A multi-objective robust scheduling model and solution algorithm for a novel virtual power plant connected with power-to-gas and gas storage tank considering uncertainty and demand response

•A novel concept of power-to-gas (P2G)-based virtual power plant (GVPP) is designed.•Power-gas-power effect of GVPP brought by P2G and gas storage tank is discussed.•A multi-objective flexible risk aversion model for GVPP operation is proposed.•Payoff table of optimization model is applied for multiple iterative weighting method.•Different operation cases for verifying the proposed operation strategy are defined.