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This paper presents a sequential Monte Carlo simulation algorithm that can simultaneously assess composite system adequacy and detect wind power curtailment events. A simple procedure at the end of the state evaluation stage is proposed to categorize wind power curtailment events according to their cause. Furthermore, the dual variables of the DC optimal power flow procedure are used to identify which transmission circuits are restricting the use of the total wind power available. In the first set of experiments, the composite system adequacy is assessed, incorporating different generation technologies. This is conducted to clarify the usual comparisons made between wind and thermal technologies which, in fact, depend on the performance measure selected. A second set of experiments considering several wind penetration scenarios is also performed to determine the operational rules or system components responsible for the largest amount of wind energy curtailed. The experiments are carried out on configurations of the IEEE-RTS 79 power system.