Increasing wind power penetration levels bring about new challenges for power systems operation and planning, because wind power forecast errors increase the uncertainty faced by the different actors. One specific problem is generation re-dispatch during the operation period, a problem in which the system operator seeks the cheapest way of re-dispatching generators while maintaining an acceptable level of system security. Stochastic optimal power flows are re-dispatch algorithms which account for the uncertainty in the optimization problem itself. In this article, an existing stochastic optimal power flow (SOPF) formulation is extended to include the case of non-Gaussian distributed forecast errors. This is an important case when considering wind power, since it has been shown that wind power forecast errors are in general not normally distributed. Approximations are necessary for solving this SOPF formulation. The method is illustrated in a small power system in which the accuracy of these approximations is also assessed for different probability distributions of the load and wind power.