Are aftermarket power cords required to be UL / CE approved?

There are Christmas tree lights UL listed... and the chances of your house catching fire from them is much much higher than an aftermarket power cord on your CD player.

I am almost certain that power cords must be UL listed if they are packaged with the equipment they power.

IF anything was to go wrong and cause a fire, your insurance company could reject the payment since they are always looking for any microscopic excuse not to pay.

Not worth it...  pay a few extra bucks and sleep better at night or when you go on a vacation.

The National Electrical Code requires that all items installed in a building be tested by an NRTL, generally that means UL listed. This does not apply to your personal use items, but does apply to any fixed appliances or electrical equipment that is installed within your home or commercial facility. If your local jurisdiction has adopted the national electrical code then this requirement applies.

@rbstehno 
Sorry, I was in the property insurance claims industry for almost 40 years. Although HO policies do have certain exclusions, there is no exclusion for stupidity or carelessness. The average person hiring an electrician would not be well versed in the various wire gauges and would claim ignorance. The claim is paid and the insurance company, hires a cause and origin investigator, documents the cause of the fire and Ins. Co. subrogates against the electrician. The wood stove example is just an example of the homeowner's stupidity, claim is paid and there is to responsible party to subrogate against. All the insured has to say is "gee I didn't know". Of course, permits and inspections as required by local jurisdictions should always be obtained for the homeowner's peace of mind.   

Your stove example would qualify as an installed appliance, so yes it would be required by code.  If you hire an electrician to do work in your house, the parts he uses would become part of the structure and also need to be UL listed.  Anything you plug into a wall socket is a personal use item and there is no requirement that it be UL.