With the proliferation of multi-energy prosumers (MEPs) in the community energy system

the efficient energy management model becomes particularly important. Therefore

this paper designs an electricity-heat combination double auction market

and proposes an optimal bidding strategy based on bidding space and conditional value at risk for MEPs. First

according to the community energy system framework

it introduces the bidding rules

clearing mechanism and information disclosure method of the electricity-heat combination market. Then

the MEP’s energy supply cost model and the market clearing price prediction model are established

which constitute the bidding space of MEP. By analyzing the bidding space

it determines the optimal bidding quantity and the reasonable bidding price range. Considering the new bidding risk of the electricity-heat combination double auction market

an optimal bidding price model is proposed based on the conditional value at risk

which helps decide the most optimal price within the given bidding price range. The optimal quantity and the optimal price together constitute the optimal bidding strategy of MEP. Finally

taking a community energy system as an example

the simulation results show that the proposed electricity-heat combination double auction market and the proposed optimal bidding strategy can increase the economic benefit of the community energy system by 15.4%. Compared with “cost-plus method” and “MCP prediction method”

the proposed bidding strategy has stronger market competitiveness.