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How to keep your baby's room warm
Let the sun in.
If it is a nice sunny day, especially one where the sun shines into the room, leave the curtains open for some natural light and heat. The natural light will be good for your baby, and cost you less money than running various heating appliances.
If there are tree branches in front of your windows, you can consider trimming the branches to let more light into the room. Just make sure the trees are on your property, and you aren't cutting down someone else's branches.