Sunlight heats the air. The air expands (slightly).
Expanded air is more buoyant than condensed air, and so the hotter expanded air floats upward. Surrounding colder air falls down to fill the void. This is a [convection cell](https://en.m.wikipedia.org/wiki/Convection_cell) and they form and vanish over the course of the day. Likewise, at night, the planet Earth cools as the ground radiates heat into space.
So, the wind is caused by differences in temperature, which drive huge amounts of air to move around.
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