From the fascinating book "Autohypnosis and Autogenic Training" by Dr. Klaus Thomas (not available in English, I translated it)

Temperature adaptation

It has long been known, especially thanks to WEIZSÄCKER's experiments of over 100 years ago, that under hypnosis the feeling of well-being and skin reactions are determined not by the actual external temperature but by the subjective setting. Exercise under progressively more difficult conditions is not presupposed. Spectacular demonstrations are particularly dangerous in this field. If the hypnotist for "stage requirements" makes his subject face enormous temperature changes in the space of a few minutes (in one case I personally observed 60 degrees Celsius), profuse sweating with copious elimination of liquid is followed by a sensation of intense cold: a drastic procedure that, in addition to exposing to infection, almost necessarily involves more serious diseases, rheumatic for example. Instead, gradual habituation gives rise to almost absolute independence from external temperatures.

For example, for over 20 years I have endured the hot-humid climate of the Earth's most torrid areas and extreme temperature changes without feeling ill or getting sick. I can safely say this having lived in the tropics for several months. Therefore, I will report how my gradual adaptation unfolded.

Since 1945 I have eliminated my hat or cap in winter. If necessary (even while walking) I would repeat:

"Ears, nose and skin of the head are and remain pleasantly warm."

After two years, I was forced to cover my ears for a few minutes only infrequently, at times of extreme cold. Since 1946 gradual elimination of the coat with the formula:

"The skin is pleasantly warm, the cold is strongly indifferent to me".

Since 1948 the stimulating action of the cold air on the skin gives me pleasure; since 1949 I have not contracted a cold since a stay of no more than thirty minutes in the cold air, while a stay in a relaxed sitting position in a too cool working environment is still unpleasant for me. Since 1950 elimination of gloves, at first with the formula:

"Hands stay pleasantly warm".

After two years, adaptation to the temperature was established automatically, without the formula. In total, it took me seven years to achieve almost absolute independence from the outside temperature. For sensitive individuals, special complementary formulas are recommended, for example:

"The air ride leaves me completely indifferent".

In the humid heat of the tropics, the formula renders good services: "The skin stays dry and cool".

When it is very hot, sweating, as a natural defense mechanism, should not be suppressed; therefore the formula is indicated:

"Sweat leaves me completely indifferent".

In a patient threatened by the danger of overheating (heat stroke) the self-induced deep sleep acted favorably. In 1960, during a car trip of many hours through the Sahara desert, with a temperature inside the car of more than 80 degrees, I was helped by the formulas:

"I feel good, pleasantly calm and cool >>
and
"I sleep hard and deeply">.

Typical phenomenon, during the whole trip extremely realistic iced drinks. On arrival, I was the only one (out of 20 participants) who was free of ailments. After drinking twelve bottles of ice-cold lemonade, I was immediately able to work, while all the others had to go to bed. The most important general formulas would be:

"The skin remains pleasantly cool"

"Heat is strongly indifferent to me".

The effects of autogenic training on temperature adaptation in people who have been practicing for years can be summarized as follows:
Low or high temperatures are not bothersome;
additional clothing or air conditioning systems, at least for time-limited temperature changes, are unnecessary;
common colds or infections do not occur or become very rare (to the author, for 25 years).