Abstract: When evaluating the capacity of a generation park to
cover the load in transmission systems, traditional Loss of Load
Expectation (LOLE) and Expected Energy not Served (EENS)
indices can be used. If those indices allow computing the annual
duration and severity of load non covering situations, they do not take
into account the fact that the load excess is generally shifted from one
penury state (hour or quarter of an hour) to the following one. In this
paper, a sequential Monte Carlo framework is introduced in order to
compute adjusted LOLE and EENS indices. Practically, those
adapted indices permit to consider the effect of load excess transfer
on the global adequacy of a generation park, providing thus a more
accurate evaluation of this quantity.