Need some insulation in the shell of your home to be 
comfortable in that climate, and rocks and soil will not 
provide that. It is possible to make a double wall with 
stones, so that insulation can be created in the hollow 
space, but this is a lot of work. Also, earthen materials 
can be insulated (ideally on the outside) with synthetic 
insulation, and then plastered. More natural insulation 
materials that you might find are: strawbales, rice hulls 
(placed in earthbags), crushed volcanic rock (placed in 
earthbags). Most likely some sort of hybrid structure 
utilizing a variety of materials will work best .