Because of factors such as low natural gas prices, low greenhouse gas emission and high efficiency has increased the penetration of natural gas-fired generators in electric power systems. Large gas consumption of gas-fired generators has caused intense interdependence of electricity and gas systems. Most often, the operational planning of power and gas systems is conducted through a co-optimisation model in which the total cost of electricity and gas systems is minimised and the constraints of both systems are considered. On the other hand, due to environmental concerns, the usage of fuel cell vehicles (FCVs) is increasing. Hydrogen refueling stations (HRSs) are needed for refueling FCVs. This paper puts forward a stochastic model for co-optimisation of wind-integrated power and gas systems, hosting HRSs, electric storage systems (ESS's) and responsive electricity and gas demands. The effect of ESS's, responsive demands, contingencies, wind uncertainties and demand response on operation of power-gas nexus is scrutinized. An incentive-based demand response program has been used for both electricity and gas demands. The case study is the Belgian gas network connected to the a 24-bus power system. The findings indicate that responsive electric demands reduce electric system cost by 9.4 %, while responsive gas demands reduce the gas network cost and total operation cost by 1 %. The contingency analysis on the power-gas nexus shows that single line outage contingencies in power system does not result in any demand shed and does not increase the operation cost of either electricity network or gas network.