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In a multi-energy collaboration system, cooling, heating, electricity, and other energy components are coupled to complement each other. Through multi-energy coordination and cooperation, they can significantly improve their individual operating efficiency and overall economic benefits. Demand response, as a multi-energy supply and demand balance method, can further improve system flexibility and economy. Therefore, a multi-energy cooperative system optimization model has been proposed, which is driven by price-based demand response to determine the impact of power-demand response on the optimal operating mode of a multi-energy cooperative system. The main components of the multi-energy collaborative system have been analyzed. The multi-energy coupling characteristics have been identified based on the energy hub model. Using market elasticity as a basis, a price-based demand response model has been built. The model has been optimized to minimize daily operating cost of the multi-energy collaborative system. Using data from an actual situation, the model has been verified, and we have shown that the adoption of price-based demand response measures can significantly improve the economy of multi-energy collaborative systems.