The collapse of the Soviet Union resulted with the creation of new independent states in the Caucasus and in the Central Asia. Post-Soviet states tried to use different ways to protect their independences. Some of them opened their natural resources for use to world powers. In academic literature this kind of state is defined as a rentier state, which has special features. There is no enough theoretical and scientific research about the Caucasian and the Central Asian countries, therefore, I addressed this topic and I will take into consideration Azerbaijan as a case study. Moreover, in the fifth Chapter I am going to point out Turkmenistan’s role in the integration process of the Central Asia.