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The thesis is focused on the search and characterisation of atmospheric signals from the exoplanet atmosphere, the transmission spectrum, using both high- and low-resolution transmission spectroscopy observations of several exoplanets. The majority of the research presented in this thesis pertains to applying the method developed for deriving the transmission spectrum of individual lines while thoroughly removing Earth and stellar contaminants. I will discuss various studies focusing on KELT-9 b, the most scorching exoplanet discovered. Furthermore, I will demonstrate how this method, initially devised for KELT-9 b, can be applied to other subjects, including several hot Jupiters. A notable application of the framework developed for single line analysis is using both the Halpha line and the He I triplet as markers of two distinct star-planet interactions: stellar activity and photo-evaporation. Regarding the low-resolution spectroscopy I will introduce the preliminary results of one ongoing project regarding the comparison between different pipelines used to extract the transmission spectra from HST WFC3 data. I will show how slightly different results obtained by these pipelines would lead to differences in the chemical composition retrieved.