An analytical model of multi-leader multi-follower Stackelberg game between the distributed energy station(DES)and the end user(EU)is proposed in order to explore the interactions between the two parties. The hierarchical Stackelberg game model considers the benefits of both DES and EU

and enables EU to make demand responses to maximize their welfare. In this model

the DES leads the game by independently deciding the amount of natural gas input for the generation of both the electricity and heating energies and jointly setting the energy prices to maximize their own profits. The EUs play as followers and determine the electricity and heating energy demands based on the prices the DES announced. Moreover

the closed-form expression of the Stachkelberg equilibrium(SE)of the game between DES and EU is derived. Furthermore

a distributed algorithm is proposed to obtain the SE of this game with limited information. Numerical studies demonstrate the validity of the proposed game scheme as well as the efficiency of the distributed algorithm.