The collapse of the Soviet Union resulted with the creation of new independent state in the Caucasus and in the Central Asia. Post-Soviet states tried to use different way to safe/keep their independences. Some of them opened their natural resources for using to the world powers. In academic literature these kinds of states are defined as a rentier state, which have special features. There is not enough theoretical and scientific research about the Caucasian and the Central Asian countries, therefore, I addressed to this topic and I will take into consideration Azerbaijan as case study. Moreover, in the fifth Chapter I am going to point out Turkmenistan's role in the integration process of the Central Asia.