Concern about global warming and pollution has significantly increased interest in developing renewable energy sources. This study has wind energy as its main axis, the use of this energy eliminates unwanted and harmful waste to health and the environment caused by other energy sources, such as coal and nuclear power plants. This work aims to analyze the dependence relationship between wind speed and wind energy generation, this is a very complex relationship, so we seek to understand the stochastic nature of both variables. As a methodological tool, the copula theory was used. The study is based on the analysis and modeling of the dependence between wind speed data and wind energy generation, for an hourly database of a wind farm in the state of Bahia, from January to December 2017, after finding the copula corresponding to the dependency structure for the entire year and for each month individually, simulations were generated and the probabilities of occurrence of the scenarios were presented at pre-defined intervals, the results obtained were significant, adequate statistical tests were performed, evidencing the quality of the fit .