1 Introduction

Iberia has been identified for decades as a climate change hotspot (Lionello 2012; Diffenbaugh and Giorgi 2012; Turco et al. 2015; Russo et al. 2019; Cos et al. 2022), especially due to its vulnerability to temperature extremes (Cardoso et al. 2019), precipitation reductions (Argueso et al. 2012; Soares et al. 2017a), the associated droughts (Hoerling et al. 2012) and the related impacts. In Southern Europe, and in particular in Iberia, droughts occur often and with varied intensities and severities (Páscoa et al. 2020; Liberato et al. 2016), having sectoral, e.g. agriculture, energy production (Peña-Gallardo et al. 2019; Ribeiro et al. 2019a, b; Després and Adamovic 2020), environmental, e.g. vegetation activity/productivity, water resources, forest fires (López‐Moreno et al. 2007; Gouveia et al. 2012; Bastos et al. 2014; Bifulco et al. 2014; Kurz-Besson et al. 2016; Russo et al. 2017) and human negative impacts (Salvador et al. 2019, 2020a, b).

In general, drought conditions are defined by the balance between water availability, demand and management (Vicente-Serrano et al. 2020). In this sense, drought is greatly influenced by atmospheric dynamics and land atmosphere feedback (Sousa et al. 2011; Vicente-Serrano et al. 2015; Geirinhas et al. 2021). The presence of circulation systems, such as atmospheric blocking systems or ridges, modulates the storm tracks over the North Atlantic and the associated moisture fluxes towards the continent on synoptic time scales, therefore exerting a strong influence on precipitation anomalies and consequently on droughts (Stojanovic et al. 2018; García-Herrera et al. 2019). Furthermore, drought also depends on atmospheric evaporative demand, which may further reinforce drought severity when increased evaporative demand is settled (Geirinhas et al. 2021). To consider different feedbacks involved in the drought onset and duration, different approaches to depict drought occurrence have been developed. One of the most common is to identify meteorological droughts with the use of proxy indices, namely the Palmer Drought Severity Index (PDSI, Palmer 1965), the Standardized Precipitation Index (SPI, McKee et al. 1993) or the Standardized Precipitation Evapotranspiration Index (SPEI, Vicente-Serrano et al. 2010). These indices allow for an indirect assessment of drought through a simplified calculation of the main feedbacks, the latter two with multi-scalar characteristics. Despite the worldwide acceptance of SPI and its World Meteorological Organization recommendation to monitor droughts, SPEI has gained ground in the last years due to its capability for accounting the increase in atmospheric evaporative demand derived from temperature increases, as a result of anthropogenic greenhouse gas effect (García-Valdecasas et al. 2021). In fact, SPEI accounts for temperature influence (Vicente-Serrano et al; 2010), which is particularly important during periods of precipitation deficits over water-limited regions (Rios-Entenza et al. 2014; Knist et al. 2017; Careto et al. 2018; Soares et al. 2019; Tomas-Burguera et al. 2020).

Recently, Páscoa et al. (2021), taking advantage of the new high-resolution regular gridded dataset for Iberia (0.1° horizontal resolution), which includes precipitation and temperatures (Herrera et al. 2019), presented a high-resolution drought assessment focused on the Iberian Peninsula (IP) for present climate. This study used both SPEI and SPI for short, medium and long timescales, for the 1971–2015 period. A clear drying trend in most of the IP was identified by both indices for most of the territory, whereas the mean drought intensity was found to decrease slightly. The drivers of this drying trend are both the decreasing precipitation and the increasing evapotranspiration. With Páscoa et al. (2021), more complex patterns of drought trends were identified, mainly due to the improved description of precipitation, but a climate change perspective was lacking. This caveat has been examined taking into consideration future projections of drought events at both global and regional scales (e.g. Spinoni et al. 2018, 2020, 2021), assessing the impacts on different economic sectors, such as agriculture, water management and electricity production (e.g. Bento et al. 2021; Guerreiro et al. 2017; Després and Adamovic 2020). Regarding the understanding of future Iberian droughts, the few previous studies based on regional climate models display some limitations. Guerreiro et al. (2017) only look upon projections from one Representative Concentration Pathway (RCP) scenario, the RCP8.5 for mid-century (2041–2070) to analyse the flows of the international basins of Douro, Tagus and Guadiana. García-Valdecasas et al. (2021) relied on the EURO-CORDEX (European branch of the Coordinated Regional Climate Downscaling Experiment) multi-model ensemble under RCP8.5 to assess future drought conditions based on the calculation of SPEI at 3- and 12-month timescales. One of the major highlights of this work is related to the strong dependency of projections of drought characteristics, such as intensity, frequency and duration (Aksoy et al. 2021; Sun et al. 2022) on the period considered to calibrate the SPEI, particularly for larger timescales. Additionally, they reported that differences were larger for the near future than for the end of the century. This work has several shortcomings; namely, the use of a multi-model average with all members having the same weight in the ensemble does not include the complementary RCPs, which are gaining plausibility, and does not consider shorter timescales. The study from Spinoni et al. (2017) tries to overcome some of the previous limitations, by using regional climate model (RCM) runs, also from the EURO-CORDEX initiative, after bias correction. Spinoni et al. (2017) assessed future drought conditions in Europe through SPI and SPEI, by using the Hargreaves–Samani equation, and also the reconnaissance drought indicator (RDI) at 3- and 12-month scales. For each simulation, the frequency and severity of drought and extreme drought events were assessed for 1981–2010, 2041–2070 and 2071–2100, for both the RCP4.5 and RCP8.5. The authors highlight that although the bias correction brings significant improvements, some underestimation of extreme droughts is still present even when using the bias-adjusted EURO-CORDEX simulations, linked to the length of the considered period. Specifically for the Iberian Peninsula, Moemken et al. 2022 show an increase in drought conditions for the future climate. The authors also apply a bias correction methodology to EURO-CORDEX simulations and afterwards use standardized indexes for precipitation deficit, applying the results to global warming levels under the RCP 8.5 scenario.

