How do convection currents cause wind?
As the air molecules heat up they move faster, spread apart and as a result the air becomes less dense. As it becomes less dense it will go upwards. Cool air will move to take the place of where the warm air was = wind! You have experienced this in the kitchen. When the stove is really hot and you open the door you will feel a blast of warm air hit you as it leaves the oven and goes upwards because it is less dense than the air in the kitchen.
