Except where the rocket is touching the ground or the launching stand or platform which may be touching the ground. The heat loss or gain there would be by conduction, the rocket or stand physically touching a hot or cold surface. Since there is no atmosphere, there is no fluid that can heat or cool the rocket by convection. The fluid can also act as an insulator, by interfering with the emission or absorption of radiation.

Whether your rocket/launch pad heats up or cools off by radiation depends on whether it is illuminated by the sun, absorbing radiated or reflected heat from nearby rocks, or by direct exposure to the cold darkness of space.

What I can't tell you is how fast or slow the item would heat or cool under those circumstances. An engineer well-versed in thermodynamics would be the man to ask. An object placed in space (away from sunlight) would eventually reach 3 degrees Kelvin, the temperature of the universe. How long this would take would depend on the material it was made of (how close it approaches a perfect black-body radiator), and how hot it was to begin with.

What you need to remember is how an object gets into thermal equilibrium with its environment. Heat will flow in or out of the object through physical contact with its surroundings (conduction). Or, heat will be transferred in our out by contact with a fluid (convection). The third method is by electromagnetic radiation, (energy is exchanged between the object and its surroundings by photons of light). In the real world, all three of these processes occur simultaneously, in both directions, and when the object finally achieves equilibrium, it is losing and gaining heat at the exact same rate.

All three of these processes occur inside stars. For example, deep in stellar interiors, the energy is generated by nuclear fusion processes in the core, and escapes into space at the surface by radiation. Within the star, all three processes are occurring simultaneously. In the core, the primary heat transfer mechanism is conduction. Near the surface, the heat is carried primarily by convection, hot bubbles of plasma rising through the outer layers of the star. Radiation occurs throughout, as atoms of plasma absorb photons and then re-emit them. Whether conduction, convection or radiation is the dominant mode depends on the density, temperature, pressure and opacity of the plasma. What is going on in stellar interiors is governed by a handful of differential equations that relate these parameters. After all, you can't alter any one of them without simultaneously affecting the others.

That is precisely the point in Astronomy grad school where I finally realized I don't really understand this shit, I'm bailing out.