We use the clear vinly sheeting that comes in rolls, and double it up on the open walls of our roofed run area, leaving at least a foot open at the top. It will go up soon, depending on the weekend weather when DS does the ladder part of the project.
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This is the south side, and the east side is also done, just on the lower six feet of the wall. The north and west sides are solid walls, and that little window also gets covered, because some birds roost just inside it.
Those plastic panels look great, but are much more expensive than this. And the sheet vinyl lives a couple of winters.
I would like to find actually clear sheet vinyl, but so far no luck. This coop and run get some heat gain from the sun, so it's often not as chilly as outside.
Mary