Here are some links that I find helpful while doing my recent research on energy, and I would like to share:

International Agencies and Organizations

Directorate-General for Energy of the European Commission - DGE

International Energy Agency - IEA

Agency for the Cooperation of Energy Regulators - ACER

Council of European Energy Regulators - CEER

National Regulatory Authorities

Spain, Comisión Nacional de Mercados y de la Competencia - CNMC

United Kingdom, Office of Gas and Electricity Markets - Ofgem

Germany, Federal Network Agency for Electricity, Gas, Telecommunications, Post and Railway - Bun­desnet­za­gen­tur

Electricity Market Operators

Spain, OMIE (free access to historical market data)

UK and the Netherlands, APX

Austria, France, Germany and Switzerland, EPEX

Austria, Denmark, Estonia, Finland, France, Germany, Great Britain, Latvia, Lithuania, the Netherlands and Sweden Nordpool

Research Centers

Oxford Institute for Energy Studies - OIES

Cambridge Energy Policy Research Group -EPRG

Centre for European Economic Research -ZEW