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Financial instruments (Tables)
 6 Months Ended
Jun. 30, 2022
Fair Value Disclosures [Abstract]  
Schedule of Fair Value of Financial Instruments Fair value of financial instruments
June 30, 2022Carrying
amount		Fair
value		Level 1Level 2Level 3
Long-term investments carried at fair value$1,663,092 $1,663,092 $1,581,586 $— $81,506 
Development loans and other receivables95,196 93,161 — 93,161 — 
Derivative instruments:
Interest rate swap designated as a hedge45,728 45,728 — 45,728 — 
Energy contracts not designated as cash flow hedge513 513 — — 513 
Congestion revenue rights designated as a cash flow hedge2,690 2,690 — — 2,690 
Congestion revenue rights not designated as a cash flow hedge2,248 2,248 — — 2,248 
Commodity contracts for regulated operations1,719 1,719 — 1,719 — 
Cross-currency swap designated as a cash flow hedge78 78 — 78 — 
Total derivative instruments52,976 52,976 — 47,525 5,451 
Total financial assets$1,811,264 $1,809,229 $1,581,586 $140,686 $86,957 
Long-term debt$7,455,134 $7,063,790 $2,855,182 $4,208,608 $— 
Notes payable to related party25,808 25,808 — 25,808 — 
Convertible debentures261 473 473 — — 
Preferred shares, Series C12,738 12,465 — 12,465 — 
Derivative instruments:
Energy contracts designated as a cash flow hedge126,114 126,114 — — 126,114 
Energy contracts not designated as a cash flow hedge1,005 1,005 — — 1,005 
Cross-currency swap designated as a net investment hedge35,763 35,763 — 35,763 — 
Cross-currency swap designated as a cash flow hedge16,699 16,699 — 16,699 — 
Interest rate swaps designated as a hedge255 255 — 255 — 
Interest rate swaps not designated as a hedge4,655 4,655 — 4,655 — 
Commodity contracts for regulated operations2,536 2,536 — 2,536 — 
Total derivative instruments187,027 187,027 — 59,908 127,119 
Total financial liabilities$7,680,968 $7,289,563 $2,855,655 $4,306,789 $127,119 
21.Financial instruments (continued)
(a)Fair value of financial instruments (continued)
December 31, 2021Carrying
amount		Fair
value		Level 1Level 2Level 3
Long-term investment carried at fair value$1,848,456 $1,848,456 $1,753,210 $— $95,246 
Development loans and other receivables32,261 33,286 — 33,286 — 
Derivative instruments:
Energy contracts designated as a cash flow hedge15,362 15,362 — — 15,362 
Interest rate swap designated as a hedge1,581 1,581 — 1,581 — 
Commodity contracts for regulatory operations1,721 1,721 — 1,721 — 
Cross-currency swap designated as a net investment hedge1,958 1,958 — 1,958 — 
Total derivative instruments20,622 20,622 — 5,260 15,362 
Total financial assets$1,901,339 $1,902,364 $1,753,210 $38,546 $110,608 
Long-term debt$6,211,375 $6,543,932 $2,418,580 $4,125,352 — 
Notes payable to related party25,808 25,808 — 25,808 — 
Convertible debentures277 519 519 — — 
Preferred shares, Series C13,348 14,580 — 14,580 — 
Derivative instruments:
Energy contracts designated as a cash flow hedge60,462 60,462 — — 60,462 
Energy contracts not designated as a cash flow hedge1,169 1,169 — — 1,169 
Cross-currency swap designated as a net investment hedge50,258 50,258 — 50,258 — 
Interest rate swaps
designated as a hedge		7,008 7,008 — 7,008 — 
Commodity contracts for regulated operations1,348 1,348 — 1,348 — 
Total derivative instruments120,245 120,245 — 58,614 61,631 
Total financial liabilities$6,371,053 $6,705,084 $2,419,099 $4,224,354 $61,631 
Summary of Commodity Volumes Associated with Derivative Contracts The following are commodity volumes, in dekatherms (“dths”), associated with the above derivative contracts:
 June 30, 2022
Financial contracts: Swaps2,882,075 
         Options113,504 
2,995,579 
Schedule of Long-Term Energy Derivative Contracts
Notional quantity
(MW-hrs)		ExpiryReceive average
prices (per MW-hr)		Pay floating price
(per MW-hr)
4,297,565 September 2030$24.54Illinois Hub
463,336  December 2028$30.62PJM Western HUB
2,194,497  December 2027$22.86NI HUB
1,803,817  December 2027$36.46ERCORT North HUB
Schedule of Derivative Financial Instruments Designated as Cash Flow Hedge, Effect on Consolidated Statement of Operations
The following table summarizes OCI attributable to derivative financial instruments designated as a cash flow hedge: 
Three months ended June 30Six months ended June 30
2022202120222021
Effective portion of cash flow hedge$(20,298)$(32,436)$(81,852)$(63,167)
Amortization of cash flow hedge(3,828)(214)(3,992)(1,112)
Amounts reclassified from AOCI11,247 859 14,079 40,132 
OCI attributable to shareholders of AQN$(12,879)$(31,791)$(71,765)$(24,147)
Schedule of Effects on Statement of Operations of Derivative Financial Instruments Not Designated as Hedges
The effects on the unaudited interim consolidated statements of operations of derivative financial instruments not designated as hedges consist of the following:
Three months ended June 30Six months ended June 30
2022202120222021
Change in unrealized loss on derivative financial instruments:
Interest rate swaps$(4,680)$— $(4,680)$— 
Energy derivative contracts$(2,352)$(2,305)$(3,103)$(2,627)
Total change in unrealized loss on derivative financial instruments$(7,032)$(2,305)$(7,783)$(2,627)
Realized gain (loss) on derivative financial instruments:
Energy derivative contracts(157)196 149 359 
Total realized gain (loss) on derivative financial instruments$(157)$196 $149 $359 
Loss on derivative financial instruments not accounted for as hedges(7,189)(2,109)(7,634)(2,268)
Amortization of AOCI gains frozen as a result of hedge dedesignation1,054 755 1,750 2,003 
$(6,135)$(1,354)$(5,884)$(265)
Amounts recognized in the consolidated statements of operations consist of:
Loss on derivative financial instruments $(6,135)$(1,354)$(5,884)$(265)