The technology is relatively new, so there really are no economies of scale yet. Hence, it is more expensive to produce windfarms and solar panels. I would imagine that in the future, it would be cheaper as we understand the tech. better and can mass produce parts for solar panels, wind farms, etc.
Green technologies are also much more sophisticated than coal technologies. For coal, you just dig it out and burn it for a lot of energy.
Solar energy is particularly problematic because of cloudy days and such.
We are mostly in the development stage of green energies, and we have not had any breakthroughs. There is a ton of research going into harnessing ocean currents, biomass, fungi, etc. to produce energy.
There is also an inherent economics problem. As soon as we find green energy to alleviate our energy needs, the price of "dirty energy" like fossil fuels and coal decrease, which encourages people to go back to using dirty energy.