In　this　paper,　we　propose　a　new　framework　for　the　optimal　virtual　power　plant　(VPP)　energy　management　problem　considering　correlated　demand　response　(CDR).　Our　objective　is　to　minimize　the　VPP　operating　cost　while　maintaining　the　power　quality　of　the　system.　We　formulate　a　risk-constrained　two-stage　stochastic　program　to　address　uncertainties　in　day-ahead　and　real-time　electricity　prices,　renewable　energy　source＇s　generation　processes,　and　the　CDR　relationship.　The　VPP　can　also　maintain　cooling　and　heating　balances　by　coordinating　combined　cooling,　heating,　and　power　production　and　CDR　units.　Extensive　simulation　results　show　that　the　VPP　can　minimize　the　operating　cost　and　ensure　the　energy　balance　and　power　quality　by　coordinating　components　in　the　framework　we　propose.