artificially which could conduct heat. The moon actually does have an atmosphere but it is so thin that it doesn't conduct anything. If it is enclosed you could also create wind using fans. No I am not an engineer and couldn't design something like that myself but I have no doubt NASA employ's some smart guys that could make something to do the trick. Perhaps it could be a heat source based in radiation? Perhaps it could be veiled to some degree and when it needs heat the veil could be moved or thinned and when it needs cooling the veil could be increased?

It seems to me there are a lot of ways that it could be accomplished.