Integration of renewable energy sources in electrical energy networks, is significantly increased due to economic and environmental issues in recent years and has appeared new challenges in the operation of power systems. Additionally, the power to gas (P2G) technology is a practical solution for accommodating the variability of the power output of wind energy sources, which are effective in reducing pollutant gas emissions considering their gas or power injection to the network at on-peak time intervals. Moreover, natural gas (NG)-fired generation plants can be introduced as practical solutions for decreasing power output variations of renewable sources due to their high ramp rates and quick response. This study proposes a multi-objective two-stage stochastic unit commitment scheme for integrated gas and electricity networks taking into account novel flexible energy sources such as P2G technology and demand response (DR) programs as well as high penetration of wind turbines. In this paper, P2G technology is introduced as a promising option for increasing the wind power dispatch in power systems. In addition, DR program as a cost-environmental effective method is modeled as a price-responsive bidding mechanism that is influential in decreasing the operation cost of the integrated network by shifting load from on-peak time intervals to off-peak time intervals. The introduced scheme has been implemented on an integrated 6-bus power system with 6-node gas networks by analyzing the performance of the framework in terms of operation cost and release of environmental pollutant gases. The results show that the simultaneous consideration of power-to-gas technology and demand response program reduces environmental pollution in addition to reducing costs. The investigation of the operation cost of the whole integrated system shows that application of both P2G and DR is beneficial in decreasing cost by 2.42% and 1.78% with respect to consideration of each of the P2G and DR, respectively.