2Leite Da Silva A M, Arienti V L, Allan R N. Probabilisticload flow considering dependence between input nodalpowers [J]. IEEE Trans on Power Apparatus and Systems,1984,103(6): 1524-1530.
3Morales J M, Baringo L, Conejo A J, et al. Probabilisticpower flow with correlated wind sources[J]. IETGeneration, Transmission & Distribution, 2009,4(5):641-651.
4Yu H, Rosehart B. Probabilistic power flow consideringwind speed correlation of wind farms[C] // 17th PowerSystems Computation Conference. Stockholm, Sweden,2011:1-7.
5Sklar A. Fonctions de repartition a n dimensions et leursmarges [J]. Publications de Plnstitut de Statistique deUUniversite de Paris, 1959,8: 229-231.
6Nelsen R B. An introduction to Copulas[M]. New York:Springer, 1999.
7Zhang P, Lee S T. Probabilistic load flow computationusing the method of combined cumulants andGram-Charlier expansion[J]. IEEE Trans on PowerSystems, 2004,19(1): 676-682.
8Hong Y M,Liu Y H,Wang S Y.Granger causality in risk and detection of extreme risk spillover between financial markets. Journal of Econometrics . 2009
9Harvey A.Tracking a changing Copula. Journal of Empirical Finance . 2010
10Longin F,Solnik B.Extreme Correlation of International Equity Markets. The Journal of Finance . 2001
