No. We are not allowed to save in other file formats, specify folders or directories, or specify other file names. For example we can't save in CSV either as a coma delimited file. However, you can save a string and then use regular expressions on it and you might be able to come up with something similar.
While you didn't ask but just to cover all the bases. You also cannot load files in other formats, load files from other directories, or load files from specific file names.
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