Which he had promised afore - Which gospel, or which doctrines, he had before announced.

By the prophets - The word "prophets" here is used to include those who wrote as well as those who spake. It included the teachers of the ancient Jews generally.

In the holy scriptures - In the writings of the Old Testament. They were called holy because they were inspired by the Holy Spirit, and were regarded as separated from all other writings, and worthy of all reverence. The apostle here declares that he was not about to advance anything new. His doctrines were in accordance with the acknowledged oracles of God. Though they might appear to be new, yet he regarded the gospel as entirely consistent with all that had been declared in the Jewish dispensation; and not only consistent, but as actually promised there. He affirms, therefore:

(1) That all this was promised, and no small part of the Epistle is employed to show this.

(2) that it was confirmed by the authority of holy and inspired men.

(3) that it depended on no vague and loose tradition, but was recorded, so that people might examine for themselves.

The reason why the apostle was so anxious to show that his doctrine coincided with the Old Testament was because the church at Rome was made up in part of Jews. He wished to show them, and the remainder of his countrymen, that the Christian religion was built on the foundation of their prophets, and their acknowledged writings. So doing, he would disarm their prejudice, and furnish a proof of the truth of religion. It was a constant position with the apostle that he advanced nothing but what was maintained by the best and holiest men of the nation. Acts 26:22-23, "saying none other things than those which the prophets and Moses did say should come," etc. There was a further reason here for his appealing so much to the Old Testament. He had never been at Rome. He was therefore personally a stranger, and it was proper for him then especially to show his regard for the doctrines of the prophets. Hence, he appeals here so often to the Old Testament; and defends every point by the authority of the Bible. The particular passages of the Old Testament on which he relied will come before us in the course of the Epistle. See particularly Romans 3;4; 9; 10; 11. We may see here,

(1) The reverence which Paul showed for the Old Testament. He never undervalued it. He never regarded it as obsolete, or useless. He manifestly studied it; and never fell into the impious opinion that the Old Testament is of little value.

(2) if these things were promised - predicted in the Old Testament, then Christianity is true. Every passage which he adduces is therefore proof that it is from God.

Romans 1:2 Parallel Commentaries

The Gospel the Power of God
'I am not ashamed of the Gospel of Christ: for it is the power of God unto salvation to every one that believeth.'--ROMANS i. 16. To preach the Gospel in Rome had long been the goal of Paul's hopes. He wished to do in the centre of power what he had done in Athens, the home of wisdom; and with superb confidence, not in himself, but in his message, to try conclusions with the strongest thing in the world. He knew its power well, and was not appalled. The danger was an attraction to his chivalrous …
Alexander Maclaren—Romans, Corinthians (To II Corinthians, Chap. V)

The Holy Spirit in the Glorified Christ.
"Declared to be the Son of God with power, according to the Spirit of holiness, by the resurrection from the dead."--Rom. i. 4. From the foregoing studies it appears that the Holy Spirit performed a work in the human nature of Christ as He descended the several steps of His humiliation to the death of the cross. The question now arises, whether He had also a work in the several steps of Christ's exaltation to the excellent glory, i.e., in His resurrection, ascension, royal dignity, and second coming. …
Abraham Kuyper—The Work of the Holy Spirit

Proposition Though the Necessity and Indispensableness of all the Great and Moral Obligations of Natural Religion,
and also the certainty of a future state of rewards and punishments, be thus in general deducible, even demonstrably, by a chain of clear and undeniable reasoning; yet (in the present state of the world, by what means soever it came originally to be so corrupted, the particular circumstances whereof could not now be certainly known but by revelation,) such is the carelessness, inconsiderateness, and want of attention of the greater part of mankind; so many the prejudices and false notions taken up …
Samuel Clarke—A Discourse Concerning the Being and Attributes of God