With the continuous increase of wind power penetration in power systems, the problems caused by the volatile nature of wind speed and its occurrence in the system operations such as scheduling and dispatching have drawn attention of system operators, utilities and researchers towards the state-of-the-art wind speed and power forecasting methods. These methods have the required capability of reducing the influence of the intermittent wind power on system operations as well as of harvesting the wind energy effectively. In this context, combining different methodologies in order to circumvent the challenging model selection and take advantage of the unique strength of plausible models have recently emerged as a promising research area. Therefore, a comprehensive research about the combined models is called on for how these models are constructed and affect the forecasting performance. Aiming to fill the mentioned research gap, this paper outlines the combined forecasting approaches and presents an up-to date annotated bibliography of the wind forecasting literature. Furthermore, the paper also points out the possible further research directions of combined techniques so as to help the researchers in the field develop more effective wind speed and power forecasting methods. (C) 2014 Elsevier Ltd. All rights reserved.