" . . . forceful respiration results in increased sympathetic innervation and glucose consumption in intercostal muscle, generating heat that dissipates to lung tissue and warms circulating blood in the pulmonary capillaries. Our results provide compelling evidence for the primacy of the brain (CNS) rather than the body (peripheral mechanisms) in mediating the Iceman's [Wim Hof's] responses to cold exposure.[28]"
By hyperventillating you are just flexing your intercostal muscle and that's warming your body. If you sat there flexing your quads or your core over and over you would probably get a similar sensation.
"It was shown that this individual was able to voluntarily activate the sympathetic nervous system through a self-developed method involving meditation, exposure to cold, and breathing techniques. This resulted in increased catecholamine and cortisol release and a remarkably mild innate immune response during experimental endotoxemia compared with more than 100 subjects who previously underwent experimental endotoxemia."
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4034215/
Perhaps it is bunk science? I'm not qualified to say. I personally did find the methods have been helpful.
can you recommend terms to google to learn more about what mental exercises yogis do and can achieve immunologically?
Though the article does seem to suggest that focusing your thoughts in a particular way could be involved as well. Pretty cool!
When you breath like Wim Hof CO2 levels in your blood change and this will have an effect on your pain response. CO2 lowers and the pH raises.