Due to the uncertainty of wind power

the intra-day market is introduced for the system with large-scale wind power integration

to reduce the power deviation in a real-time market and promote the economy and stability of power system operation. By using the interval model to express the uncertainty of wind power output

this paper proposes a joint optimization model of day-ahead and simulative intra-day markets with consideration of uncertainty of wind power deviation of the intra-day day market in the day-ahead market. Similarly

a joint optimization model of intra-day and simulative real-time markets is built with consideration of uncertainty of wind power variation of the related real-time market in each intra-day market. Considering the regret psychology of power purchase decision-makers in day-ahead and intra-day markets

the two-stage clearing schedules for minimizing the robust regret are obtained according to different time scales. Thus

the economy and the robustness of the power purchase scheme in day-ahead and intra-day markets are improved. Finally

a case is studied and analyzed in detail to verify the feasibility and superiority of the proposed model.