It's pretty straightforward due to Groovy awesomeness!

Without any further ado:

import spock.lang.Specification

/**
 * Created by ravi on 11/14/14.
 */
class SpockDynamicExceptionTest extends Specification {

    def "test 1234"() {
        given:
        def a = 1

        when:
        exception.newInstance([message])

        then:
        thrown(RuntimeException)

        where:
        exception        | message
        RuntimeException | 'You are awesome'
        IOException      | 'Yo!'
    }
}

Breakdown of what's happening above in case you are new to Spock or Groovy:

Essentially two things are of note above:

  1. exception.newInstance([message])
    Here I am getting a Class type and simply using newInstance([message]) to instantiate the class with parameter(s): message

  2. The where block of Spock for data driven tests:

where:
exception        | message
RuntimeException | 'You are awesome'
IOException      | 'Yo!'       

Because the tests are data driven, they will run two times: the first time with RuntimeException and 'You are awesome' as arguments to the test method and the second time with IOException and 'Yo!' as arguments to the test method!