In the framework of the European action on non-nuclear energy (JOULE), an on-line hydrogen Nernst-type gas sensor for coal gasification systems is under development. This electrochemical sensor is based on Yb-doped SrCeO3 as proton conducting solid electrolyte. With regard to the electrical characterisation, an in depth impedance analysis was performed in reducing as well as in oxidizing atmospheres and the influence on the bulk ionic conductivity and on the electrodes has been studied. Material compatibility in a simulated coal gasification atmosphere has been investigated. Preliminary results of EMF measurements in an air versus hydrogen concentration cell are presented as well.