Dr lAVINIA roGNONE

Before joining UEBS, she was a Research Associate (Postdoctoral researcher) in finance at AMBS, University of Manchester, and part of the Centre for Financial and Technologies Studies at AMBS. 

As an external position, she served as an Economist and as a Climate Change Expert at the European Central Bank (ECB) in the Directorate General Monetary Policy, Capital Markets and Financial Structure 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, the Physical Risk Index (PRI) and Transition Risk Index (TRI), which find applications to both risk and portfolio management issues, among others, being of interest to 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 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 Alliance Manchester Business School (AMBS), The University of Manchester, United Kingdom (2021);

• M.Sc. 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).