Likely to have very poor efficiency by reason of the thermodynamics of Carnot engines. Delta T is low, efficiency =1−T^C T^Hor 1 - Delta T. CO2 has latent heat of 353.4 kJ/kg, not as bad as water (2256 kJ/kg) but not as good as R22 refrigerant (232) or heptane o hexane (mid 300s). You aren't going to release the storage fluid, so its constituent doesn't much matter.