Lavinia Rognone

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Lavinia Rognone

DR

 https://orcid.org/0000-0002-0319-8812

Personal profile

Biography

Lavinia Rognone is a Lecturer (Assistant Professor) in Sustainable Finance at the University of Edinburgh Business School (UEBS), and part of the Centre for Business, Climate Change, and Sustainability (B-CCaS) at UEBS. She is also a visiting Research Fellow at the Qatar Centre for Global Banking & Finance (QCGBF) at King’s College London and an Associate Editor of the Research in International Business and Finance (RIBAF) journal.

Prior to joining UEBS, she was a Research Associate in finance at Alliance Manchester Business School (AMBS), University of Manchester, and part of the Centre for Financial and Technologies Studies at AMBS. She holds a Ph.D. in Finance from AMBS under the supervision of Professor Stuart Hyde and Dr Sarah S. Zhang, and her research spreads across multiple disciplines including green/climate finance, asset pricing, FinTech, and text-analysis applications to finance.

As an external position, she served as an Economist and as a Climate Change Expert at the European Central Bank (ECB) in the Monetary Policy Division, where she mainly worked on academic research on climate finance with text-analysis applications, besides being involved in policy-related work. She designed and constructed two daily text-based climate risk indicators, Physical Risk Index (PRI) and Transition Risk Index (TRI), which find applications to both risk and portfolio management issues, among others, being of interest for researchers, practitioners, and policymakers.

During her doctoral studies, she visited the National University of Singapore (NUS) where she was hosted by the department of Mathematics and the Risk Management Institute for a research collaboration.

Her research has been published in academic journals, such as the The Journal of Finance, Technological Forecasting and Social Change, Journal of International Financial Markets, Institutions & Money, Economics Letters, and the International Review of Financial Analysis, among others. Her research has been awarded the Best Doctoral Paper, 1st runner-up, from AMBS, University of Manchester, and the Best Ph.D. Paper Award at the Cryptocurrency Research Conference 2019 for her study on the high-frequency news sentiment relation with cryptocurrency and Forex. She was awarded both the Teaching Assistant Award 2019 and the Teaching Excellence for the BMAN31792 Financial Market Microstructure module from the University of Manchester.

Education:

  • Ph.D. in Finance at AMBS (2021);
  • M.Sc. degree in Finance at the University of Gothenburg, Sweden (2017);
  • M.Sc. in Finance & Banking at the University of Rome Tor Vergata, Italy (2017);
  • B.Sc. in Economics and Business Administration at the University of Rome III, Italy (2015). 

Education/Academic qualification

Finance, Doctor of Philosophy (PhD), Essays in Empirical Finance: News Sentiment in Cryptocurrency, the Value of Noise Timing, and the Pricing of Climate Change Risks, Alliance Manchester Business School

Sept 2017 → Jul 2021

Award Date: 16 Jul 2021

External positions

Associate Editor, Research in International Business and Finance (RIBAF) journal

Aug 2023 → …

Visiting Research Fellow, King's College London

2023 → …

Economist, European Central Bank

May 2021 → Dec 2021

PhD Trainee, European Central Bank

Sept 2020 → Apr 2021

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  • Climate risk, ESG ratings and the flow-performance relationship in mutual funds

    Ali, S., Badshah, I., Demirer, R., Hegde, P. & Rognone, L., Dec 2024, In: Global Finance Journal. p. 1-20 20 p., 101041.

    Research output: Contribution to journal › Article › peer-review

    Open Access
    File

  • Commodity futures market conditions and climate policy risk: Evidence from energy and metals markets

    Dogah, K. E., Wu, Y. & Rognone, L., Oct 2024, In: Journal of futures markets. 44, 10, p. 1694-1709 16 p.

