There's a very real chance it's not a real music video.
It could be stock footage to music, or maybe the special effects guys went out to the backlot after hours and swung some fire around with a camera guy there. The stock market stuff looked like stock footage.
Using a real music video would have come with royalties to pay. Unfortunately I doubt there's any way to find out. Joseph Mallozzi is one of the only producers who still talks publicly about Stargate, but this episode was prior to him joining the team and not likely something anyone would remember from over 25 years ago