Why is my hand not burned by the air in an oven at 200 °C?

I have this problem from University Physics with Modern Physics (13th Edition): The inside of an oven is at a temperature of 200 °C (392 °F). You can put your hand in the oven without injury as long as you don't touch anything. But since the air inside the oven is also at 200 °C, why isn't your hand burned just the same? What I understood from this problem is that my hand won't be as hot as the air temperature, but then my first conjecture was: It’s the nature of the air (i.e., a gas) that its molecules are more disperse than those of a solid. Is my reasoning right? Or what thermodynamics concepts do I need to understand better to tackle this problem?