Denmark pays a whopping 41 cents per kilowatt hour.
3.5 times the avg cost in the U.S.
It really doesn't take much for other energy sources to beat that. Going out on a limb here I suspect renewables could be cheaper by just not being subject to whatever it is they do that makes their current energy sources ridiculously expensive.
As with many things i Denmark, most of this is taxes (approx. 75%). The rest is the actual cost of producing the energy.
The coal-based plants in Denmark are very efficient and they produce many tons of acid and all sorts of chemicals from the emissions from the plants, before letting it out into the atmosphere.
As a side-story, the government recently cancelled a very popular funding-arrangment that made it very popular to install a local (6KW) solar plan on your roof. The ones who installed it in time, now have free electricity.