In the frozen tundra of NY we put them through the roof frequently. Use a roof exhaust vent hood that is made for the purpose. Rigid duct is better than flexible and insulate the duct if you can. Use a short run supported so there are no sags and keep it away from other vent openings so it can’t short circuit and go back in through another vent. Snow won’t bother it, snow can absorb plenty of warm air until it melts back away from the vent.
Sometimes I use 4” rigid aluminum duct inside a 5” insulated flex duct.
Sometimes I use 4” rigid aluminum duct inside a 5” insulated flex duct.