Continues the Moscow conceptualism tradition adding some metaphysical elements. His style formed under the influence of works by Ilya Kabakov and Eric Bulatov. Volkov was constantly experimenting with techniques and materials. He started as a photographer, was engaged in painting, painted in chalk on blackboards. He demonstrates vulnerability, shakiness and ephemerality of art by quoting old masters. Participant of the Venice Biennale (1990).