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Lavinia Rognone
Lavinia Rognone
University of Edinburgh Business School, Univerisity of Edinburgh
Verified email at ed.ac.uk - Homepage
Title
Cited by
Cited by
Year
News sentiment in the cryptocurrency market: An empirical comparison with Forex
L Rognone, S Hyde, SS Zhang
International Review of Financial Analysis 69, 101462, 2020
1222020
Transition versus physical climate risk pricing in European financial markets: A text-based approach
G Bua, D Kapp, F Ramella, L Rognone
Available at SSRN 3860234, 2022
692022
Hedging climate risks with green assets
O Cepni, R Demirer, L Rognone
Economics Letters 212, 110312, 2022
632022
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
462021
Climate change and monetary policy in the euro area
F Drudi, E Moench, C Holthausen, PF Weber, G Ferrucci, R Setzer, ...
372021
Climate uncertainty and information transmissions across the conventional and ESG assets
O Cepni, R Demirer, L Pham, L Rognone
Journal of International Financial Markets, Institutions and Money 83 (101730), 2023
242023
From climate risk to the returns and volatility of energy assets and green bonds: A predictability analysis under various conditions
E Bouri, L Rognone, A Sokhanvar, Z Wang
Technological Forecasting and Social Change 194 (September 2023, 122682), 2023
102023
Climate risk and the nexus of clean energy and technology stocks
E Bouri, TL Dudda, L Rognone, T Walther
Annals of Operations Research, 1-25, 2023
6*2023
The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets
Y Zhou, S Wu, Z Liu, L Rognone
Nature Communications 14 (7157), 2023
32023
Climate risks and predictability of the trading volume of gold: evidence from an INGARCH model
S Karmakar, R Gupta, O Çepni, L Rognone
Resources Policy 82, 2023
32023
Forecasting international financial stress: The role of climate risks
S Del Fava, R Gupta, C Pierdzioch, L Rognone
Journal of International Financial Markets, Institutions and Money 92, 101975, 2024
12024
Assessing the Impact of Green Bond Issuance on ESG Performance: A Comprehensive Analysis of Green Bond Issuers' ESG Scores Pre and Post-Issuance
F Battaglia, P Fiorillo, L Rognone, D Salerno
1st Conference on Sustainable Banking & Finance, 2023
2023
Climate Uncertainty and Investor Learning in Sustainable Funds
S Ali, I Badshah, R Demirer, P Hegde, L Rognone
SSRN, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4432798, 2023
2023
Essays in Empirical Finance: News Sentiment in Cryptocurrency, the Value of Noise Timing, and the Pricing of Climate Change Risks
L Rognone
Alliance Manchester Business School, 2021
2021
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