Yep. You can do it in your window manager settings, i.e. in your Openbox configuration. You should find lxqt-rc.xml in two forms: a global one at /etc/xdg/xdg-Lubuntu/openbox and a user-specific one in $HOME/.config/openbox.
See here for the general documentation on how to do it including the appropriate syntax and here for the different actions supported.
By the way it seems that it is “M-Up” and “M-Down” that are not working. If I replace them with for example “F12” and “C-F12” then they work. How can I correctly specify Winkey+Up and Winkey+Down? Thanks in advance