Both. Any time you expose your body to extreme temperatures, it has to expend energy to maintain homeostasis. In the case of a hot room, the body reacts by sweating. Because sweat has a lower concentration of ions than normal isotonic body fluids, the sweat glands must extract ions from sweat before releasing it. Separating those ions takes energy (just like desalination of water).
In the case of a cold room, the body must obviously compensate by burning as many calories as you lose to the cold.
However, as a means of losing weight, neither will have any significant impact. Far more effective would be simply putting less food on your plate. I'm too lazy to do the math, but I suspect that spending 8 miserable hours in a hot or cold room would probably burn an additional 100 kcal of energy. Roughly equal to skipping one spoonful of peanut butter. Also, sleeping in an uncomfortable room will not be as restful, and poor sleep results in higher levels of ghrelin, a hormone that causes us to eat more. So, although you might burn a few more calories, you might also end up craving many times the calories you burned.