Although these latter studies also use multi-model ensembles of RCMs, in particular from the EURO-CORDEX, they do not feature the model quality to represent drought over Iberia. Moreover, these investigations do not include the three main RCPs from the Coupled Model Intercomparison Project–Phase 5 (CMIP5), which undermines the possibility of fully characterizing the benefits of greenhouse gas emissions mitigation, more aligned with the Paris agreement and the new national determined commitments, such as the ones of European Union and USA, and crucial for the design of efficient and informed adaptation measures for different scenarios. Thus, it is still missing a thorough drought assessment for Iberia, at high resolution, considering a weighted multi-model ensemble and a multi-scenario for greenhouse gas emissions, from near to end of century.

In the current study, the evolution of droughts over Iberia is revisited, based on a high-quality EURO-CORDEX weighted multi-model ensemble, including, for the first time, the three RCPs from CMIP5: RCP2.6, RCP4.5 and RCP8.5 (van Vuren et al. 2011) and based on monthly drought indices. Firstly, a weighted multi-model ensemble for drought assessment is built where the weighting process relies on the individual model quality to represent both temperature and precipitation, the key variables for computing the evaporative demand (P-PET) and thus SPI and SPEI indices. The temporal scales considered range from 1 to 24 months. Secondly, the future drought anomalies, concerning the present climate, are analysed for three future climate periods (2011–2040; 2041–2070; and 2071–2100) in agreement with the three RCPs scenarios. Incorporated on the National Roadmap for Adaptation XXI–Portuguese Territorial Climate Change Vulnerability Assessment for XXI Century (RNA2100) project, which aims to support multi-sectorial public policy exercises of adaptation to climate change, a special focus is given to the future drought properties in response to different emission scenarios. In this way, a clear avenue for the adaptation needs, linked with meteorological droughts, can be drawn for Iberia.

2 Data and methods

2.1 EURO-CORDEX

The World Climate Research Programme supported a COordinated Regional Downscaling EXperiment (CORDEX) with the main goal of developing a coordinated ensemble of high-resolution RCMs projections throughout the twenty-first century for all regions of the world, at user-relevant scales, to support climate change impact and adaptation research (Giorgi et al. 2009, 2021; Gutowski et al. 2016). EURO-CORDEX (Jacob et al. 2014, 2020) is a branch from the international CORDEX framework, consisting of ensembles at 0.44°, 0.22° and 0.11° horizontal resolutions, covering a European domain.

These simulations span a common period from 1971 to 2100, where RCMs downscale the information from the Intergovernmental Panel on Climate Change—CMIP5 Global Circulation Models. From 2006 onwards, the simulations consider the RCP of 2.6, 4.5 and 8.5 W/m2 (van Vuren et al. 2011) as future greenhouse gas emissions, which, however, are not considered evenly by all modelling groups. These three scenarios are used in the current study to assess the difference in future drought projections from a strong mitigation scenario to a scenario without mitigation.

The used EURO-CORDEX variables were retrieved through the Earth System Grid Federation (ESGF) data portal and include daily total precipitation, and maximum and minimum 2 m daily temperature. In total, 13 EURO-CORDEX ensemble members were considered, covering all the required experiments. Table 1 summarizes the regional climate information used in this work.

Table 1 EURO-CORDEX regional models driven by the CMIP5 GCMs
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The EURO-CORDEX simulations were extensively evaluated for the present climate, showing substantial improvements for the main climate variables in simulating the variability of the European climate in space and time (Vautard et al. 2013; Kotlarski et al. 2014; Katragkou et al. 2015; Prein et al. 2015; Remedio et al. 2019). Over Portugal, Soares et al. (2017a) and Cardoso et al. (2019) assessed the ability of multi-model EURO-CORDEX ensembles in reproducing precipitation and temperature patterns and its variability, revealing a good agreement with observations and substantial gains when compared with previous RCM projects (PRUDENCE and ENSEMBLES; Soares et al. 2012). More recently, Herrera et al. (2020) performed a similar evaluation over the Iberian Peninsula, showing a good spatial agreement among EURO-CORDEX RCMs and observations. The added value of using such high-resolution simulations was quantified by Soares and Cardosa (2018) for the first time over the European domain and reported significant added value in the description of precipitation patterns, especially for extremes. Recently, the added value for temperature over Europe (Cardoso and Soares 2022), and for both climate variables over the Iberian Peninsula (Careto et al. 2022a, b), was assessed. Finally, EURO-CORDEX simulations were also able to reproduce the onshore (Moemken et al. 2018; Nogueira et al. 2019; Vautard et al. 2021) and offshore near-surface wind speed (Soares et al. 2017b).

2.2 Drought assessment

Due to the intricate characteristics of drought events and their relevant impacts on the environment and society, the use of drought indicators has become more frequent over the recent years (e.g. Vicente-Serrano et al. 2010; Begueria et al. 2014; Spinoni et al. 2017; Russo et al. 2019). Two of the most commonly used multi-time-scale indices are SPI (McKee et al. 1993) and SPEI (Vicente-Serrano et al. 2010; Beguería et al. 2014). They both allow for different accumulation periods, which permits the assessment of different drought types and their different impacts (Vicente-Serrano et al. 2013; Russo et al. 2019; Ribeiro et al. 2019a, 2019b; Bento et al. 2021). SPEI and SPI fundamentally differ in the fact that the computation of SPI only relies on precipitation (Hayes et al. 2011), whereas SPEI computes a simplified water balance between precipitation and potential evapotranspiration (PET) (Vicente-Serrano et al. 2010; Beguería et al. 2014). In semi-arid regions, such as the Iberian Peninsula, and in a climate change context, the importance of temperature is seen as paramount (Beguería et al. 2014), pushing forward the increasing use of SPEI, as we propose in the current study.

