Energy shock and policy response: Once bitten, twice shy? 

  • The current energy shock is fundamentally a supply disruption, not just a price event, with Asia most at risk. The blockage of the Strait of Hormuz has disrupted around 20mb/d of oil flows (roughly 1/5th of global supply), leaving a net shortfall of ~10mb/d despite rerouting, additional supply and strategic reserve releases. The resulting supply-demand gap has been closed through higher oil prices (Brent +30% since the war began), which have lowered consumption. Physical scarcity is already visible: jet fuel is tightening, diesel is being rationed and industrial users in price-controlled markets face outright shortages. Asia is most exposed (85% of Hormuz oil flows vs. less than 6% to Europe and 4% to the US), driving a persistent 6–7% price premium above Brent. A first policy response, mainly by Asian countries, has been demand rationing (shortened working weeks, energy usage and fuel restrictions) cutting global demand by ~1mb/d.
  • Fiscal support followed swiftly, primarily through fuel-tax relief and subsidies (~0.15% of GDP in developed markets and ~0.20% in emerging markets on average). On price support Asia leads again, with large EMs (South Korea, India, Indonesia) deploying fiscal packages >1% of GDP vs. a global average of ~0.2%. Similarly, in developed markets, large EU energy importers average ~0.4% of GDP vs. ~0.15% overall. However, deeper pockets buy more: Germany’s small 0.04% of GDP package translates into USD22 per capita while India’s package of 1.5% of GDP, despite being 37 times larger in relative terms, only translates to a mere USD40 per capita. Should the conflict prove more prolonged (beyond May), a “second salvo” of fiscal support would raise spending to 0.6-0.8% of GDP, as governments would respond to higher energy price pass through with a 2-6 months lag. Nonetheless, no fiscal transfer can resolve the supply-demand mismatch, which will need to be cleared via demand destruction.
  • Compared to 2022, the shock differs in two key ways: fiscal support is materially smaller, but proportionally similar (around 50% in Europe as the size of the energy price shock is also lower) and price transmission has weakened due to structural shifts in the energy mix. This reflects policy learning , the perception of a temporary shock and fiscal limits, with governments allowing greater pass-through rather than repeating large-scale shielding (e.g. France announcing later and more targeted measures, Belgium taking no measures). Meanwhile, in the European power market, higher wind and solar penetration has reduced the gas-to-electricity pass-through seen in 2022, but gas remains indispensable for grid balancing Spain stands out with electricity prices around 70% lower than in Italy, reflecting a higher renewables share and better storage capabilities.
  • For now, fiscal costs for most countries are negligible but EMs with high energy import dependence and a deteriorating current account are vulnerable (Türkiye, Egypt, Morocco, and Hungary). Debt‑servicing costs will rise by around 0.05% of GDP annually in advanced and emerging economies on average. entirely from a higher debt stock. Interest rates have risen only modestly (US/DE: +30bps, EM hard currency: +20bps, local currency: +30bps), with an even lower change in real rates. A gradual pass-through given slow debt rollover raises debt-servicing costs only marginally through this channel. On the flip side, higher inflation could even dampen the debt burden (inflation tax) and thus debt-service costs but the currently expected increase in inflation is far below 2022, thereby limiting this effect. Some EMs nevertheless stand out: fiscal fragility and elevated debt service are most acute in Egypt, Hungary and Poland. Currency depreciation amplifies the damage in nations with a high share of hard currency debt: Türkiye, Argentina and Egypt. Nevertheless, not all emerging markets are on the losing side of the energy shock: Higher prices are a windfall for energy producers such as Nigeria, Brazil, Colombia and Ecuador.  

Ludovic Subran
Allianz Investment Management SE

Lluis Dalmau
Allianz Trade
Maddalena Martini
Allianz SE Branch Rome

Björn Griesbach
Allianz Investment Management SE