High renewable penetration improves the low-carbon performance of integrated energy systems, but it also increases scheduling uncertainty and renewable curtailment risk. This paper proposes a CVaR-based optimal scheduling model for an electric-heat-hydrogen integrated energy system with battery energy storage, hydrogen storage, and demand response. The proposed model minimizes a weighted objective that combines expected operating cost and tail-risk cost, while considering electricity purchase and sale, gas consumption, carbon emissions, battery degradation, hydrogen conversion, demand response compensation, and renewable curtailment penalty. Wind power, photovoltaic generation, and electric load uncertainty are represented by multiple scenarios, and the same scenario set is used for all comparative cases to ensure fairness. Five operation schemes are studied, including no storage, battery energy storage only, hydrogen storage only, battery-hydrogen storage, and the proposed battery-hydrogen-demand response scheme. The numerical results show that the proposed scheme achieves the lowest weighted objective, expected cost, and CVaR cost. Compared with the no-storage case, the proposed scheme reduces the weighted objective from 12337.22 to 9677.39, increases renewable utilization from 92.3% to 99.8%, and reduces expected carbon emissions from 4771.88 to 2994.13. These results indicate that coordinated scheduling of battery storage, hydrogen storage, and demand response can improve economic performance, reduce operational risk, and enhance renewable energy accommodation in high-renewable integrated energy systems.