In order to compute SPEI, the PET needs to be computed. Yet, there are numerous formulations for PET. One of the most widely used is the FAO-56 Penman–Monteith formula (Allen et al. 1998) tailored for non-stressed grass cover, which can be considered as the best estimation of PET. A drawback of this approach is the need for multiple variables, some of them not readily available. Another widely used approach, for its simplicity, is the use of the Thornthwaite (Thornthwaite 1948) formulation, which only requires the latitude and temperature as input. However, previous studies argue that usage of the Thornthwaite formulation underestimates the potential evapotranspiration over arid and semiarid regions while overestimating it in humid tropical or equatorial regions (Jensen et al. 1990; van der Schrier et al. 2011). Thus, in a climate change scenario, this equation is not suitable to compute PET (Beguería et al. 2014). Nevertheless, following Beguería et al (2014) a specific PET formulation is not essential to compute the SPEI index. Therefore, as a balance between the complexity of the formulation and the availability of data, a modified version of the Hargreaves formulation (MHg) is considered here (Droogers and Allen 2002) for the calculation of PET. The MHg is similar to the original Hargreaves formulation but includes precipitation, which is readily available in most modelling and observational datasets and may serve as a proxy for cloud cover and humidity. Here, a daily version of this formula is implemented (Farmer et al. 2011):

$$\mathrm{PET}=0.0019\times 0.408\times RA\times (T\mathrm{avg}+21.0584){(\mathrm{TD}-0.0874\times P)}^{0.6278}$$
(1)

where RA is the extra-terrestrial radiation in MJ/m2, TD is the daily thermic amplitude in °C, Tavg is the daily mean temperature also in °C obtained from the average between the daily maximum and minimum temperature and P is the precipitation in mm/day. In this case, the RA is obtained empirically (Kalogirou 2014). To do so, first, the declination can be obtained by using the Cooper law:

$$\delta = 23.45\times \mathrm{sin}((360/365)\times (N+284))$$
(2)

where N corresponds to a certain day of the year, i.e. 1st January is day 1 and 31st December is day 365 or 366 depending on if it is a leap year. To compute the RA, the sunset hour angle is also a requirement and is given by:

$$\omega = \mathrm{cos}-1(-\mathrm{tan}(\phi )\times \mathrm{tan}(\delta ))$$
(3)

where φ is the latitude and δ the declination obtained from the previous step. The RA in W/m2 is then computed with Eq. 2.79 from Kalogirou (2014):

$$\mathrm{RA}=((24\times 3600\times \mathrm{Gsc})/\pi )\times S\times (\mathrm{cos}(\phi )\times \mathrm{cos}(\delta )\times \mathrm{sin}(\omega )+\omega \times \mathrm{sin}(\phi )\times \mathrm{sin}(\delta ))$$
(4)

where Gsc is the solar constant corresponding to 1367 W/m2 and the term S is the inverse distance earth–sun, given by:

$$S=1+0.033\times \mathrm{cos}(360\times N/365)$$
(5)

All angles were converted into radians, prior to each iteration.

2.3 Reference period for drought assessment

The usage of a standard reference period is common when computing both SPI and SPEI (e.g. Vicente-Serrano et al. 2010; Begueria et al. 2014), which is particularly useful for projections throughout the twenty-first century. However, due to the larger expected climate signal for the future, particularly for temperature (Aries et al. 2021), the probability functions could fail in simulating the lower tail of the accumulated distributions. Thus, to avoid this drawback, the method used by Spinoni et al. (2018) with a small evolution is followed here, and the full period of data is considered to address drought future changes. In this way, the data are divided into two periods: (1) 1971–2000, which corresponds to the historical baseline, and (2) the full span from EURO-CORDEX (1971–2100). For the latter, the drought indices are computed by pooling together the 300 years of data encompassing the periods from 1971 to 2000 together with each 2011–2100 period from the three RCP scenarios. This approach differs from the one proposed by Spinoni et al. (2018) and yet can only be used to assess the changes between future and historical conditions. On the other hand, the choice of 1971–2000 as a historical baseline is widely used as a reference period (e.g., Nogueira et al. 2019; Bento et al. 2021; Moemken et al. 2022), which is also conditioned by the fact that this analysis is performed under the scope of the National Roadmap for Adaptation XXI–Portuguese Territorial Climate Change Vulnerability Assessment for XXI Century (RNA2100) project, where a common historical period was chosen. Moreover, it is important to highlight the difference between the historical reference period computed with only 30 years against the full 300 years. Therefore, any comparison of the historical periods needs to be carefully addressed. Since SPI and SPEI are standardized indices, both have a zero mean over the full span at which they are computed. However, this is not the case for the 1971–2000 period taken from the 300-year indices. In this case, the reference (1971–2000) tends to be more humid, leading to a reduced number of drought events similar to those reported by Spinoni et al. (2018). Moreover, larger differences at the end of the century compared to the other periods could result in a slight underestimation of future events (Spinoni et al. 2018). In this sense, the 300-year SPI and SPEI are useful for assessing changes in drought characteristics for the twenty-first century, enhancing the comparability between RCPs, while the historical 30-year period is useful to evaluate present drought conditions as perceived by the EURO-CORDEX models.

2.4 Weighted multi-model ensemble based on temperature and precipitation

The building of a weighted multi-model ensemble has been shown to improve the quality of climate simulations, constraining the uncertainty, and obtaining more reliable climate projections (Christensen et al. 2010; Wenzel et al. 2016; Knutti et al. 2017; Sanderson et al. 2017; Lorenz et al. 2018; Brunner et al. 2019; Eyring et al. 2019; Nogueira et al. 2019). This is performed by weighting the individual models based on their performance in reproducing the variables of interest over a specific domain. Nonetheless, some studies have shown that different members of large multi-model ensembles have different performances in simulating given variables (Cardoso et al. 2019; Knutti et al. 2017; Nogueira et al. 2019; Sanderson et al. 2017; Soares et al. 2017a).

