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The power systems in Denmark, Spain, Ireland, and New Zealand have some of the highest wind penetrations in the world. The management of the different power systems to date, with increasing amounts of wind energy, has been successful. There have been no incidents in which the wind has directly or indirectly been a major factor causing operational problems for the system. However, there are a number of parameters that are being monitored that indicate the need for active management in the near future (and in some cases already today). In this article, we briefly describe the situations in these four countries, giving special emphasis to the market integration of wind power, the use of wind forecasting, and curtailment experience. The final section provides an overview of the main wind forecasting methodologies and challenges.