Assessing future climate-related risks requires looking at the future states of both climate and socioeconomic systems. The overarching objective of this thesis is to advance the use of socioeconomic scenarios in climate-related risk assessment studies. The study investigates the operationalization of the SSP-RCP (Representative Concentration Pathways - Shared Socioeconomic Pathways) framework for the assessment of heat stress risk at multiple temporal and spatial scales, through case studies on Europe, African cities and the Houston metropolitan area. Results show that future socioeconomic and climatic conditions are highly uncertain, the case studies depicting an extremely broad range of possible outcomes. The co-use of socioeconomic and climate scenarios is therefore crucial to explore the spread of plausible futures. Recommendations for further research are made on improving consistency between local and global SSPs, further exploring feedbacks between SSPs and RCPs and increasing collaboration between socio-economic and natural sciences.