4,9]],"date-time":"2025-04-09T10:08:06Z","timestamp":1744193286000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s10479-021-04283-x"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2021,10,24]]},"references-count":45,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2022,6]]}},"alternative-id":["4283"],"URL":"https:\/\/doi.org\/10.1007\/s10479-021-04283-x","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"value":"0254-5330","type":"print"},{"value":"1572-9338","type":"electronic"}],"subject":[],"published":{"date-parts":[[2021,10,24]]},"assertion":[{"value":"17 September 2021","order":1,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"24 October 2021","order":2,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}