Shared-energy　storage　(SES)　can　break　the　energy　interaction　barrier　between　the　demand　side　and　the　supply　side,　which　is　becoming　an　option　for　improving　the　flexibility　of　energy　systems.　This　study　designed　a　novel　structure　for　the　shared-energy　aggregator　(SEA),　incorporating　a　microgrid　(MG),　prosumer　and　SES.　Then,　a　two-level　market　transaction　optimization　model　for　SEA,　considering　the　robust　stochastic　optimization　method,　is　proposed;　namely,　at　the　day-ahead　stage,　a　robust　stochastic　operation　optimization　model　is　constructed　to　achieve　the　dispatching　plan　from　the　demand　side　under　the　objective　of　achieving　the　minimum　energy　consumption　cost　for　the　prosumer,　and　at　the　real-time　market　stage,　a　robust　stochastic　operation　optimization　model　from　the　supply　side　is　constructed　to　arrange　the　optimal　dispatching　strategy　under　the　objective　of　the　maximum　aggregator　benefits　of　MG　and　SES.　Finally,　an　industrial　park　micro-grid　in　Qinghai　Province,　China,　is　selected　as　an　example　for　analysis.　©　2024　The　Authors.　IET　Renewable　Power　Generation　published　by　John　Wiley　&　Sons　Ltd　on　behalf　of　The　Institution　of　Engineering　and　Technology.