Coupling the two-level programming and copula for optimizing energy-water nexus system management – A case study of Henan Province

•A copula-based interval two-level programming (CITP) method is developed.•CITP is applied to the energy-water nexus system (EWNS) of Henan Province, China.•It can balance conflicts by diverse levels and reflect the risk interactions.•Various decision-making levels and diverse risk-interaction scenarios are analyzed.•Findings can provide decision supports for the coordinated development of EWNS.