Energy - the ability to do work. Heat moves from hot to cold and is transferred most effectively through solids, particularly metals.
Air is a poor conductor and is often used as insolator.
A metal rod with one end over a candle. Heat is transferred through the rod and eventually the whole rod is hot. Air becomes buoyant when air near the ground becomes less dense than air that surrounds it. The upward force of the heavy air forces the lighter air upward. Air moves in from the sides to replace the displaced air.