As others have noted in the comments, if the liar has no hats, then "All my hats are green" is, in some formal understanding, true. The liar cannot make true statement so must in fact have at least one hat.
That makes A) a good candidate.
But E) can also be true — and in fact both A) and E) can both be correct.
Thank you for clarifying something that I pointed out in my comment while missing the total point of my comment.
on edit: I don't actually think you made my comment "but all of the questions are potentially true." any clearer than I made it, and evidently you seem to think that only A and E are potentially true, which is obviously wrong.
on second edit: ah I see that you believe the idea that some people are saying that All my hats are green indicates that the liar must have hats https://news.ycombinator.com/item?id=42369002 because evidently the assumption is that the 0 hat has a color green for some reason that is not adequately explained.
If that were true then it also follows that if the liar has no hats then all his hats are every color known to humanity. I don't think that is the way it works however.