Yes for physical gold, whose extraction is very energy-intensive (~30 tCO₂e per kg of gold according to the World Gold Council 2024): for €1 million held in gold, extraction's cumulative footprint represents ~500 tCO₂e, but is not a recurring annual emission. Cash in a current account is not neutral either: it finances your bank's balance sheet, whose average intensity is around 150-200 tCO₂e/M€/year for a French universal bank. "Paper gold" ETFs are equivalent to physical gold in footprint terms.
Read the source article: Livret A, life insurance, PEA: what carbon footprint?