ULAN BATOR, Mongolia — Thousands of Mongolians stood in frigid weather on Saturday for the second time this winter to demand that the government strengthen its response to the smog that routinely blankets Ulan Bator, the capital.

About 7,000 people, many in air masks and gas masks under thick winter hats, braved temperatures below minus 4 Fahrenheit. Standing in the city’s central Sukhbataar Square, they held black balloons and protest signs.

Ulan Bator is one of the world’s coldest capitals, and more than half of the city’s 1.3 million residents rely on burning raw coal, plastic, rubber tires and other materials to stay warm and cook meals in their homes. In poor neighborhoods that ring the city, known as ger districts, herders and others live in traditional round tents without heating, leaving them to burn polluting fuels.

Unicef, said last year that Ulan Bator was one of the world’s 10 most polluted cities and that the lungs of children in the most polluted areas did not function as well as those of children in rural areas, putting them at risk of chronic respiratory illnesses.