New York's Village Halloween Parade is an annual holiday parade and street pageant presented on the night of every Halloween in New York City's Greenwich Village.
It Can Trigger Cardiovascular Issues. The cold air makes your body work overtime, especially the lungs and heart, because they work in unison to keep that warm blood circulating without skipping a beat. This can cause blood pressure to rise, as blood vessels constrict so they can get back into the heart.
So you are sucking a lot of cold dry air into your throat and lungs which drys out the natural mucuses that exists there, and causes temporary inflammation and pain. This results in that burning sensation you feel in your throat/chest/lungs, which may or may not be accompanied by wheezing and coughing. It can be quite painful and quite distressing, but usually, it should subside within, hmm, about 15-20 mins after you stop exercising.