Let me start with conduction. What is the temperature of the air outside?
Here in Maryland it is February right now, the air temperature is close to the freezing point and if you stick your hand–which receives blood at about 98 deg. F–out of a car window, it is likely to be cooled, Stick it out on a summer day in Baghdad, when the air is at 120 deg F., and I am not sure what will cool what. And which side of the car will you be sitting there? All warm objects radiate heat, including your hand, and this cools them down–but meanwhile, they also receive radiation. If you sit on the sunny side (in Baghdad), your hand probably receives more than it gives out. If it is in deep shade, maybe not (though if hot walls are nearby, heated by sunlight, they radiate towards you, too). And heating need not be evenly distributed. Consider a bullet. A pistol bullet flying below the speed of sound pushes air out of its way and encounters resistance, which heats it up. A rifle bullet is supersonic, and in addition also compresses air in its front, creating much greater heat