In the current study, two drought indices (SPI and SPEI) are used, where SPI relies on precipitation and SPEI on precipitation and temperature. In this way, a new approach to building a multi-model ensemble based on a multi-variable evaluation is followed to assess the future drought in Iberia. Here, we followed the methodology described in Lima et al. (2023) to build a weighted multi-variable multi-model ensemble based on precipitation and maximum and minimum temperature. This multi-variable approach is key to consistently assessing both variables representation by the individual models, preserving the physical consistency among climate simulations. Additionally, this approach also fosters the use of the multi-model/multi-variable ensemble for impact modelling that often needs multi-variable information.

Firstly, an evaluation of the performance of the 13 EURO-CORDEX RCMs in simulating precipitation, maximum and minimum temperature was performed using the Iberia01 (IB-01) observational gridded dataset (Herrera et al. 2019) over the Iberian Peninsula as reference, following the methodology described in Lima et al. (2023). This assessment was performed for the historical period (1971–2000), considering a set of different error metrics, from systematic to absolute errors to distributions properties and extremes: mean bias, mean absolute error, root mean squared error, normalized standard deviation, spatial correlation, Willmott-D Score, Perkins skill score, and Yule–Kendall skewness. Based on this assessment, the weights for each model and for each variable were obtained considering the individual model performance in reproducing the observed climate (a detailed description of how the model weights are computed can be found in Lima et al. (2023)). To consider the multi-variable performance, a new weight for each model is computed where the precipitation weight contributes 50%, and the maximum and minimum temperatures correspond to 25% to the calculation of each model final weight (Table 1). The multi-model ensemble is then computed with those weights. Since the IB-01 is considered as ground truth, and the region of interest is the Iberian Peninsula, those weights were specifically computed for this area. Overall, the weighted multi-model ensemble has shown good performance in representing the means and extremes of precipitation and maximum and minimum temperature when compared with IB-01 during the present climate over Portugal (similar results were found over the Iberian Peninsula; Lima et al. 2023). This gives us the confidence to use it in the characterization of the future of climate extremes. Also, this new multi-variable approach enhances the consistency of the assessment of drought conditions based on SPI and SPEI.

2.5 Future drought assessment

To assess drought conditions throughout the twenty-first century and according to multiple emission scenarios, the mean values, the decadal frequency, the mean duration of drought events and drought spatial extent were examined. These properties were computed for periods of 30 years with the historical reference of 1971–2000, 2011–2040 corresponding to the near future, 2041–2070 to mid-century and 2071–2100 to the end of century. For each individual model, the index mean value is useful to understand the trend across different periods and is obtained by simply averaging each respective 30-year period. The decadal frequency is represented by the number of occurrences of a certain drought type per decade, and the mean duration of droughts is computed by dividing the total number of months in drought by the total number of events, for each drought class. Having the mean, frequency and duration for the individual models, the multi-model ensemble is built by considering the weights as introduced in the previous sub-section. The spatial extent of drought is computed for each day by counting the number of points in each drought class and afterwards dividing by the total number of land points within the domain. Those values are then given as a percentage of land area in drought. Moreover, a boxplot of each projected change is built for intensity, decadal frequency and mean event duration allowing a better assessment of the overall changes throughout the twenty-first century. Furthermore, for the drought projections a significance test is performed following the Welch t-test, where only differences with a p-value below 0.05 are considered significant. In addition, the uncertainty of the drought intensity, frequency and mean duration projections is also assessed. If the agreement of the signal is poor among the individual model projections, then the uncertainty of the ensemble projections is higher. Conversely, if all models agree with the change signal, this indicates a reduced uncertainty.

Different types of droughts are examined: moderate drought for values below -0.5, severe drought for values below -1 and extreme drought for values below -1.5 (McKee et al. 1993). A drought event is determined when the SPI or SPEI index is below the threshold defined previously for at least one month. It is assumed that droughts evolve relatively slowly over time and for a specific event to be extreme, first, it must also be severe and moderate. This assumption avoids cutting in half a single event considered to be moderate, which otherwise could lead to an overestimation in frequency and an underestimation in duration.

A flowchart to guide the readers through the methodology applied in this study is introduced in Fig. 1, including the steps from the GCMs to the assessment of future drought conditions.

Fig. 1
figure 1

Flowchart of the data and methodology used in this study

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3 Results

3.1 Historical climate

An evaluation of the performance of the EURO-CORDEX multi-model ensemble is carried on against the IB-01 observational dataset (Figure S1). Table 2a shows the results of the mean spatial bias for drought frequency, complemented by Figure S2a, which displays the distribution of those biases. These results feature the values for moderate, severe and extreme drought. Overall, the smaller accumulation scales reveal higher differences against the observations, which is expected since the number of events at 1-month accumulation is larger (Figure S1a). Looking into different drought types, the differences between them are higher for SPI than SPEI in what concerns to the decadal frequency. For the mean drought duration, the differences are less pronounced; however, for SPI and SPEI and for the 24-month accumulation period the spatial distributions show larger differences (Figure S2). Similar results are found in the root mean squared error. Observing Figs. 2b and S1b, both SPI and SPEI for the 24-month accumulation period show some areas where mean event duration is larger than 14 months in the IB-01 dataset, while for the multi-model ensemble the mean duration does not surpass 12 months. Despite these differences, the spatial patterns of moderate, severe and extreme drought frequency and duration are well represented by the multi-model ensemble, which provides the needed confidence to use this ensemble to characterize the future drought conditions over Iberian Peninsula.

