基于copula函数的新能源枯竭风险分析

Risk analysis of new energy depletion based on copula functions

  • 摘要: 以某区域2018―2023年冬季风电、光伏发电日输出功率数据为研究对象,通过优选边缘分布和copula函数,构建了风电−光伏二维联合概率模型.利用该模型定量评估了不同区域新能源枯竭的组合风险水平,并测算了枯竭事件的联合再现期和同现再现期.研究结果表明:不同区域风电、光伏的最优边缘分布和copula函数存在明显地域差异;各地区风电或光伏单独枯竭的发生概率较高,且频次密集;而风电和光伏同时枯竭的极端耦合事件概率较低,整体枯竭频次显著偏小.

     

    Abstract: Taking the daily output data of wind power and solar power in winter from 2018 to 2023 in a certain region as the research object, this paper constructs a two-dimensional joint probability model of wind-solar power by selecting the optimal marginal distribution and copula functions.On this basis, the combined risk level of new energy depletion in different regions is quantitatively evaluated, and the co-occurrence and co-reoccurrence return period of depletion events are calculated.The research results indicate that the optimal marginal distributions and copula functions of wind and solar power vary significantly across different regions.The probability and frequency of individual depletion of wind power or solar power in each region are relatively high.In contrast, the probability of extreme coupling events with simultaneous depletion of both energy sources is lower, accompanied by a significantly lower occurrence frequency.

     

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