Crude Oil Supply Shock Sensitivity Dashboard

Historical shock anatomy and 90-day Brent/WTI scenario paths for a shipping chokepoint closure, anchored to empirical magnitude, spread, and decay behavior.

Historical shock clusters
48
Positive-tail events since 1987
Median historical magnitude
+17.4%
Base scenario anchor
90th pct Brent-WTI spread
$28.78
Severe disruption benchmark
High scenario day-90 premium
+50.6%
80.5% of initial premium retained
Scenario Matrix
Closure archetypes and parameter anchors used in the 90-day sensitivity analysis.
Scenario Definition Magnitude Half-life Peak Spread Brent Day 0 Brent Day 90
LowPartial closure, quick resolution (days), SPR release.+9.8%2.0 days$5.24109.84100.00
BaseSignificant rerouting, resolved in weeks.+17.5%6.5 days$8.46117.45100.00
HighFull closure, military conflict, resolved in months.+62.9%287.0 days$28.78162.88150.59
Interpretation
How to read the matrix and decay assumptions.

Scenario logic. The three cases map a partial closure, a sustained rerouting case, and a full chokepoint outage onto historically observed shock magnitudes, half-lives, and Brent-WTI spread blowouts.

Reversion profile. Low and Base paths decay rapidly toward the pre-event anchor of 100, while the High path still sits +50.6% above baseline by day 90.

Data hygiene. The half-life view excludes 4 unstable exponential-fit values above 1,000 days so the decay comparison remains interpretable.

All scenario paths are expressed on a normalized price base where 100 represents the pre-event anchor. Spreads remain interpretable as Brent minus WTI differentials.

Brent 90-Day Scenario Paths
Multi-line sensitivity view of shock persistence relative to the 100 pre-event anchor.
Brent-WTI Spread Compression
The High scenario preserves a wide seaborne crude premium while Low and Base normalize quickly.
Scenario Matrix: Magnitude vs. Spread vs. Persistence
Bubble size encodes decay half-life, surfacing how quickly each disruption scenario mean-reverts.
Historical Distribution of Shock Magnitudes
Most episodes cluster well below the right tail; the scenario anchors are overlaid as reference lines.
Decay Rates (Half-Lives)
Historical half-lives span orders of magnitude, so the x-axis uses a log scale and excludes unstable fits above 1,000 days.