The rapid growth of natural gas fuel consumption by gas-fired generators and the new emerging power to -gas technology have intensified interdependency of electric power and natural gas systems. Consequently, such interdependency, together with heterogeneous uncertainties of the power system (e.g., power loads and renewable energy) and the gas system {e.g., gas loads), has brought new challenges to energy system operators for the secure and economic operation of interdependent power and gas systems. Specifically, uncertainties from one infrastructure could easily spread to the other, which consequently increase vulnerability and eventually lead to cascading outages of both systems. This paper proposes a two-stage adjustable robust model to study day-ahead coordinated optimal scheduling of the interdependent power and gas systems. Dual-fuel generating units are also considered for shaving gas fuel consumptions and ensuring the security of both systems during peak gas demand hours. Moreover, Weymouth gas flow constraints are linearized via Taylor series expansion, which facilitates the implementation of column-and-constraint generation algorithm to effectively solve the proposed two-stage adjustable robust model with nonlinear gas flow constraints in the second stage. Numerical case studies illustrate that dual-fuel units can enhance the secure and economical operation of interdependent power and gas systems, especially when natural gas demands present upward uncertainties, It is also demonstrated that power-to-gas facilities can facilitate a deeper penetration of volatile renewable energy by effectively converting excessive renewable generation into natural gas. (C) 2018 Elsevier Ltd. All rights reserved.