You're thinking of Norway. Finland does not have any oil reserves at all.

You're right

Only 0.2% of the electricity is generated from oil in Finland. But Finland produces a good quarter of its electricity from nuclear power. Maybe that makes a difference?

It’s hard to export electricity from Finland due to it’s geographic location and it’s main connections are with Sweden where electricity is also much cheaper than in continental Europe.

And the national grids of Sweden and Norway can't really keep up with the current load. The price of electricity up north is dirt cheap due to lots of hydro but the grid just can't get it to where the people are (south). So you get crazy 100x price differences between the two ends of the countries.

This is also why both Sweden and Norway want to invest into new transfer lines to northern Finland as the national grid of Finland is actually in good enough shape that any electricity you get to any part of it can actually be sold to a customer anywhere in the country. This is why Finland is a single price zone when both Sweden and Norway are split into multiple zones (4 and 5)