The global mean temperature has increased by ~1ºC since the preindustrial period (Allen et al., 2018). Global warming is spatially and temporally inhomogeneous, with larger increases for land and specific regions (so-called hot-spots) and seasons, such as the summer warming in the Mediterranean (García-Herrera and Barriopedro, 2018). The increasing trend of mean temperatures has been accompanied by changes in the tails of the distribution, including an increase in the frequency/duration and intensity of heat waves (Acero et al., 2018; Chapman et al., 2019) , as well as the occurrence of new emerging events, also called mega-heat waves. These extreme events, cause severe impacts in socio-economic sectors and population, like extensive crop failures (Fahad et al., 2017), devastating wildfires (Parente et al., 2018), poor air quality (Ordóñez et al., 2010; Rasilla et al., 2019), increased mortality (Kovats and Hajat, 2008), and peaks in energy demand (Newsham and Bowker, 2010)...