Aromas in general are especially effective coolers because they work very quickly. You catch a whiff of your friend's lilac perfume, for instance, and suddenly you're transported to a vivid memory of the happiness you felt as you walked under a lilac bush while holding your mother's hand. Odor molecules are chemical communicators that give specific and potent messages, and research shows that different smells stimulate different areas of the brain. They are inhaled through the lungs and from there go to the blood stream and enter the circulation, the heart, and thus influence the emotions. As Vaidya Mishra points out, only certain aromas are cooling.
Aromas also work much better in combination than alone.
Essential oils, like herbs, must be combined in a balanced way to create the desired effect and no harmful side effects. Wait a minute, you may be thinking. If you use a cooling massage oil, then the effect will be to release heat from the inside out. The cooling effect depends completely on using cooling oils for the massage. It's best to add a few drops of essential oils in a base oil.