    Research output: Contribution to journal › Article › peer-review

    Open Access
    File

  • Nonstandard errors

    Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neusüß, S., Razen, M., Weitzel, U., Abad‐díaz, D., Abudy, M., Adrian, T., Ait‐Sahalia, Y., Akmansoy, O., Alcock, J. T., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J. J., & 323 othersAvetikian, A. T., Bach, A., Baidoo, E., Bakalli, G., Bao, L., Barbon, A., Bashchenko, O., Bindra, P. C., Bjønnes, G. H., Black, J. R., Black, B. S., Bogoev, D., Correa, S. B., Bondarenko, O., Bos, C. S., Bosch‐Rosa, C., Bouri, E., Brownlees, C., Calamia, A., Cao, V. N., Capelle‐Blancard, G., Romero, L. M. C., Caporin, M., Carrion, A., Caskurlu, T., Chakrabarty, B., Chen, J., Chernov, M., Cheung, W., Chincarini, L. B., Chordia, T., Chow, SC., Clapham, B., Colliard, JE., Comerton‐Forde, C., Curran, E., Dao, T., Dare, W., Davies, R. J., Blasis, R. D., Nard, G. F. D., Declerck, F., Deev, O., Degryse, H., Deku, S. Y., Desagre, C., Dijk, M. A. V., Dim, C., Dimpfl, T., Dong, Y. J., Drummond, P. A., Dudda, T., Duevski, T., Dumitrescu, A., Dyakov, T., Dyhrberg, A. H., Dzieliński, M., Eksi, A., Kalak, I. E., Ellen, S. T., Eugster, N., Evans, M. D. D., Farrell, M., Felez‐Vinas, E., Ferrara, G., Ferrouhi, E. M., Flori, A., Fluharty‐Jaidee, J. T., Foley, S. D. V., Fong, K. Y. L., Foucault, T., Franus, T., Franzoni, F., Frijns, B., Frömmel, M., Fu, S. M., Füllbrunn, S. C., Gan, B., Gao, G., Gehrig, T. P., Gemayel, R., Gerritsen, D., Gil‐Bazo, J., Gilder, D., Glosten, L. R., Gomez, T., Gorbenko, A., Grammig, J., Grégoire, V., Güçbilmez, U., Hagströmer, B., Hambuckers, J., Hapnes, E., Harris, J. H., Harris, L., Hartmann, S., Hasse, JB., Hautsch, N., He, XZ., Heath, D., Hediger, S., Hendershott, T., Hibbert, A. M., Hjalmarsson, E., Hoelscher, S. A., Hoffmann, P., Holden, C. W., Horenstein, A. R., Huang, W., Huang, D., Hurlin, C., Ilczuk, K., Ivashchenko, A., Iyer, S. R., Jahanshahloo, H., Jalkh, N., Jones, C. M., Jurkatis, S., Jylhä, P., Kaeck, A. T., Kaiser, G., Karam, A., Karmaziene, E., Kassner, B., Kaustia, M., Kazak, E., Kearney, F., Kervel, V. V., Khan, S. A., Khomyn, M. K., Klein, T., Klein, O., Klos, A., Koetter, M., Kolokolov, A., Korajczyk, R. A., Kozhan, R., Krahnen, J. P., Kuhle, P., Kwan, A., Lajaunie, Q., Lam, F. Y. E. C., Lambert, M., Langlois, H., Lausen, J., Lauter, T., Leippold, M., Levin, V., Li, Y., Li, H., Liew, C. Y., Lindner, T., Linton, O., Liu, J., Liu, A., Llorente, G., Lof, M., Lohr, A., Longstaff, F., Lopez‐lira, A., Mankad, S., Mano, N., Marchal, A., Martineau, C., Mazzola, F., Meloso, D., Mi, M. G., Mihet, R., Mohan, V., Moinas, S., Moore, D., Mu, L., Muravyev, D., Murphy, D., Neszveda, G., Neumeier, C., Nielsson, U., Nimalendran, M., Nolte, S., Norden, L. L., O'Neill, P., Obaid, K., Ødegaard, B. A., Östberg, P., Pagnotta, E., Painter, M., Palan, S., Palit, I. J., Park, A., Pascual, R., Pasquariello, P., Pastor, L., Patel, V., Patton, A. J., Pearson, N. D., Pelizzon, L., Pelli, M., Pelster, M., Pérignon, C., Pfiffer, C., Philip, R., Plíhal, T., Prakash, P., Press, OA., Prodromou, T., Prokopczuk, M., Putnins, T., Qian, Y., Raizada, G., Rakowski, D., Ranaldo, A., Regis, L., Reitz, S., Renault, T., Renjie, R. W., Reno, R., Riddiough, S. J., Rinne, K., Rintamäki, P., Riordan, R., Rittmannsberger, T., Longarela, I. R., Roesch, D., Rognone, L., Roseman, B., Roşu, I., Roy, S., Rudolf, N., Rush, S. R., Rzayev, K., Rzeźnik, A. A., Sanford, A., Sankaran, H., Sarkar, A., Sarno, L., Scaillet, O., Scharnowski, S., Schenk‐Hoppé, K. R., Schertler, A., Schneider, M., Schroeder, F., Schürhoff, N., Schuster, P., Schwarz, M. A., Seasholes, M. S., Seeger, N. J., Shachar, O., Shkilko, A., Shui, J., Sikic, M., Simion, G., Smales, L. A., Söderlind, P., Sojli, E., Sokolov, K., Sönksen, J., Spokeviciute, L., Stefanova, D., Subrahmanyam, M. G., Szaszi, B., Talavera, O., Tang, Y., Taylor, N., Tham, W. W., Theissen, E., Thimme, J., Tonks, I., Tran, H., Trapin, L., Trolle, A. B., Vaduva, M. A., Valente, G., Ness, R. A. V., Vasquez, A., Verousis, T., Verwijmeren, P., Vilhelmsson, A., Vilkov, G., Vladimirov, V., Vogel, S., Voigt, S., Wagner, W., Walther, T., Weiss, P., Wel, M. V. D., Werner, I. M., Westerholm, P. J., Westheide, C., Wika, H. C., Wipplinger, E., Wolf, M., Wolff, C. C. P., Wolk, L., Wong, WK., Wrampelmeyer, J., Wu, ZX., Xia, S., Xiu, D., Xu, K., Xu, C., Yadav, P. K., Yagüe, J., Yan, C., Yang, A., Yoo, W., Yu, W., Yu, Y., Yu, S., Yueshen, B. Z., Yuferova, D., Zamojski, M., Zareei, A., Zeisberger, S. M., Zhang, L., Zhang, S. S., Zhang, X., Zhao, L., Zhong, Z., Zhou, Z. I., Zhou, C., Zhu, X. S., Zoican, M. & Zwinkels, R., Jun 2024, In: Journal of Finance. 79, 3, p. 2339-2390 52 p.

    Research output: Contribution to journal › Article › peer-review

    Open Access
    File

  • Forecasting international financial stress: The role of climate risks

    Del Fava, S., Gupta, R., Pierdzioch, C. & Rognone, L., Apr 2024, In: Journal of International Financial Markets, Institutions and Money. 92

    Research output: Contribution to journal › Article › peer-review

    Open Access
    File

  • Transition versus physical climate risk pricing in European financial markets: A text-based approach

    Bua, G., Kapp, D., Ramella, F. & Rognone, L., 2024, In: The European Journal of Finance. 30, 17, p. 2076-2110

    Research output: Contribution to journal › Article › peer-review

    Open Access
    File
View all 17 research outputs
  • 5 Participation in workshop, seminar, course
  • 1 Work on advisory panel to industry or government or non-government organisation
  • 1 Invited talk
View all 7 activities