Abstract Post-industrial societies heavily rely on the consumption of embodied energy for their activities – i.e., energy invested elsewhere to produce what is imported and consumed (or re-exported). The openness of the energy sector poses modelling challenges, calling for multi-scale, integrated analytical frames. We propose a methodology grounded in societal metabolism aimed at analysing the behaviour of a system (where the system may be a region, a country, a continent, etc.). We make the distinction between three types of scales necessary to contextualize the behaviour of the energy sector within a globalized economy: the macroscope, the mesoscope and the microscope. The methodology is applied to analyze the energy sector of EU19 countries, considering internal and external labour, primary energy sources, energy carriers and GHG emissions. The results show that imported primary energy sources and energy carriers within the EU19 are associated with externalized pressures and impacts. For example, accounting for the externalized carbon emissions of the energy sector raises total GHG emissions of the sector by 60% on EU average. This has implications for the assessment of the effectiveness of global sustainability policies. By not accounting for externalized effects, energy models can miss relevant information about the interactions among systems.