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Co-authored with Anastasia Faitatzoglou, Nektarios Michail & Anastasia Artemiou. The paper has been published in the Journal of Risk and Financial Management, 9, 20, 2024. 17, no. 8: 365

Τhis paper provides a comprehensive review of the literature on volatility spillovers among major commodities, including energy, metals, and agricultural products.

Emphasis is placed on the evolution of econometric methods—ranging from VAR models and GARCH-type approaches to frequency-domain and network-based techniques—that have been employed to trace volatility transmission mechanisms.

The review highlights the role of globalization, financialization, and macroeconomic uncertainty in shaping the interconnectedness of commodity markets and identifies key avenues for future research.