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Alexandra explained it more clearly. Let’s say you ask: “Do you have any red wine?”
One possible response could be: “I don’t have any red wine.” Here, we use “ningún” as an adjective because we specifically mention “red wine.” The key is naming the noun to make the absence explicit.
However, if both speakers already know you’re talking about red wine and you don’t want to repeat it, you can simply respond: “I don’t have any.” In this case, “ninguno” functions as a pronoun and refers to the wine without needing to mention it again.