UN nuclear inspectors began a critical mission to Iran on Sunday to investigate allegations that the country has a secret atomic weapons programme.

The three-day visit comes amid escalating western economic pressures and warnings about safeguarding Gulf oil shipments from possible Iranian blockades.

The findings of the International Atomic Energy Agency (IAEA) team could greatly influence the direction and urgency of US-led efforts to rein in Iran's ability to enrich uranium, which Washington and its allies fear could eventually produce weapons-grade material.

Iran has refused to abandon its enrichment programme, saying it only wants the material to generate electricity and for medical research.

The IAEA team is likely to visit an underground enrichment site near the holy city of Qom, 80 miles south of Tehran, which is carved into a mountain as protection from possible airstrikes.

Earlier this month, Iran said it had begun enrichment work at the site, which is far smaller than the country's main facilities but is reported to have more advanced equipment.

The UN delegation includes two senior weapons experts – Jacques Baute of France and Neville Whiting of South Africa – suggesting that Iran may be prepared to address some issues related to the allegations that it seeks to build nuclear warheads.

In unusually blunt comments ahead of his arrival, the IAEA's deputy director general Herman Nackaerts – who is in charge of the agency's Iran file – said he wanted Tehran to "engage us on all concerns".

Iran has refused to discuss alleged weapons experiments for three years, saying they are based on "fabricated documents" provided by a "few arrogant countries" – a phrase authorities in Iran often use to refer to the US and its allies.

"So we're looking forward to the start of a dialogue," Nackaerts told reporters at Vienna airport. "A dialogue that is overdue since very long."

In a sign of the tensions that surround Iran's nuclear intentions, a dozen Iranians carrying photos of assassinated nuclear expert Mostafa Ahmadi Roshan were waiting at Tehran's Imam Khomeini airport early on Sunday.

Iranian state media say that Roshan, a chemistry expert and director of the Natanz uranium enrichment facility in central Iran, was interviewed by IAEA inspectors before being killed earlier this month in a targeted bomb attack – part of what Tehran says is a covert Israeli-led campaign of sabotage and killings. Roshan was at least the fourth member of Iran's scientific community to be killed in apparent assassinations.

The IAEA said it did not know Roshan and has never talked to him.

The UN team will be looking for permission to talk to key Iranian scientists suspected of working on a weapons programme. They also plan to inspect documents related to nuclear work and secure commitments from Iranian authorities to allow future visits. It is unclear how much assistance Iran will provide, but even a decision to enter into a discussion over the allegations would be a major departure from Iran's frequent simple refusal to talk.

Iran has also accused the IAEA in the past of security leaks that expose its scientists and their families to the threat of assassination by the US and Israel.

The visit coincides with a planned debate in Iran's parliament over whether to cut the flow of crude oil to Europe with immediate effect in retaliation for sanctions. The EU last week announced an embargo on Iranian oil that is set to take full effect in July.

The head of Iran's state oil company said on Sunday that pressures on Iran's oil exports – the second biggest in Opec – could drive prices as high as $150 a barrel.

"It seems we will witness prices from $120 to $150 in the future," Ahmad Qalehbani was quoted by the official IRNA news agency as saying. He did not give a timeframe for his prediction, nor any other details.

The price of benchmark US crude was $99.56 per barrel on Friday. About 80% of Iran's foreign revenue comes from exporting around 2.2m barrels of oil a day.

Oil prices have been driven higher in recent weeks by Iran's warnings that it could block the Strait of Hormuz at the mouth of the Gulf, the export route for around 20% of the world's oil. Last week, the US aircraft carrier Abraham Lincoln entered the Gulf along with French and British warships in a show of strength against any attempts to disrupt oil tanker traffic.