Russian President Vladimir Putin's war against Ukraine is straining his country's economy.Contributor/ Getty ImagesRussia may deploy its navy to protect its shadow fleet transporting sanctioned oil.The West has increased sanctions on Russia's oil industry and is zooming in on its shadow fleet.Russia's economy faces challenges like inflation, a weak ruble, and high interest rates.Russia may ratchet up "risky and threatening behavior" against NATO countries, including by using the Russian navy to escort its shadow fleet through Danish waters, Denmark said on Wednesday.The Danish Defense Intelligence Service made the assessment in its annual security outlook published on Wednesday."If this happens, it will increase the level of tension," said the Danish intelligence agency.Denmark's assessment came as the West turns up sanctions against Russia's important oil industry, a key contributor to its war chest.On Monday, the European Union sanctioned more Russian dark fleet vessels — designated as such because they dodge the G7's oil price cap by either submitting falsified financial statements or not having proper insurance coverage.