There's a lot more to a HVDC line than just the conductor, but ballpark estimate for a 1GW line is $1mln/km - scales accordingly with power.
Still, you could wrap the world around at the equator with this for a paltry $40bln. Now scale that 10x and you have yourself a practical global grid solution for what, $400bln? That's less than half the US military budget - absolutely doable if you get enough economies on board.
