In Finland that’s what we do (if you have a ‘market priced’ contract). I have my heating set up so that it will ‘overheat’ my apartment when power is very cheap, effectively using the interior space as a rudimentary thermal battery.
There was an incident a few months ago, that caused power price to became absurdly negative, someone made a wrong bid and people used 90M€ worth of power in a few hours as a result.