Wind power intervals with different confidence levels have an impact on both the economic cost and risk of dispatch plans for power systems with wind power integration. The higher the confidence level, the greater the bandwidth of corresponding intervals. Thus, more reserves are needed, resulting in higher economic cost but less risk. In order to balance the economic cost and risk, a unit commitment model based on the optimal wind power confidence level is proposed. There are definite integral terms in the objective function of the model, and both the integrand function and integral upper/lower bound contain decision variables, which makes it difficult to solve this problem. The objective function is linearized and solved by discretizing the wind power probability density function and using auxiliary variables. On the basis, a rolling dispatching model considering the dynamic regulation costs among multiple rolling plans is established. In addition to balancing economic cost and risk, it can help to avoid repeated regulations among different rolling plans. Simulations are carried on a 10-units system and a 118-bus system to verify the effectiveness of the proposed models.