Integrated Energy System is an important direction for the transformation of the power industry. IES can give full play to the complementary role of multiple energy sources and serve to achieve the industry's energy saving and emission reduction goals. Firstly, this paper establishes a P2G refined operation model considering two stages of hydrogen production from electrolytic water and hydrogen methanation. Secondly, based on the analysis of the IES load characteristics, the multi-energy loads are divided into longitudinal demand responses where the same energy type can be transferred and reduced in time, and horizontal demand responses where different energy types can be substituted for each other, and the corresponding mathematical models are established. Finally, the reward and penalty ladder carbon trading mechanism are used to quantify the carbon trading cost, and the IES low-carbon economic optimization model integrating the Power-to-gas refinement model and demand response is constructed. The model was subjected to second-order cone programming relaxation and incremental segmented linearization methods before being solved using the CPLEX commercial solver. Simulation analyses were performed in an IES consisting of an IEEE 33-node distribution network and a 24-node gas distribution network. The results show that considering demand response can fully exploit the flexible coordination performance of the load side, resulting in a 12.6% reduction in total system cost and a 38.8% reduction in carbon emissions.