Considering the limitations of single Copula function, the mixCopula was introduced to analysis the wind speed correlations. To harmonize the contradictory between economy and safety, an economic dispatch optimization model for power grid containing multiwind farms was proposed. The model took the uncertainty in wind power under consideration based on conditional valueatrisk theory. In order to simplify the computation, the scene theory was allied to solve the model. Taking IEEE 30bus system with two wind farms as an example, the influence of wind speed correlations and the credit level on the results of probabilistically optimal power flow were analyzed, indicating the feasibility and efficiency of the proposed model.