Lavinia Rognone is a research associate in Financial Technologies (FinTech) at Alliance Manchester Business School (AMBS), University of Manchester. Her research explores the implications that changes in climate have on financial markets and how financial innovations affect the economy as we know. She holds a Ph.D. in Finance from Alliance MBS under the supervision of Professor Stuart Hyde and Dr. S. Sarah Zhang. As 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 an academic paper on climate finance with machine learning and text-analysis applications. She designed and constructed two distinct 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 policy makers. She was a visiting researcher at the National University of Singapore (NUS) where she was hosted by the department of Mathematics and the Risk Management Institute for a collaboration with Prof. Ying Chen.
Her research has been published in academic journals, such as the International Review of Financial Analysis, and 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 at the University of Southampton for her study on the high-frequency news sentiment relation with cryptocurrency and Forex. She was awarded the Teaching Assistant Award 2019 and Teaching Excellence for the BMAN31792 Financial Market Microstructure module from the University of Manchester.
Prior to joining AMBS, she took the M.Sc. degree in Finance at the University of Gothengurg, Sweden, and M.Sc. in Finance & Banking at the University of Rome Tor Vergata, Italy, in 2017. Previously, she took the B.Sc. in Economics and Business Administration at the University of Rome III, Italy, in 2015.