This may sound stupid, but what has helped me the most so far is to just stop worrying. It's still a work in progress, especially for somebody like me whose nature and job it is to worry about everything.

But economically speaking, worrying about something that I can't (sufficiently) influence is a loss.
For the things I can influence, I try to influence them so I don't have to worry about them anymore.

Not knowing what exactly it is that's worrying you, it's difficult to go into details, so here are some general ramblings:

Electricity prices here in Switzerland are about to painfully increase the second year in a row as well. This is a bummer, but the prices will stay the same whether I worry about them or not. What we can do we've already done - there's LED lighting everywhere, our fridge is relatively new etc. - so the only thing left to do is estimate the cost and budget accordingly.
Still, other than in many many other countries, electricity will be available when and where we want to use it. All we have to worry about is the price. The price increases hurt, but all things considered we still have it very good.

Other than that:

• Electric blankets are a super cozy replacement for other kinds of electric heaters and use a fraction of the power. Get one for the couch to cover yourself and/or one to put on top of your mattress. You'll never want to leave your bed or couch again.
• If you don't get a lot of sunlight, try out one of those daylight lamps (sometimes labelled 'light showers'). They may or may not work with you, but if they do, they can do wonders for your mood.
• Good music. For me it's currently Röyksopp's "Happy Up Here" on repeat.
• If there's an animal shelter nearby and you want to enrichen your mental health walks a little, talk to them about borrowing a dog once or twice a week. You get joy (and bags full of poop), the dog gets some love and entertainment, and the workers at the dog shelter get a break. Win-win-win!

Edit: spelling.