Virtual power plant is an important approach to solve the problem of distributed power generation in power market transactions. However, the uncertainty of distributed renewable energies’ output brings higher transaction risk to virtual power plants. Considering the uncertainty of renewable energies’ output, load and market price, based on the stochastic programming theory, this paper takes the virtual power plant with renewable energy as the object of study; and then, puts forward multi-period bidding strategy model for its participation in day-ahead energy market, intraday demand response trading market and real-time energy market. IEEE 6 bus system and 24 bus system are used as the examples to optimize bidding strategy. The result shows that the demand response transaction can effectively promote the utilization of renewable energy and improve the economic benefits of virtual power plant.