What "renewable energy market" ? Are you mistaking "green" consumer electricity tariffs for actually renewable energy ? It's all the same electrons, and if you don't pay for the gas then those gas turbines don't run, which means there's no electricity.

What we have is a single electricity market because electricity consumers do not care how this electricity was made. Their motors spin, their lamps light, it's the same whether we burned peat (which is very, very bad for the environment) or strung together a lot of photovoltaics and made the sun's light into electricity directly.