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You can't produce more. You have to trade for them, or take them by conquest. The only exceptions are money and supplies. Supplies are produced directly on the production screen and cost IC. Money can be generated by the consumer goods slider, although it costs IC, and really it is more efficient most times to simply sell something that you have a surplus of for moeny.
 
Whatever you do, don't have the AI running your trade for you, it seems to make some rather strange decisions on what is a good deal. As Ecnan says, trade in what you need, trade out what you have as surplus. You'll quickly learn the value of what's a good deal or not, most offers you get from the AI will be fair enough but some do try it on now and then hehe
 
You can't produce more. You have to trade for them, or take them by conquest. The only exceptions are money and supplies. Supplies are produced directly on the production screen and cost IC. Money can be generated by the consumer goods slider, although it costs IC, and really it is more efficient most times to simply sell something that you have a surplus of for moeny.

Whatever you do, don't have the AI running your trade for you, it seems to make some rather strange decisions on what is a good deal. As Ecnan says, trade in what you need, trade out what you have as surplus. You'll quickly learn the value of what's a good deal or not, most offers you get from the AI will be fair enough but some do try it on now and then hehe
aww that sucks.... not even through conquest? D:
 
Well, yes, you CAN get more resources through conquest, though I believe you get reduced efficiency for anything that is not a core. But yeah, that's the whole point of taking some provinces. I think there's at least three provinces with over 100 oil (one in Texas, one around Baku, and one in Venezuela). The problem is that you have to have the right kind of government to wage aggressive war without some massive dissent hits coming into play. If ruthless, expansionist, totalitarian dictator is your playstyle, you can play Germany, or simply F12 Freedom, then move your sliders to full authoritarian, full closed society, full intervention, and full hawk (full planned economy for a nice IC boost :) ). That will let you DOW at will without dissent hits.
 
The first line of Ecnans first answer said via conquest.

There is also an extra energy boost (I think) from the oil techs, little hazy but I think it improves your energy production (I normally play as UK so resources jumps all over the place constantly due to how the convoys bring stuff in, so it's hard to tell)
 
You could also edit the province.csv file to make your country self-sufficient. All you really need to do is find the province id you want to modify and change a few numbers on an excel spreadsheet. The HOI2 wiki will explain how to do this.

Another option is to trade with other countries for resources. The AI really values supplies that you can trade for other commodities. When trading it is best to trade with friendly nations. Also many people dont know that your bargains dont always have to have a 100% success rate to be accepted.