###### Abstract  
With the increasing coupling of the power system and the natural gas system, the electric-gas interconnection system has become a typical form of comprehensive energy utilization. Through the energy conversion function of the coupling unit, the system can flexibly participate in the bidding for purchasing and selling energy in a power market and a natural gas market on the premise of meeting the internal demand of multiple loads. To solve the internal coordination and optimization problem and the external flexible bidding problem in the multi-energy market, this paper proposes a robust optimization model of energy purchase and sale for the electric-gas interconnection system in a multi-energy market. Firstly, the basic structure of the electric-gas interconnection system is introduced, and the steady-state model of energy flow in the system is built based on the energy hub model. Secondly, considering the uncertainty of energy prices and the output power of renewable energy units in the system, a bidding model for energy purchase and sale of the electric-gas interconnection system in multi-energy market based on the idea of robust optimization is constructed in the framework of the Nordic energy market. Finally, empirical analysis based on the actual data is carried out, and the results prove the validity and superiority of the model. In this paper, aiming at the uncertainty of energy price, a large number of scenes are generated by Latin hypercube sampling (LHS), and then a k-means algorithm is used to reduce the scenes, so as to simulate typical scenes. Aiming at the uncertainty of the output power of the renewable energy unit in the system, a cardinal uncertainty set is used to control deviation between the actual output power and predicted output power, so that the overall robustness of the model can be controlled. The proposed model can make decision-making independent of the accurate probability distribution of uncertainty factors, and is suitable for complex multi energy systems. Meanwhile, the model possesses excellent robustness, which can effectively reduce the risk of bidding loss in the process of energy purchase and sale. e pacs: 97.10.Jm, 97.  
structure, price mechanism and price volatility of heterogeneous energy sources, the decision-makers' bidding decisions should not only consider the internal influences of output power characteristics and the coupling situation of multi-type heterogeneous energy sources, but also consider the external influence of the multi-dimensional market structure and the multi-level price system, which will bring enormous challenges for bidding decision-makers [6]. Therefore, it is urgent to carry out research on the bidding strategy of the integrated energy system in a multi-energy market, which will provide a scientific and reasonable decision-making basis for both the internal multi-energy collaborative operation management and the external multi energy market bidding. The electric-gas interconnection system, mostly based on industrial parks, is an integrated energy system with broad development prospects [7; 8]. The system is connected with a public power network and natural gas pipeline network externally, and can realize combined gas-heating-cooling-power supply through an energy conversion unit internally, whose internal energy conversion and utilization are relatively independent [9; 10]. Considering that the electric-gas interconnection system involves the coupling and conversion of gas-heating-cooling-power energy sources, it is necessary to build the steady-state model of energy flow about multi-type heterogeneous energy in decision-making optimization [11; 12; 13; 14]. An energy hub model is widely used in energy flow analysis of the multi-energy systems, especially in the research about planning and operation optimization of multi-energy systems, which is defined as an input-output port model for describing the exchange and coupling relationship of energy, load and network under the multi-energy systems.