This paper proposes a day-ahead multi-microgrids (MMG) data-driven robust scheduling model incorporating the cap-and-trade CO2 emission trading system (ETS), peer-to-peer (P2P) energy trading based on Nash bargaining Theory and demand response (DR). The adaptive robust optimisation (ARO) technique is applied to handle the uncertainties of photovoltaic (PV), electric vehicle (EV) and normal loads with the utilisation of battery energy storage system (BESS) as an adaptive recourse control. The boundaries of uncertain variables are constructed based on the data-driven risk-adjusted method with Wasserstein distance technique to enhance accuracy and reliability of the uncertainty sets when the true knowledge of probability distributions does not exist. The proposed approach is validated through extensive simulations on both individual and interconnected three-MMG systems. Results confirm that the peer-to-peer (P2P) scheme, employing a Nash bargaining solution, ensures an equitable distribution of economic benefits among all participants. Furthermore, the integrated CO2 ETS effectively reduces both operational costs and emissions under a carbon-regulated environment. The energy exchanges between customers are also demonstrated to further contribute to the overall reduction of system emissions. The study further investigates how varying forecasting accuracies for uncertainty variables influence the construction of uncertainty boundaries and the ensuing cost and emission outcomes. A comparative analysis against deterministic model and traditional two-stage robust optimisation (RO) model with predefined boundaries based on the available probability distribution demonstrates the superior reliability of the proposed technique. The constructed data-driven uncertainty sets could potentially provide a probabilistic guarantee, based on user's preferred confidence level, that future realisations of forecast error will lie within them. This ensures that the predetermined recourse actions will remain feasible and maintain system security.
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