Different parameterizations of subgrid-scale fluxes are utilized in a nonhydrostatic and anelastic mesoscale model to study their influence on simulated Arctic cold air outbreaks. A local closure, a profile closure and two nonlocal closure schemes are applied, including an improved scheme, which is based on other nonlocal closures. It accounts for continuous subgrid-scale fluxes at the top of the surface layer and a continuous Prandtl number with respect to stratification. The application of simple nonlocal closure schemes results in a more realistic simulation of a convective boundary layer than that of a local or a profile closure scheme. Improvements are due to the nonlocal formulation of the eddy diffusivities and to the inclusion of heat transport, which is independent of local gradients (countergradient transport).