Brandts extended the zipper model devised by Schellman to treat the helix-to-coil transition by considering that residues linked by H-bonds form a spherical folded globule and that nonpolar residues preferentially cluster in the core of the globule to avoid water contact. It is shown that such a model reproduces the occurrence of two cooperative transitions, cold renaturation and hot denaturation, on increasing temperature, in agreement with experimental data. The decrease of the stabilizing contribution associated with the burial of nonpolar residues from water contact on lowering temperature is the cause of cold denaturation.