ULAANBAATAR, Mongolia — Thousands of Mongolians stood in frigid weather Saturday for the second time this winter to protest the government response to smog that routinely blankets their capital.

An estimated 7,000 people, many of them wearing air masks and gas masks underneath thick winter hats, braved temperatures that fell below minus 4 Fahrenheit. Standing in the city’s central Sukhbataar Square, they held black balloons and protest signs. One banner read: “Wake up and smell the smog.”

Ulaanbaatar 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 impoverished neighborhoods that ring the city, known as ger districts, many herders and others live in traditional round tents without heating, leaving them to burn polluting fuels.

UNICEF, the United Nations’ children’s agency, said last year that Ulaanbataar was one of the 10 most polluted cities in the world. It found that the lungs of children living in the districts with the highest pollution did not function as well as those of children living in rural areas, putting them at risk of chronic respiratory diseases as they grow older.

Pollution readings in one ger district Friday were at times nearly 30 times above the levels considered safe by the World Health Organization. Icy winds that whipped through the square during Saturday’s protest cleared some of the previous day’s pollution.