Monitor turns off when a game is started

I recently assembled a PC with :
Intel i5-7600K Processor
Cooler Master Hyper D92 CPU Cooler
Gigabyte Z270X Gaming K7 Motherboard
G Skill Ripjaws V 16 GB RAM (8X2)
EVGA Supernova 650 G1 Power Supply
Seagate Barracuda 2 TB Hard Disk
Gigabyte GTX 1080 Windforce OC
Corsair Carbide 100R
The problem is that most of the games I start turn my monitor screen off when they launch (message -'searching for signal') and it remains off and doesn't turn back on most of the times until I put the computer to sleep or restart it.
Please help.
I have installed all the latest drivers.
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