Everyone has observed this phenomenon in nature before: If you look at a landscape, the colours become brighter, less contrasting and bluer (cooler) with increasing distance, contours become blurred. The cause of this 'air perspective' is due to the different light refraction of the colours, as well as to the physiology of the human eye (cf. photo aerial perspective in photography).
We speak of colour perspective when the depth impression of a two-dimensional image is enhanced by the specific use of certain colour shades in the fore-, middle- and background. Warm shades such as yellow, orange, red, and brown dominate in the foreground. Green, blue and violet are also referred to as background colours. The same applies to the intensity of shades. The more saturated the colour tone, the more likely it is to be perceived as being in front.
But the relationships of the colours to each other are determined by far more complicated parameters, especially by the light-dark contrast, the quantity contrast and the simultaneous contrast. For example, contrary to the above rule, violet on a white background appears as the foreground colour, while yellow tends to recede from white. A particularly strong spatial effect is suggested by the colour contrast of two complementary object colours. For example, yellow on blue is more prominent as foreground colour than red on blue. Here, the subjective colour perception and the relative size of the colour areas (quantity contrast) play a decisive role.
The overlapping of the individual mountain ranges makes it clear how a two-dimensional image suddenly gets a spatial depth by means of specifically selected colour shades.
The phenomenon of the colour perspective and how a mountain landscape can be staged particularly impressively you can see here.