Warm air transfers energy to the water when it flows over cold currents. This means that the warm air loses heat energy to the cold currents thus, raising its temperature.
Whenever there is a temperature difference between two bodies in contact with each other, the Fouriers law explains that there is always a transfer of heat from the hotter body to the colder body until they become the same temperature.
Thus, following this, heat will flow from the warm air to the cold currents.
