Humid thick air= Heat
Thin air= Cold
Train in every condition to build versatile strength.
I drink a crap ton of H20, take plenty of micro breaks, I wear a hat cause I shave my head and head sunburn SUCKS and I reward myself with a cold shower and sometimes some Fro Yo (Frozen Yogurt)
The best season to improve your stamina is winter because the air is much colder than usual.
Not really quoting a science exactly but I think it's called Thermogenesis. The lungs open up more to receive more o2 and the body uses said o2 more efficiently. However it isn't just the "Coldness" of the air but the Thinness. Which is areason high altitude training is so beneficial. Again, it all comes down to training in as many environments as possible.