Event-Driven Oil Market Volatility and Trading Strategy Implications of Supply-Side Disruptions An Applied Demonstration within the Global Supply Chain Disruption Index (GSCDI) Framework

Oil markets are increasingly influenced by discrete supply-side disruptions arising from geopolitical events, production outages, logistics constraints, and policy actions. This paper presents an applied, event-driven framework for interpreting oil market volatility and systemic supply-chain stress, operationalized through the Global Supply Chain Disruption Index (GSCDI). The framework integrates structured event classification, market state measurement, volatility regime identification, and impact aggregation to generate daily pressure and risk signals for the oil market. Using empirical testing over the 2015-2025 period, the study produces chart-based outputs including eventconditioned volatility responses, regime-dependent impact patterns, indicators, and an aggregate GSCDI oil pressure index. Results show that clusters of high-impact supply-side events are associated with persistent volatility elevation and regime transitions, signaling rising systemic stress rather than isolated price movements. The framework emphasizes risk interpretation over price prediction, offering a practical tool for monitoring uncertainty and escalation dynamics in disruption-driven oil markets.