Demons harm both. There has been ghost hunters videos where they were finding ghosts screaming, and i doubt humans can touch them.
I believe ghosts exist (obvious by my statement above xD), perhaps mostly on a different plane of existence, with occasional ones trapped in "our" plane.
They must have some way to "touch" objects, and likely need energy to do so, which would explain cold spots. Personally, if i turn ghost instead of going somewhere else (like heaven, for example xD), then i would be trying to experiment with objects all the time. Then meybeh mess with people occasionally, as a source of entertainment xD
