Do you mean like in photovoltaics (the little cells that are able to convert solar light in electricity)?
Basically you need a material that absorbs the light better and converts it as much as possible in electricity (100% conversion is impossible to obtain)! In particular you want to reduce the amount of solar energy that you lose with generation of heat! There is a huge amount of research in this field!
Another thing that you really need is a way to transport the electricity without losing it around, you might not think of it but both water and electricity are incredibly wasted around just in transportation!
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