In the context of the new fourth energy transition and increased climate regulation, the transformation of national economic policy is becoming a key factor in ensuring energy security and technological sovereignty. The problem is becoming particularly relevant for countries with high dependence on fossil fuels, where natural gas is considered a “transitional” fuel, and the rapid development of artificial intelligence (AI) technologies is creating a new demand for electricity from data centers. The purpose of the article is to assess the impact of private investment in AI and power generation structures on the innovative development of countries, taking into account the heterogeneity of the energy transition based on the Heckman model with double censorship (Tobit-II). The empirical base of the study includes data on 121 countries for 2024. The methodology is based on a two-step procedure: clustering countries using the k-means method to identify homogeneous groups and the subsequent construction of a hekit model that allows you to adjust the selection bias. As a result of clustering, five groups of countries were identified, and the second cluster (including Russia and 92 countries) was selected for further analysis, characterized by moderate investments in AI and a significant share of gas in electricity generation. Empirical calculations have confirmed the existence of a synergistic effect: the growth of private investment in AI has a positive effect on innovation activity even with an increase in the share of natural gas (the PIAI_GAS coefficient is significant at 1%), while an isolated increase in the share of gas has a negative impact. The importance of institutional factors has also been confirmed: the availability of an emissions trading system (ETS) and the growing share of renewable energy sources increase the likelihood of an energy transition. The findings make it possible to substantiate the priorities of economic policy for resource-dependent countries: the development of the domestic carbon market and the promotion of private investment in AI while maintaining gas generation as a driver of technological transformation.