Producing heat requires energy, so I presume the less exposed and more insulated the hive is, the less likely it is to run out of fuel.
There are trade offs in all climates for bees. In the north there are harsh winters but the nectar flow lasts longer than it does in hot climates. In the south, the winters tend to be mild, but the summer is harsh as flowering plants wither.
There are some insulated hives, but they are more expensive than wooden hives which you can build at home.