Harry-Misty:
What are the cheapest calories I can find in shops?
What is cheapest is going to depend heavily on where you're from because different things have different costs and values around the world. If cost is your main decider you probably want to keep an eye out for anything that's discounted, and try to grab foods with a long shelf life that you can buy in bulk. Canned stuff, dried pasta, cooking oils, boxes of cake, pancake and brownie mix, canned and jar sauces etc.
Where you are in Denmark look out for big bargains at Aldi and Lidl whenever you can. They always have weekly specials on stuff they've managed to get cheap for a limited time by the pallet and you can stock up on some good stuff that way.