This chapter explores the extreme downside and upside risk connectedness across green cryptocurrencies, clean energy, and rare earth metals using the quantile volatility connectedness approach, advanced by (Ando et al. 2022), over the period ranging from 2019 to 2024. The chapter finds asymmetric connectedness among the studied markets, with heightened dependence on the extreme upper quantiles. Under bullish market, findings reveal that IOTA (Terbium) appears as major risk transmitter of shocks to Stellar Lumens and Cardano (Dysprosium and Praseodymium). The results highlight also a weak bidirectional spillover between Terbium and Samarium Oxide/SAMR, as well as between EUAs and Praseodymium. Under bearish market state, the findings identify the European Union Allowance as a major receiver over the whole sample period. Moreover, Terbium, S&P Green Bond, and S&P Clean Energy predominantly act as net recipient of shocks during the first wave of COVID-19 outbreak, after which it shown mixed behavior as both receivers and transmitters for the rest of the sample period. These chapter findings provide valuable and fresh insights for policymakers, portfolio managers, and investors, allowing them to establish more effective regulations, and risk management strategies.