Madrid would likely be just a little bit less-cold than New York City around Christmastime. It won't snow, that's for sure, but it will be cold. I don't know if gloves & scarves would be necessary - at least not for me ... But a warm, winter coat is essential.
New Years Eve can be downright freezing cold so prepare for that if you're in Madrid.
Saludos, MadridMan
"
It won't snow, that's for sure ..."Is that what you told the people in Burgos last Winter??
For Christmas in Madrid, I would recommend a raincoat with liner: what the Brits call a 'Mack.' Scarf is optional, but I would have a pair of Thinsulate gloves in my raincoat pockets.
And: believe it or not, New York City (Maritime influence) is usually not as cold as Columbus, Ohio during December/January