This paper presents an innovative solution based on distributed model predictive controllers to integrate the control and management of energy consumption, energy storage, PV and wind generation at customer side. The overall goal is to enable an advanced prosumer to auto-produce part of the energy he needs with renewable sources and, at the same time, to optimally exploit the thermal and electrical storages, to trade off its comfort requirements with different pricing schemes (including real-time pricing), and apply optimal control techniques rather than sub-optimal heuristics.