Power grid resilience has been a major concern as extreme weather events become more frequent recently. Particularly, wind power generation has constituted a significant body of generation portfolio worldwide. Under stormy weather conditions, wind power generation would be curtailed due to the over-speed protection of wind turbines. Subsequently, the sharply reduced generation resources would significantly endanger the reliability of power supply. In this study, the authors propose to apply the risk-limiting methodology to improve the efficient utilisation of wind power prior to reluctant wind curtailment on the advent of wind stormy events. The proposed method integrates three programs, namely, day-ahead unit commitment (UC), hourly-ahead UC, and real-time load shedding into one single model along with risk-limiting constraints. The first program provides the baseline of hourly dispatch; whereas, the latter two programs serve as recourse means while wind stormy event unfolds. The proposed model is cast into a multi-stage mixed-integer linear programming model and solved by commercial solvers. Illustrative examples demonstrate that the proposed method can reduce the total dispatch cost over the time-horizon including the wind stormy event, by postponing the timing of proactively starting quick-start generating units and shedding loads, in contrast to conventional two-stage stochastic dispatch methods.