There isn't a good reason why a large molecule wouldn't be immunogenic. The most likely is that it isn't recognized as foreign so it probably would share a large homology with a native protein.
If you are referring to ragweed in the sense of an allergic reaction then ragweed falls into type I hypersensitivity. Type I HS is IgE mediated and requires a primary exposure to produce clones which are isotype switched to IgE. This process is T-dependent via APCs presenting peptide fragments on MHC II molecules to Th cells which induce proliferation of their target B-cells into IgE secreting Abs.
This process generally takes place in the mucosal immune system where there are A) a high number of B-cells that are likely to undergo isotype switching to IgE and B) a large number of mast cells.
The primary response prodcues a lot of IgE which binds nearby mast cells. Upon subsequent exposure to the antigen (ragweed) the ragweed binds the mast cell-IgE and induces degranulation and histamine (necessary and sufficient) is released causing a lot of problems.
Short answer: Immunogenicity isn't directly correlated to molecule size, the degree of homology plays a role. Type I HS is T-dependent.
