As the scale of wind power bases rises, it becomes significant in power system planning and operation to provide detailed correlation characteristic of wind speed in different geographical hierarchies, that is among wind turbines, within a wind farm and its regional wind turbines, and among different wind farms. A new approach to analyze the correlation characteristics of wind speed in different geographical hierarchies is proposed in this paper. In the proposed approach, either linear or nonlinear correlation of wind speed in each geographical hierarchy is firstly identified. Then joint sectionalized wind speed probability distribution is modeled for linear correlation analysis while a Copula function is adopted in nonlinear correlation analysis. By this approach, temporal-geographical correlations of wind speed in different geographical hierarchies are properly revealed. Results of case studies based on Jiuquan Wind Power Base in China are analyzed in each geographical hierarchy, which illustrates the feasibility of the proposed approach.