Heat waves are large-scale atmospheric phenomena that may cause heat stress in ecosystems and socio-economic activities. In cities, morbidity and mortality may increase during a heat wave, overloading health and emergency services. In the face of climate change and associated warming, cities need to adapt and mitigate the effects of heat waves. This study suggests a new method to evaluate heat waves' impacts on cities by considering some aspects of heat waves that are not usually considered in other similar studies. The method devises heat wave quantities that are easy to calculate; it is relevant to assessing their impacts and permits the development of adaptation measures. This study applies the suggested method to quantify various aspects of heat waves in Lisbon for future climate projections considering future mid-term (2046-2065) and long-term (2081-2100) climates under the RCP8.5 greenhouse emission scenario. This is achieved through the analysis of various regional climate simulations performed with the WRF model and an ensemble of EURO-CORDEX models. This allows an estimation of uncertainty and confidence of the projections. To evaluate the climate change properties of heat waves, statistics for future climates are compared to those for a reference recent climate. Simulated temperatures are first bias corrected to minimize the model systematic errors relative to observations. The temperature for mid and long-term futures is expected to increase relative to the present by 1.6 degrees C and 3.6 degrees C, respectively, with late summer months registering the highest increases. The number of heat wave days per year will increase on average from 10, in the present climate, to 38 and 63 in mid and long-term climates, respectively. Heat wave duration, intensity, average maximum temperature, and accumulated temperature during a heat wave will also increase. Heat waves account for an annual average of accumulated temperature of 358 degrees C.day in the present climate, while in the mid and long-term, future climates account for 1270 degrees C.day and 2078 degrees C.day, respectively. The largest increases are expected to occur from July to October. Extreme intensity and long-duration heat waves with an average maximum temperature of more than 40 degrees C are expected to occur in the future climates.