In order to analyse the possibilities of improving grid stability on island systems by local demand response mechanisms, a multi-agent simulation model is presented. To support the primary reserve, an under-frequency load shedding (UFLS) using refrigerator loads is modelled. The model represents the system at multiple scales, by recreating each refrigerator individually, and coupling the whole population of refrigerators to a model which simulates the frequency response of the energy system, allowing for cross-scale interactions. Using a simple UFLS strategy, emergent phenomena appear in the simulation. Synchronisation effects among the individual loads were discovered, which can have strong, undesirable impacts on the system such as oscillations of loads and frequency. The phase transition from a stable to an oscillating system is discussed. (C) 2012 Elsevier Ltd. All rights reserved.