Due　to　the　higher　energy　efficiency　as　well　as　the　higher　flexibility　and　reliability　of　energy　supply,　multi-carrier　energy　systems　(MCESs)　have　attracted　extensive　attention.　However,　the　power　imbalance　caused　by　uncertainty,　the　complicated　couplings　among　multiple　carriers,　and　the　communication　obstacles　among　multiple　MCESs　bring　challenges　to　the　synergistic　scheduling　of　multiple　MCESs.　To　this　end,　this　paper　studies　the　synergistic　scheduling　of　multi-MCES　coupled　with　electricity,　natural　gas,　heating,　and　cooling　carriers,　considering　integrated　demand　response　(IDR)　program　and　load　volatility.　First,　an　IDR　program　with　electricity,　heating,　and　cooling　loads　is　proposed,　where　the　consumers　can　change　their　energy　consumption　patterns　in　response　to　price　signals　to　reduce　operating　costs.　Second,　to　smooth　the　electricity　load　curve　and　avoid　load　fluctuations,　load　volatility　is　taken　into　account　when　implementing　the　IDR　program.　In　addition,　the　non-convex　constraints　of　natural　gas　network　are　tackled　via　second-order　cone　relaxation,　and　the　scheduling　of　multi-MCES　is　reformulated　as　mixed　integer　second-order　cone　programming　(MISOCP).　Finally,　the　synergistic　scheduling　model　of　multi-MCES　considering　IDR　program　and　load　volatility　is　solved　by　consensus-based　alternating　direction　method　of　multipliers　with　limited　boundary　information　exchange　with　neighboring　MCESs.　Numerical　results　illustrate　the　effectiveness　of　the　proposed　distributed　IDR　program　in　a　multi-MCES.