  Renewable power to ammonia (RePtA) is a prominent zero-carbon pathway for
decarbonization. Due to the imbalance between renewables and production energy
demand, the RePtA system relies on the electricity exchange with the power
grid. Participating in the electricity market as a virtual power plant (VPP)
may help to reduce energy costs. However, the power profile of local
photovoltaics and wind turbines is similar to those in the market, resulting in
rising energy costs under the conventional strategy. Hence, we develop a
multi-timescale trading strategy for the RePtA VPP in the electricity,
hydrogen, and ammonia markets. By utilizing the hydrogen and ammonia buffer
systems, the RePtA VPP can optimally coordinate production planning. Moreover,
we find it possible to describe the trading of electricity, ammonia, and
hydrogen in a unified framework. The two-stage robust optimization model of the
electricity market is extended to multiple markets and solved by the column and
constraint generation (CC\&G) algorithm. The case is derived from an actual
project in the Inner Mongolia Autonomous Region. Sensitivity analysis
demonstrates the economic advantages of an RePtA VPP joining multiple markets
over conventional strategy and reveals the necessity of the hydrogen and
ammonia buffer and reactor's flexibility.
