This paper explores voluntary consumption quotas as a strategy to deal with energy supply shortages. We report the results of an experiment framed as an energy consumption problem, in which subjects play a Nash demand game and can choose whether to participate in an energy conservation programme based on quotas. Individuals who accept the quota trade off their maximum possible demand for energy in exchange for the certainty that their demand will be met, whereas individuals who reject the quota can demand and possibly earn more but risk suffering from a power outage and ending up empty-handed. We design three different quota schemes and discuss their consequences on outage frequency and energy consumption reduction. The results suggest that voluntary quotas may significantly contribute to improving energy security and reducing grid stress, and that the choice of which quota to introduce is a matter of policy preference.