Table 2 Mean spatial bias between the EURO-CORDEX multi-model ensemble against the Iberia 01 observational dataset for a drought decadal frequency and b drought mean event duration for the 1971–2000 period. c and d display the root mean squared error for the drought decadal frequency and for the mean event duration, respectively
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Fig. 2
figure 2

EURO-CORDEX a decadal frequency, b mean drought duration and c boxplots of the spatial extent of the monthly drought for the SPI and SPEI (in the percentage of the Iberian mainland territory) from the weighted multi-model ensemble for the 1-, 3-, 6-, 12- and 24-month accumulations for the 1971–2000 period. Moderate, severe and extreme drought stands for SPI/SPEI values below − 0.5, − 1 or − 1.5, respectively. For this figure, all indexes were computed only in the 30-year period from 1971 to 2000. In the boxplots, the lower whisker value denotes the 10th percentile and the higher whisker the 90th percentile

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For historical climate, both SPI and SPEI (Fig. 2a, top panel) show similar spatial patterns for the decadal frequency of moderate droughts on all timescales, with SPEI revealing slightly higher frequencies for the 1- month timescale. In the case of severe droughts (Fig. 2a, middle panel), SPI and SPEI spatial patterns resemble a lot, showing slightly larger values for SPEI than SPI for most of the temporal scales (except for the 6-months). In the case of severe droughts (Fig. 2a, middle panel), SPI shows slightly higher decadal frequencies on all time scales. As expected, smaller timescales show larger decadal frequencies, independently of the analysed index. When analysing both SPI and SPEI for the same timescale, decadal frequencies are larger on the western coast and north-western areas. The frequencies of moderate drought peak at decadal values above 26 events for the one-month scale in the northwest and at the 2-years scale values range mostly between 4 and 6. For extreme droughts, the decadal frequency of events broadly varies from 5 events on the 3-monthly scale to above 2 events on the yearly scale.

During the 1971–2000 period, droughts show higher values of duration when computed using SPEI (Fig. 2b), with a similar spatial characterization relative to SPI. Droughts with longer durations are found in the Iberian north-eastern and south-eastern regions, reaching 14 months long in some areas for moderate droughts and above 8 months for severe droughts. Those durations refer to the 24-month accumulation drought time scales.

In terms of the spatial extent of drought for the 1971–2000 period, all accumulation time scales reveal similar distributions in each moderate, severe or extreme drought type. For the SPEI, the distribution has slightly more variability reaching 80% of the Iberian Peninsula in drought for the 90th percentile (high whisker). In general, the drought spatial extent is lower than 20% and 10% of the Iberian territory for severe and extreme droughts, respectively.

3.2 Multiple scenarios

The SPI and SPEI indexes in this section are built from a 300-year period, thus featuring the historical 1971–2000 and 2011–2100 from all RCP scenarios. Thus, differences arise relative to the results shown in the previous section. Figure S3 displays those differences for the 1971–2000 time slice, which stands for the historical period. Overall and as expected, the reference period with the 300-year indexes reveals a more humid panorama, underestimating droughts on the current climate. For instance, Figure S3a displays the differences in the mean value, with higher values among all timescales, namely for the larger accumulations. Figure S3b and S3c shows negative differences for the decadal frequency and mean duration of droughts. Those differences imply less frequent and shorter events for the reference period from the 300-year indexes in comparison with the 30-year indexes. These differences are more evident for the shorter timescales for the decadal frequency, while for the mean drought duration, the higher differences occur for the longer timescales.

Regarding future drought intensity (Fig. 3), both indices reveal a clear shift to larger drought intensities when considering the RCP2.6 to RCP4.5 and RCP8.5. This shift agrees with the known future projections of rainfall reduction and temperature increase, with the latter included on SPEI for Iberia (Soares et al. 2017a; Cardoso et al. 2019; Argueso et al. 2012; Cos et al. 2022). Moreover, according to the projected rising temperatures, SPEI indicates greater anomalies of intensities than SPI, as expected. A clear shift with time throughout the century for larger negative values is not seen within all RCPs. In fact, this only occurs for RCP8.5.

Fig. 3
figure 3

Differences in drought intensity between the early (2011–2040), mid (2041–2070) and end (2071–2100) century relative to the historical reference period (1971–2000) from each scenario for the EURO-CORDEX. For every panel, the differences are obtained by averaging the 30-year period from each model and the ensemble is then built by considering the weights in Table 1. These results are computed for each index SPI and SPEI at 1-, 3-, 6-, 12- and 24-month accumulation periods. The dark grey dots denote points where these differences are not statistically significant at the 5% significance level following Welch’s t-test. The results follow the a RCP 2.6, b RCP 4.5 and c RCP 8.5 scenarios. The panel in d shows boxplots resuming the information from the other panels, where the low whiskers denote the 10th percentile and the high whisker the 90th percentile. The cross denotes the spatial mean, and the corresponding values are shown in Table S1

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Looking at the anomalies of drought intensities for the RCP2.6 (Fig. 3a), SPI and SPEI point to an increase until the mid-century and a reduction for the end of century of drought intensity in some areas of the Iberian Peninsula and for all drought timescales. These positive anomalies are considerably higher for SPEI than SPI. Moreover, in the case of SPI for 2071–2100 the projected positive anomalies correspond to an attenuation of drought intensities. SPEI anomalies show a small increase in drought intensity for all periods, but are milder for the end of the century, in general, smaller than -0.5.

For the intermediate scenario (RCP4.5, Fig. 3b), drought intensity time evolution shows a monotonous increase for SPEI, but with similar changes for the mid and end century. For the shorter drought scales (1 to 6 months), those increases are up to − 0.75 confined mostly to the southern areas. For the longer droughts scales (12 to 24 months), the anomalies reach a much larger value, up to -1 for SPEI, in a large extension of southern Iberia, for the end of the century. The differences between RCP2.6 and RCP4.5, for one- and two-year(s) droughts (12 and 24 months), at the end of the century are notorious. For SPEI, in the former case, drought intensities are projected to reach at most − 0.75 in small areas scattered in Iberia, and in the latter case anomalies rise above those values reaching − 1.25 over large portions of the Iberian mainland. Examining the RCP8.5 results, the monotonous increase in drought intensity is greatly enhanced with the increased drought timescale and throughout the century, according to both indices. SPEI for 12- and 24-month scales point to intensity anomalies rather severe, which attain values above − 1.5 in 2071–2100, corresponding to approximately 5 × concerning the 2011–2040 period. By far, the results for the RCP8.5 are much more severe when compared to the other scenarios, even for mid-century. In line with the major differences in the reported drought intensity increases among two of three RCPs (RCP4.5 and RCP8.5), the drought decadal intensity evolution for the twenty-first century is extremely worrying.

