This　study　examines　the　risk　spillover　among　green　financial　and　energy　markets,　including　the　green　bond,　green　stock,　carbon,　new　and　traditional　energy　markets,　and　utilizes　the　quantile-onquantile　regression　and　quantile　connectedness　methods　to　study　the　pairwise　interaction　and　connectivity　at　different　quantiles.　We　find　significant　differences　and　time　-varying　characteristics　in　markets＇　volatility.　The　results　of　quantile-on-quantile　regressions　further　reveal　heterogeneity　in　pairwise　market　interaction　under　different　volatility　conditions.　Considering　the　impact　of　China＇s　economic　policy　uncertainty　index,　the　quantile　connectedness　results　indicate　that　risk　spillovers　strengthen　in　the　high　quantile　and　weaken　in　the　low　or　middle　quantile　cases.　Under　most　conditions,　the　green　stock　market　serves　as　a　transmitter,　whereas　the　green　bond　market　serves　as　a　receiver.　The　analysis　in　subsamples　further　reveals　that　special　events　could　increase　risk　spillovers,　leading　to　severe　fluctuations,　especially　for　intermediate　quantiles.　These　findings　will　provide　a　reference　for　investors　to　construct　portfolios　and　policymakers　to　improve　risk　supervision.