A. During the process of producing thermal energy, new substances such as carbon dioxide are generated, which constitutes a chemical change.
B. The process of producing hydropower is only energy conversion, no new substances are generated, and it is a physical change.
C. The wind power production process is only an energy conversion, no new matter is generated, and it is a physical change.
D. The geothermal energy production process is only an energy conversion, no new substances are generated, and it is a physical change.
Then choose A.
Hydroelectricity is not the conversion of mechanical energy into electrical energy. These are all physical changes that use potential energy, kinetic energy, etc.
So-called chemical energy is the energy stored in matter, which must bere reflected by chemical changes. Therefore, you are correct that there are chemical changes in the process of converting to chemical energy, otherwise it would not be reflected.
Chemical energy must therefore be expressed through chemical changes.