I read this short story in an anthology while standing in a Barnes and Noble in the US, probably around 1996. For some reason it stuck with me, and despite several years of intermittent searching, I can't seem to find it.
The story was about a man experiencing the afterlife - it turns out that when you die, you leave behind some kind of electrical or energy-based ghost. The image that stuck with me is that electrical ghost running along the underside of power lines or telephone lines, I think at one point being chased by some sort of "crusher", perhaps a ghostly predator.
As well, I remember the narrator describing signals/screams coming from space, specifically from the Pleiades/Seven Sisters. I think the implication was that the sky was full of electrical phenomenon only visible to ghosts like the narrator.
It was quite a vivid and unique story - I would love to read it again if possible.