Abstract:  The power to gas （P2G） technology and natural gas generation units （NGGUs） facilitate the bidirectional coupling and hence closed-loop operation between a power system and a natural gas system concerned, and the development of an integrated electricity-gas energy system （IEGES）. IEGES can help promote the operation flexibility of the power system and natural gas system concerned and offer a potential alternative to accommodate intermittent generation from wind power and other renewable energy sources. Given this background, stochastic optimization strategies in IEGES with P2G facilities and NGGUs are addressed. First, a stochastic optimization model of IEGES with stochastic characteristics of wind power output is presented, with an objective of minimizing the overall operation costs, and the operation constraints in both the power system and natural gas system. Among them, by employing a fast searching density clustering algorithm, historical wind speed data are clustered so as to simulate the stochastic characteristics of wind power outputs. Then, the commercial solver AMPL/IPOPT is used to solve the presented stochastic optimization model. Finally, a sample IEGES with a modified version of the IEEE 39-node power system and the Belgium 20-node natural gas system included is employed to demonstrate the proposed method.