hexadecimal numbers

I am trying to understand how to use hexadecimal numbers properly.  When I compile the following program, I am getting the following warning when assigning a hex value to a variable:

warning #6473: Fortran 2008 does not allow boz constant in this context.   [Z'0000000F']

However, there is no warning if I fist set a PARAMETER to this value, and then assign it to a variable.  Is this the correct behavior?

program test_hexint
implicit none
integer a, b
integer,parameter:: c = Z'0000000f'

a = Z'0000000f'  ! warning #6473: Fortran 2008 does not allow boz constant in this context.

b = c  ! no warning

write(*,*) a, b
stop
end program test_hexint