Responsible natural resource management has become critical for ensuring the effective use of resources jeopardizing future generations' needs. Financialization based on artificial intelligence, green finance, and lower economic risks are important in this respect. The objective of this study is to explore the impact of financialization and economic uncertainty on the natural resource market. The analysis covers the period from 1980 to 2021 and is performed for selected South Asian Association for Regional Cooperation (SAARC) countries. In addition, among economic financialization processes, artificial intelligence (AI) based financial management (FM) is more significant than domestic financialization strategies. For that purpose, Artificial Neural Network (ANN) method and pooled regression analysis are employed for the empirical analysis. According to the findings, economic uncertainty has a stronger influence than economic financialization. Therefore, risk mitigation plays a larger role in creating shocks in all macroeconomic indicators and, as a result, on the natural resource market. The accuracy measures to support the finding's robustness like the value of R2 is highly acceptable and errors are minimum (% MAPE is 5.06 which falls under the criteria of high accuracy) in both testing and training datasets approximately by 50%. In addition, the findings of Garson method reveal that economic uncertainty and AI based FM are significantly important for the natural resource market as their important values (0.27, 0.26, and 0.20) touch the maximum importance statistics (0.30). The study, therefore, suggests that authorities in South Asian countries should focus on AI-based financial advancement and integrate AI into the traditional financialization methods to upgrade the regional economic financial system, which will help in regulating and improving the efficiency of the resource market. The results also provide the graphical and tabulation formation of financialization and economic uncertainty in SAARC countries. Additionally, analysis on the chosen variable by suing PCA has also been made to transform the dataset. Along with it, the regional corporation is crucial for dwindling economic uncertainty and promoting a steady growth and sustainable environment through the maintenance of the natural resource market.