Virtual worlds have been investigated by several academic disciplines for several years, e.g. sociology, psychology, law and education. Since the developers of virtual worlds have implemented aspects like scarcity and needs, even economic research has become interested in these virtual environments. Exploring virtual economies mainly deals with the research of trade regarding the virtual goods used to supply the emerged needs. On the one hand, economics analyzes the meaning of virtual trade according to the overall interpretation of the economical characteristics of virtual worlds. As some virtual worlds allow the change of virtual world money with real money and vice versa, virtual goods are traded by the users for real money, researchers on the other hand, study the impact of the interdependencies between virtual economies and the real world. The presented thesis mainly focuses on the trade within virtual worlds in the context of virtual consumption and the observation of consumer prices. Therefore, the four virtual worlds World of Warcraft, RuneScape, Entropia Universe and Second Life have been selected. There are several components required to calculate consumer price indices. First, a market basket, which contains the relevant consumed goods existing in virtual worlds, must be developed. Second, a weighting scheme has to be established, which shows the dispersion of consumer tendencies. Third, prices of relevant consumer goods have to be taken. Following real world methods, it is the challenge to apply those methods within virtual worlds. Therefore, this dissertation contains three corresponding investigation parts. Within a first analysis, it will be evaluated, in how far virtual worlds can be explored to identify consumable goods. As a next step, the consumption expenditures of the avatars will be examined based on an online survey. At last, prices of consumable goods will be recorded. Finally, it will be possible to calculate consumer price indices. While investigating those components, the thesis focuses not only on the general findings themselves, but also on methodological issues arising, like limited access to relevant data, missing legal legitimation or security concerns of the users. Beside these aspects, the used methods also allow the examination of several other economic aspects like the consumption habits of the avatars. At the end of the thesis, it will be considered to what extent virtual world economic characteristics can be compared with the real world. Aspects like the important role of weapons or the different usage of food show significant differences to the real world, caused by the business models of virtual worlds.