In recent years, the increasing penetration level of renewable generation and combined heat and power (CHP) technology in power systems is leading to significant changes in energy production and consumption patterns. As a result, the integrated planning and optimal operation of a multi-carrier energy (MCE) system have aroused widespread concern for reasonable utilization of multiple energy resources and efficient accommodation of renewable energy sources. In this context, an integrated demand response (IDR) scheme is designed to coordinate the operation of power to gas (P2G) devices, heat pumps, diversified storage devices and flexible loads within an extended modeling framework of energy hubs. Subsequently, the optimal dispatch of interconnected electricity, natural gas and heat systems is implemented considering the interactions among multiple energy carriers by utilizing the bi-level optimization method. Finally, the proposed method is demonstrated with a 4-bus multi-energy system and a larger test case comprised of a revised IEEE 118-bus power system and a 20-bus Belgian natural gas system.