As the proportion of wind power generation increases in power systems

it is necessary to develop new ways for wind power accommodation and improve the existing power dispatch model. The power-to-gas technology

which offers a new approach to accommodate surplus wind power

is an excellent way to solve the former. Hence

this paper proposes to involve power-to-gas technology in the integrated electricity and natural gas systems (IEGSs). To solve the latter

on one hand

a new indicator

the scale factor of wind power integration

is introduced into the wind power stochastic model to better describe the uncertainty of grid-connected wind power; on the other hand

for quantizing and minimizing the impact of the uncertainties of wind power and system loads on system security

security risk constraints are established for the IEGS by the conditional value-at-risk method. By considering these two aspects

an MILP formulation of a security-risk based stochastic dynamic economic dispatch model for an IEGS is established

and GUROBI obtained from GAMS is used for the solution. Case studies are conducted on an IEGS consisting of a modified IEEE 39-bus system and the Belgium 20-node natural gas system to examine the effectiveness of the proposed dispatch model.