Not as easy as it sounds
It's very costly to bury power cables and maintain them. It's actually cheaper to take the hit from storms and repair what's damaged. The downside is that people are left without power, sometimes for several days.
As for the stock market, the electronic exchanges are still up. The real problem with the physical NYSE is that traders have to get to and from the stock exchange, which is very difficult and risks stranding traders at the exchange for days. Moving the exchange to Denver is not a solution. I live in the area, and there are several snowstorms a year where the city is shut down for at least a day.