Figure 4 reveals the projections for the future anomalies of drought decadal frequencies for severe drought in Iberia. Similarly, Figures S4 and S5 show the drought decadal frequencies, respectively, for the projected anomalies of moderate and extreme drought. The examination of the SPI and SPEI results for all RCPs shows an aggravation of the decadal occurrence of drought events at all time scales but particularly at the shorter ones. In the high-end case, for the RCP8.5 and at the end of the century, the increases surpass 15 (9) occurrences in a decade on the 1-month time scale as indicated by SPEI (SPI). These are followed closely by the other time scales, from 3 to 24 months, for which a troubling growth of more than 9 down to 3 drought events per decade is projected.

Fig. 4
figure 4

Differences of severe drought (SPI and SPEI below − 1) decadal frequency, between the early (2011–2040), mid (2041–2070) and end (2071–2100) of the century, relative to the historical reference period (1971–2000) for the EURO-CORDEX. For every panel, the differences are obtained by considering the weighted multi-model ensemble. These results are computed for each index SPI and SPEI at 1-, 3-, 6-, 12- and 24-month accumulation periods. The dark-grey dots denote points where these differences are not statistically significant at the 5% significance level following the Welch t-test. The results follow the a RCP 2.6, b RCP 4.5 and c RCP 8.5 scenarios. The panel in d shows boxplots resuming the information from the other panels, where the low whiskers denote the 10th percentile and the high whisker the 90th percentile. The cross denotes the spatial mean, and the corresponding values are shown in Table S3

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It is highly relevant to acknowledge the large discrepancy in the anomalies of drought decadal frequencies from RCP8.5 to RCP2.6, which strikingly point to completely different impacts and adaptation challenges. Moreover, SPI and SPEI show different increments, with the differences of severe drought decadal frequency depicted by SPEI being far larger than SPI, which are a result of SPEI trends being generally larger due to the regional warming effect (Páscoa et al. 2021). Based on the SPEI index which presents the mild-case scenario when it comes to the analysed indices (Fig. 3), within the RCP2.6 an increase in severe drought is projected for the near and mid-century followed by a reduction at the end of the century, for all drought timescales. The mid-century increase is particularly large for the 1-month scale, with the difference being of around 6 more events per decade for most of Iberia. From 3 months to 2 years, increases between 1 and 3 events are projected for a large extent of the peninsula. For the 2071–2100 period, a slight reduction in the increase in drought events is revealed, with 4 to 6 more events over large areas of the southern Peninsula at the 1-month timescale and an increase of at most 2 events for the other timescales. For the RCP4.5 scenario, changes in severe drought frequency are projected to grow throughout the century reaching values above 9- for the 1-month scale. This increase is progressive throughout the twenty-first century. For the 3- to 12-month scales, the future anomalies reach above 4 events in large extensions of Iberia. These augments reflect a massive growth of drought occurrence in Iberia, which corresponds to multiplying by 2 and 3 the decadal frequency of severe droughts for the mid-and the end of century, respectively, when compared to the near future climate, for vast areas of Iberia.

For moderate drought, the projected increases are larger for short drought scales, such as 1 and 3 months, reaching anomalies around 10 for the RCP8.5 and end of century (Figure S4). Under the RCP2.6, a slight variation in the decadal frequency of moderate droughts is observed throughout the twenty-first century, with up to 3 (9) more events for SPI (SPEI). For the RCP4.5 and RCP8.5, a rising in decadal frequency is presented from the mid-century, stronger for the non-mitigation scenario, from 3 (3) up to 9 (12) more moderate droughts considering the SPI (SPEI). In what concerns the projected evolution of extreme droughts, the results follow the ones shown for severe drought, but with maximum anomaly values in the range of 4 in RCP2.6, 6 in RCP4.5 and 9 in RCP8.5 considering the SPI (Figure S5).

Regarding the changes on severe drought mean event duration, for the three periods and the three RCPs, exceptional differences among emission scenarios and periods are depicted in Fig. 5. The changes are characterized generally by being greater for the longer timescales for both SPI and SPEI, with SPEI showing larger increments, independently of the emission scenario and for the three time periods. For RCP2.6, SPI reveals rather small increases or decreases for severe drought durations, particularly at the end of the century. In the meanwhile, SPEI reveals the most increases which can reach 5 months for the 24-month accumulation period. Moreover, for the RCP2.6, similar anomalies are displayed for the near and mid-century cases and even smaller amounts for the end of the century. For RCP4.5, the highest mean duration differences are seen for the mid-century, reaching values higher than 10 months in the centre of the Iberian Peninsula for the SPEI 24-month timescale. For the lower drought timescales, the increase is not so intense, ranging from no change (1 to 3 months) to 3–5 months for the scales between 6 months and 1 year, or the beginning and end of the century, SPI shows heterogeneous anomalies, with some areas of the Peninsula revealing increases, while others display decreases. Conversely, SPEI mostly shows a consistent increase in mean duration for all the timescales both at the beginning and end of the century, although, for the end of the century, milder changes are expected, ranging from no change at the shorter timescales of 1 to 3 months and approximately an increase of 3–5 months for the 24-month accumulation, in comparison with the mid-century. Finally, regarding RCP8.5, both SPI and SPEI generally show a consistent and important increase in mean duration for the longer timescale throughout the twenty-first century. These longer-lasting drought increments change rather monotonously. For the 6-month drought timescale, the mean durations are added up to 5 months, the one year up to 15 and the 24 months above the 40 months over large areas of the domain.

