Do contact Yamaha's distributor in your country but be aware that there are usually policies in force for 'grey imports'. These are products which buyers import into a country privately, usually for one of two reasons: 1) it costs less money to buy abroad than from an authorised dealer in their country 2) the product is not available or supported in their country. Manufacturers will sometimes refuse to support these products. I'm not suggesting that this applies to you, but I have come across it before in several types of product. Those customers have been left on their own, and had to deal with the originating country.
Of course there are situations where a customer has bought a product in country A and then moved to country B. Manufacturers have to deal with cases individually! And I'm not sure what the situation is within the EU, where trade is supposedly free of restrictions.
Now, three things to think about.
1) How did you test the power adaptor? Just by checking the voltage or by plugging it into another similar instrument?
2) It's possible for the power socket to be broken in the keyboard. It's sometimes TOO easy, just a hard tug with the power lead plugged in can break a soldered connection, rendering the instrument 'dead'.
3) Many instruments have internal fuses and, if one has blown, again, you'll have a dead instrument.
Checking 2 and 3 would, of course, require you to take the keyboard apart, perhaps invalidating any warranty!