Energy storage equipment can improve the utilization rate of clean energy and reduce the operational cost of the system. However, the development of traditional energy storage is limited because of its high cost. In order to give full play to the advantages of energy storage in an integrated energy system (IES), the demand response, thermal inertia, electric energy storage and thermal energy storage are integrated into the generalized energy storage (GES) resources for unified coordination dispatch. In addition, because of the large uncertainty of wind power, typical wind power scenarios are generated by the k-means method. Then, on the basis of fully considering the operational constraints of a variety of equipment, the conditional value at risk (CVaR) method is used to quantify the income risk caused by uncertainties, and the IES dispatch model considering CVaR is constructed. Finally, the Cplex solver is used to verify the effectiveness of the proposed model in the Matlab environment.This work is supported by the Science and Technology Project of China Southern Power Grid Company Limited (No. GDKJXM20190140).