Fig. 5
figure 5

Differences of mean severe drought duration between the early (2011–2040), mid (2041–2070) and end (2071–2100) century, relative to the historical reference period (1971–2000) for the EURO-CORDEX. For every panel, the differences are obtained by considering the weighted multi-model ensemble. These results are computed for each index SPI and SPEI at 1-, 3-, 6-, 12- and 24-month accumulation periods. The dark grey dots denote points where these differences are not statistically significant at the 5% significance level following the Welch t-test. The results follow the a RCP 2.6, b RCP 4.5 and c RCP 8.5 scenarios. The panel in d shows boxplots resuming the information from the other panels, where the low whiskers denote the 10th percentile and the high whisker the 90th percentile. The cross denotes the spatial mean, and the corresponding values are shown in Table S6

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Regarding the moderate and extreme drought mean event duration (Figures S6 and S7, respectively), the change patterns follow the ones observed for severe drought events. For moderate drought, differences in mean duration are quite significant for the RCP4.5 and RCP8.5 from mid- to end of century. For the RCP4.5, the mean event duration can reach more than 10 (15) months in the mid-century 12-month timescale (24-month timescale), while for the RCP8.5 the moderate drought events can reach increases in the average duration of 20 (40) months for the 24-month timescale considering the SPI (SPEI). Notice that the projected changes in the average duration of moderate drought events are more pronounced in longer timescales than in shorter ones. For the RCP2.6 scenario, significant differences are found for the mid-century and for longer timescales, reaching more than 5 (10) months in event duration for SPI (SPEI) considering the 24-month accumulation period. Similarly, it is expected an increase in the average duration of extreme drought events, reaching more than 5 months in RCP2.6 and 15 months in both RCP4.5 and RCP8.5 considering the SPI and 1-month timescale.

Figure 6 displays the evolution of the spatial extent (in the percentage of mainland Iberia) for moderate, severe and extreme droughts, only for SPEI at the 12-month timescale. The projections for all the other accumulations and for the SPI index reveal similar results and similar conclusions may be inferred. As expected, the percentage of area in drought decreases from moderate to extreme droughts. Focusing on severe droughts (Fig. 6b), the projected changes are in line with the previous results (Figs. 3, 4 and 5). The differences in the future changes among the three emission scenarios are striking. For the RCP2.6, the boxplots reveal a higher percentage of area in drought at the beginning of the century and progressively reducing towards the end, reaching similar values relative to the historical reference period reference period. As for the RCP4.5, the spatial variability peak occurs at the mid-century, slightly decreasing for the end of the century. As expected, it is for the RCP8.5 where the largest changes in drought spatial extension are projected, with a progressive increase towards the end of the twenty-first century, surpassing in mean 50% of the area in severe drought. For comparison, the high whisker for the historical reference period does not reach 20% of the area in drought, while for the end-century RCP 8.5, the low (high) whisker has values of 10% (above 90%).

Fig. 6
figure 6

Evolution of the spatial extent in percentage for a moderate, b severe and c extreme drought (in the percentage of the Iberian mainland territory) considering the 12-month accumulation SPEI index. Each boxplot represents the distribution of the monthly area in drought for the Historical reference period (1971–2000), near future (2011–2040), mid-century (2041–2070) and end century (2071–2100). For all boxplots, each value denotes the mean value of the percentage of areas in drought

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For the moderate and extreme droughts (Fig. 6a and c), similar future spatial extensions can be found. Notice, however, at the end of century, for the RCP8.5 scenario, the mean of the percentage of area in moderate drought can surpass 70% of the territory. Overall, the tendency of changes for moderate drought is similar as for severe drought. Considering the extreme drought, also for the end-of-century RCP8.5 scenario, the mean reveals more than 30% of land in extreme drought, contrasting with the other periods and scenarios. Indeed, this increase in area is noteworthy, even when compared with moderate and severe droughts.

Finally, Figures S8 to S14 show a measure of the uncertainty for future drought changes, based on decadal frequencies and the mean event duration. For all cases, the models tend to agree with the projected changes, more for the SPEI and less for the SPI, particularly for the end of century and considering the RCP8.5 scenario. The inclusion of temperature through potential evapotranspiration in a drought index is thus paramount in improving the projections.

4 Discussion

In the present study, the analysis of the evolution throughout the twenty-first century of droughts and their main properties over Iberia was performed, based on a weighted multi-model ensemble of EURO-CORDEX high-resolution simulations (Lima et al. 2023), including three RCPs scenarios from high to non-mitigation: RCP2.6, RCP4.5 and RCP8.5 (van Vuren et al. 2011). The main goal of this study was to feature the dissimilarities of droughts arising from different RCP emission scenarios and pave the way for the designing of the adaptation needs associated. It is relevant to put in context the considered scenarios plausibility as there are studies arguing that the scenario RCP2.6 is still possible and that the RCP8.5 should be seen as worst-case scenario and not “business as usual”, and thus a unlikely scenario, in the context of current global emissions and the international agreements for greenhouse gas emission reductions (Hausfather and Peters 2020; Pielke et al. 2022).

Droughts are examined based on the monthly timescale indices SPI and SPEI, computed for 1- to 24-month accumulation periods for two climate periods, 1971–2000 for historical climate, and 1971–2100 encompassing the end of the twentieth century and the full twenty-first century from 2011 to 2100 for all RCPs. SPI and SPEI reflect the changes in drought characteristics (intensity, decadal frequency, mean event duration and spatial extension evolution) projected to occur in Iberia. Then, future drought anomalies were compared to the historical reference period climate for three future climatology (2011–2040; 2041–2070 and 2071–2100).

