This question comes up very frequently, and many times the first thought in some peoples mind is that heat rises, so why not go straight up? Theoretically, it is a very good idea, however, you need to be aware of the drawbacks in doing this.
First of all, you are cutting through the very thing that keeps the wind, rain, snow and overall weather out of your house. Any penetration of the roof needs to be handled very carefully, especially if a contractor did the original work and it carries a warranty (as most roofs do these days). Roof penetrations can leak, and a leak, even a tiny one, can cause hundreds to tens of thousands of dollars in damage, and if you live in an area prone to mold, a small leak can lead to mold growth that won’t be seen for quite awhile.
If it is new construction, be sure to have the roof contractor do the work! In my opinion, cutting a hole in a roof is not a homeowner type of job. But also be aware that once the roof vent is in place, it is there more or less permanently.
Next, are you going to live in the house where the studio is located for the rest of your life? If not, remember that it is far easier to patch an outside wall and repair or replace a piece of siding or two than it is to remove and replace an entire section of shingles. The roof patch will be quite obvious and may cause the price of your home to be reduced.
While it may look like going through the roof is the best way to run your exhaust duct, it really isn’t once you consider the hidden costs and issues.