DP connected monitor turning off after idling but not HDMI-connected one

I have a new desktop running Ubuntu (Xubuntu) 14.04 LTS and xorg intel driver. The desktop have a i7-6700K CPU, mother board is ASRock Extreme 4. I connected two external monitors, 1 through the DP port on the motherboard, and the other one through the HDMI port.

I notice that if I leave the desktop idle for some time, both monitor will go to sleep, but when I wake up the computer, only the HDMI-connected monitor shows the desktop, but not the DP-connected one. I have to use xrandr/arandr to reactivate the DP output in order to use both screens again.

I also notice when the HDMI-connected monitor wakes up, the xfce panel shows on the bottom, which is usually on the DP-connected display when I used dual-screen. So, it looks as if the DP-connected monitor goes offline first before the display went to sleep.

can anyone let me know if this is an known issue for using integrated GPU? any ways to debug the issue?