Actually, the monthly time series of air temperature in Stockholm in the winter season is quite highly correlated (negatively) to the monthly precipitation in the Mediterranean region: in the winter months in which the Azores High is strong, the stronger westerly winds brings warmer and more humid air to Northern Europe and deflect the rain-bringing Atlantic depressions that normally would hit the Mediterranean at this time of the year. Last winter, the NAO was in a very negative state, with a very weak Azores High. Temperatures in Northern Europe were low and precipitation was very high in the Mediterranean. We can appreciate this correlation in the figure below. The map shows the correlation coefficient between the time series of monthly winter precipitation in one particular location and the simultaneous temperature in Stockholm. This plot shows that although the word 'teleconnection' has been quite derided in some blogs, it indeed has some physical basis.
Map showing the correlation coefficients between monthly winter temperature in Stockholm and the simultaneous monthly mean precipitation in Europe in the period 1950-2010. Links, from observations; right from a climate model simulation started in year 1000. The right figure displays the model grid.
Incidentally, a similar calculation performed with data from a climate model simulations shows pretty much the same pattern: in the climate model 'Stockholm' temperatures are also strongly (negatively) correlated to Mediterranean precipitation in wintertime. I think this similarity is quite remarkable - the climate model has not been tuned to produce this pattern. It emerges from the model's own atmospheric dynamics, and shows that climate models, though not perfect, can produce climate patterns that closely reassemble the observed.
How is climate change affecting the NAO, or in other words the strength of the Azores High ? Most climate models predict an intensification of the NAO with increasing concentration of greenhouse gases. This is why the Mediterranean precipitation is one the few areas not located at high-latitudes for which climate models agree in their predictions for winter precipitation. However, the NAO index displayed a mostly negative trend through the 20th century until about 1975, then an upward trend until the early 1990s and a negative trend again thereafter. It is not very often mentioned that climate models are not able to replicate either this long-term behaviour nor the observed amplitude of short-term variations of the NAO index.
As it is becoming too common in climate research, uncertainty opens the window for an inflation of hypothesis to identify the mechanisms behind the NAO variability and its possible evolution in the future. Last winter a paper put forward the hypothesis that the low temperatures in Northern Europe caused by the extreme low state of the NAO were caused by anthropogenic climate change. The reasoning went something like this: a diminished sea-ice cover in some regions of the Arctic would tend to disturb the atmospheric circulation towards a more negative NAO state. As it usually happens, Nature has promptly responded this winter so far with a high NAO index - the opposite to the predictions in this paper.
Monthly Index of the North Atlantic Oscillation in winter (November-March)
Several institutions issue extended weather forecast or seasonal predictions focused on the NAO, for instance NOAA . Seasonal forecasts pose different questions from climate projections. In the former, a good knowledge of the initial state of the atmosphere and the ocean is critical to predict their evolution in the following weeks or months, climate projections are to a very large extent determined by the external forcing, like greenhouse gasses, volcanism and solar activity. However, I think there is a value in seasonal forecasts, like the NAO forecast issued by NOAA, that goes beyond the the mere short-term prediction. This requires a more lengthy exposition, but in my opinion a seasonal forecast that happens to be usually correct would clearly strengthen the credibility of climate models in general. The skill of seasonal forecast is still quite poor, unfortunately. We can see for instance that the NOAA forecast for this winter NAO, even the forecast with a lead time of 14 days, underestimates the high values of the NAO index observed.