As highlighted by several studies over the Iberian Peninsula, the projections point out significant changes in climate conditions, expecting warming and drying trends throughout the end of the twenty-first century (Giorgi 2006; Soares et al. 2017a, b; Cramer et al. 2018; Lionello and Scarascia 2018; Cardoso et al. 2019; Tuel and Eltahir 2020; Soares and Lima 2022; Lima et al. 2023). Aligned with the severe projections of regional warming and precipitation reductions, it is expected changes on the frequency, duration, and spatial distribution of the extreme events, such as droughts. In addition, in response to these projections, a strong decrease in soil moisture is projected, which may lead to an intensification of heatwaves and droughts (Soares and Lima 2022). The future projections point to more severe, longer, and more spread-out drought events over Iberia Peninsula throughout the twenty-first century, with striking differences among the emission scenarios. Considering a strong mitigation scenario (RCP2.6), the future drought projections are much less severe, while being especially dramatic for the non-mitigated emission scenario (RCP8.5). Indeed, the projected warming and drying conditions are more severe for high anthropogenic emission scenarios (Barcikowska et al. 2018; Cramer et al. 2018; Lima et al. 2023). For the RCP2.6, significant changes in intensity, frequency and duration of drought events are found mostly in the near or mid-century, linked with the period in which the CO2 emissions peak, and decline afterwards. This decline is linked to a small precipitation increase and a stabilization in temperature that is projected for the end of the century, with respect to the mid-century. In what concerns the RCP8.5 scenario, significant changes are projected throughout the twenty-first century, with drought events more intense and severe in the end of century. For instance, an increase of 15 decadal events for the shorter time scale and an increase of 4 for the longer accumulations are projected. Regarding the mean event duration, the projections reveal small to no changes at 1-month accumulation, while the 24-month accumulation easily surpasses an increase in duration superior to 30 months. As for the spatial extent, it is expected to 60% of the Iberian Peninsula to be in severe drought in the mean, an increase from 10% from the historical reference period.

Overall, comparing the SPI and SPEI results, it is clear that evapotranspiration plays an important role in the increase in drought frequency and duration in the Iberian Peninsula. Those are consistent with the results from Páscoa et al. (2017, 2021), and also from González-Hidalgo et al. (2018), suggesting that the atmospheric evaporative demand is important, and the water supply of the atmosphere has not been sufficient to cope with the water demand, which in turn is amplified by increasing warming conditions (Vicente-Serrano et al. 2014). This is also in accordance with the results of Guerreiro et al. (2017), which show that SPI is not the most appropriate for semi-arid rainfall regimes such as the one affecting Iberia. The SPEI includes a simplified water balance between precipitation and potential evapotranspiration and therefore accounts for the effect of increasing temperatures, which means that it is dependent on the precipitation and temperature future changes. SPI only depends on the precipitation changes. SPI usually does not reveal such high changes for drought variability, mainly since the precipitation does not exhibit such a significant change as the temperature does in Iberia (Páscoa et al. 2021; Cardoso et al. 2019; Soares et al. 2017a; Lima et al. 2023). In regions where the future projections point to a significant reduction in annual precipitation, the frequency of occurrence of moderate to extreme droughts increases, while in regions where little to no changes occur in the number of moderate to extreme droughts per decade, it is expected negligible differences in annual precipitation (Argueso et al. 2012; Soares et al. 2017a; Lima et al. 2023). The analysis of the number of models which agree with the signal of change also highlights that the inclusion of temperature through potential evapotranspiration in a drought index is therefore paramount to improve the projections. Thus, SPI is insufficient for drought analysis studies over regions where there is a strong warming signal, such as the Iberian Peninsula (Ionita and Nagavciuc 2021). In addition, the agreement of the climate change signal among the models may contribute to such differences between the SPI and SPEI. While it is very likely the increase in temperature, changes in precipitation are strongly influenced by natural internal variability worldwide and over Iberia (Collins et al. 2013; Soares et al. 2017a; Aries et al. 2021).

Comparable findings are also projected by other studies, which use a similar drought index (e.g. García-Valdecasas et al. 2021; Guerreiro et al. 2017; Spinoni et al. 2018, 2021; Moemken et al. 2022). Nevertheless, the present study goes further than the referred investigations, relying on a weighted multi-variable multi-model ensemble, integrating temperature and precipitation, examining the three CMIP5 RCPs available and including shorter and longer timescales (lower than 3-months and longer than 12-months). In addition, it is important to emphasize that the scientific approach presented and used in this study is useful for drought assessment on other regions worldwide.

5 Conclusions

The presented results point to substantially different socio-economic impacts and adaptation needs. Even for the most optimistic scenario, an increase in drought frequency and duration is expected, resulting in sectoral impacts on agriculture and water management, and climate vulnerabilities such as the occurrence of forest fires. Although different adaptation measures should be adopted according to the future emission scenario, management approaches facing crisis situations are still the most common in addressing drought. This will unequivocally fail to strengthen the societies resilience, which will negatively contribute to long-term sustainability.

The current investigation was performed in the framework of the National Roadmap for Adaptation XXI–Portuguese Territorial Climate Change Vulnerability Assessment for XXI Century (RNA2100) project, focusing on the water and agriculture sectors, which face a major challenge in Portugal. This challenge concerns present times and as shown here is expected to be greatly enhanced if society fails on delivering hard mitigation policies.

The Iberian Peninsula, as many other regions, is highly dependent on rainfed water systems and agriculture for which drought impacts can take large tolls on water supply and crop productivity (Guerreiro et al. 2017; Ribeiro et al. 2019a, b; Bento et al. 2021). The projected changes throughout the century for all RCPs will certainly impact the future ability to supply water for all sectors and especially for agricultural production, consequently threatening water and food security. This is utterly important in these war times, which have global impacts on food production. Nonetheless, it is important to note that these impacts have significant spatial differences and future adaptation measures should be tailored to specific regional needs. The results of this study highlight the importance of developing adaptation strategies according to different sectors and different emission scenarios.