publisher date timestamp is given in UTC for http://feeds.finance.yahoo.com/rss/2.0/category-stocks
Rome is not able to handle the UTC keyword and its failing here. Is there any workaround
Rome is quite entitled to not handle "UTC". According to the RSS 2.0 schema specification (see http://cyber.law.harvard.edu/rss/rss.html), all dates should conform to the RFC 822 date format (see http://asg.web.cmu.edu/rfc/rfc822.html) and that format doesn't include "UTC". Rather, universal time is "UT".
Complain to Yahoo that this feed doesn't comply with the RSS spec.
AFAIK, the Rome codebase is open source. If you need your RSS reader to be able to cope with RSS feeds that don't comply with the specification, feel free to modify the source and build your own JARs.