Motivated by extreme commodity price fluctuations during the 2022 Ukraine war, this study examines price and volatility linkages among natural gas, fertilizer (urea), corn, and wheat markets from 2017 to 2025. It employs a VAR-DCC-GARCH model to capture dynamic spillovers and time-varying correlations, identifying shifting inter-market linkages under war-induced uncertainty. Results indicate that volatility linkages strengthened significantly after the war’s onset in February 2022: cross-market volatility correlations increased, especially between corn and fertilizer prices, while wheat’s volatility connections remained comparatively muted. Natural gas and fertilizer markets also became more tightly coupled post-2021, reflecting heightened integration amid geopolitical risk. War-driven uncertainty markedly amplified volatility spillovers across the energy–fertilizer–grain complex. These findings highlight the war’s amplifying effect on commodity market linkages and carry critical implications for global food security and commodity market stability, underscoring the need for risk management strategies to safeguard supply chains under future crises.