  The integration of various energy resources with wind farms, results in
improved market-aware management of wind generation variations. Consequently,
the proposed method minimizes the negative impact associated with wind
generation deviations on the electricity market and energy systems. This paper
integrates the multiple energy resources of a smart grid with wind producers to
form a virtual power plant (VRP). One of the primary issues of integrating
electricity markets in multi-electricity markets such as the Day-Ahead (DHM),
intraday (INT), and real-time market (RLT) is the participation of a VRP. The
proposed VRP was formed by the integration of the on-site generation (ONG),
energy storage system (ENS), wind power aggregator (WPG), and demand response
(DRE) contracts. Furthermore, The DRE includes detailed contracts with
shiftable loads and load curtailment load aggregators. An effective method to
manage the uncertainty of a VRP in order to attain optimal strategy and
offering is provided in this article. The p-robust method is the proposed
solution to measure the regret of VRP in the offering strategys formation. In
the modeled scenario-based program, the p-robust approach is used for
controlling the relative regret of a VRP in a multi-market operation under
uncertainty. The obtained results demonstrate that a 6.81% reduction in
estimated profit can result in a 45.75% reduction in relative regret of VRP.
