Cloud infrastructures are rapidly evolving from centralised systems to geographically distributed federations of edge devices, fog nodes, and clouds. These federations (often referred to as the Cloud-Edge Continuum) are the foundation upon which most modern digital systems depend, and consume enormous amounts of energy. This consumption is becoming a critical issue as society's energy challenges grow, and is a great concern for power grids which must balance the needs of clouds against other users. The Continuum is highly dynamic, mobile, and complex; new methods to improve energy efficiency must be based on formal scientific models that identify and take into account a huge range of heterogeneous components, interactions, stochastic properties, and (potentially contradictory) service-level agreements and stakeholder objectives. Currently, few formal models of federated Cloud-Edge systems exist - and none adequately represent and integrate energy considerations (e.g. multiple providers, renewable energy sources, pricing, and the need to balance consumption over large-areas with other non-Cloud consumers, etc.). This paper conducts a systematic analysis of current approaches to modelling Cloud, Cloud-Edge, and federated Continuum systems with an emphasis on the integration of energy considerations. We identify key omissions in the literature, and propose an initial high-level architecture and approach to begin addressing these - with the ultimate goal to develop a set of integrated models that include data centres, edge devices, fog nodes, energy providers, software workloads, end users, and stakeholder requirements and objectives. We conclude by highlighting the key research challenges that must be addressed to enable meaningful energy-aware Cloud-Edge Continuum modelling and simulation.