Qatar’s sectoral markets encompassing banking, finance, and energy are integral to the nation’s economic growth and stability. However, the interplay between climate variability, particularly rising temperatures, and macroeconomic factors like GDP growth, inflation, and oil prices poses new challenges. This study bridges the gap between climate science and economic forecasting by analyzing the impact of temperature on sectoral price indices from 2019 to 2023 using advanced machine learning models. These insights not only highlight the critical role of climate variables in shaping market dynamics but also provide a roadmap for policymakers and businesses to design resilient strategies, aligning with Qatar’s Vision 2030 for sustainable development