While wind is an abundant source of energy, integrating wind power into existing electricity grids is a major challenge due to its inherent variability. The ability to accurately predict future generation output would greatly mitigate this problem and is thus extremely valuable. Numerical Weather Prediction (NWP) techniques have been the basis of many wind prediction approaches, but the use of machine learning techniques is steadily gaining ground. Deep Learning (DL) is a sub-class of machine learning which has been particularly successful and is now the state of the art for a variety of classification and regression problems, notably image processing and natural language processing. In this paper, we demonstrate the use of Recurrent Neural Networks, a type of DL architecture, to extract patterns from the spatio-temporal information collected from neighboring turbines. These are used to generate short term wind energy forecasts which are then benchmarked against various prediction algorithms. The results show significant improvements over forecasts produced using state of the art algorithms.