We propose real-time optimization strategies for energy management in building systems. We have found that exploiting building-wide multivariable interactions between CO2 and humidity, pressure, occupancy, and temperature leads to significant reductions of energy intensity compared with traditional strategies. Our analysis indicates that it is possible to obtain energy savings of more than 50% compared with traditional control strategies. The exploitation of the thermal comfort zone has been found to be the most relevant factor driving energy savings. We discuss strategies to handle multiple competing objectives as well as economic functions to analyze financial incentives provided by real-time prices and existing market designs. Numerical experiments are provided to support the claims.