Materials: One copy of Power Grid, one copy of Modern Art.
Players: Three to five.
Time: Two hours? Probably more the first time.

Rules:

1. Turn order is clockwise. On your turn you choose whether to play a turn of Modern Art or Power Grid. A Modern Art turn is a painting being offered for sale; a Power Grid turn is one of 'determine turn order', 'buy power plants', 'buy raw materials', 'building', or 'bureaucracy'. It being 'your turn' has no other effects. After one subgame has finished, all other turns are of the remaining subgame. Neither subgame is scored until both are finished.
2. Players may trade Modern Art and Power Grid money at any time, choosing whatever exchange rate they like. Other trades, like paying someone to play a specific painting or bid on a specific plant, are still not allowed.
3. The winner is the player with the lowest summed rank. If Pat comes in 1st in Power Grid and 3rd in Modern Art then their summed rank is 4. Ties are broken by the person with the most money, summing final amounts for both games.

I haven't tried it, but I'd like to.