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This study aims to provide a comprehensive and quantifiable review of research on market efficiency, price discovery and volatility in commodity futures and its progression to establish a research gap in prevailing literature. The article considered 189 research papers published through 1984-2020 and listed in the Scopus database. It employed a blend of bibliometric and network analysis techniques to classify and evaluate the literature for identifying significant trends and themes in the domain. The unprecedented growth in the commodity futures research is observed from 2014 to 2020. The analysis highlights most impactful authors, prominent journals and most productive countries based on various parameters like total publications, total citations or h-index.  The study also provides an analysis of co-occurrence of keywords, co-citation and co-authorship analysis in the context of commodity futures research. This article will assist academicians, practitioners, future researchers, and other stakeholders by providing new perspectives for future research projects.

Keywords

Commodity futures market; Price discovery; Market efficiency; Volatility; Bibliometric; Network analysis.

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