Ocean air can improve your blood O2 levels, boost your vitamin D levels and improve your breathing. All of these will improve your sleep. So, there is a definite connection between the sea, ocean and salt air, and improved sleep.
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Being in nature, a place you feel safe, can lower your blood pressure and stress hormone levels. Likewise, spending time at the beach can lessen anxiety and nervous system arousal, which is what makes you feel stressed and anxious. It lifts your mood.