In multi-hop cognitive radio networks, it is a challenge to improve the energy efficiency of the radio nodes. To address this challenge, in this paper, we propose a two-level Stackelberg game model, where the primary users and the secondary users act as the leaders and the followers, respectively. Based on the game model, our proposed scheme not only considers the power allocation problem for secondary users but also takes into account the price of spectrum. First, we give the cognitive radio network model, and show how to set up the game theoretic model in multi-hop cognitive radio networks. We then analyze this problem and show the existence and uniqueness of the Nash equilibrium point for the game. We also study the impact of the spectrum price of the primary users in the cognitive radio network and study how to select the best price for the primary users to maximize their own profit. Finally, we implement simulations to show the performance of our schemes. Our work gives an insight on how to improve the energy efficiency and allocate spectrum resources in multi-hop cognitive radio networks.