On what continent is the city Ulan Bator found?

And unfortunately one of the most polluted in the world .... specially in winter

Ulan Bator means "the red hero"

And 1/3 of the people there are related to Genghis Khan. Read Jack Weatherford's " Genghis Khan, and the making of the Modern World." Fabulous, fascinating, not what I expected.

Coldest capital city in the world.

rafter, do you mean the conqueror series by Conn Iggulden? They are a great read