Your body is using extra energy to keep itself warm because you are huffing cold air. Your body needs to warm the air up that you breathe and also keep you warm. When it is warm outside, your body can rely on the ambient temp. to do much of this work. It's the same when it really hot outside too. Your body expends a lot of energy to keep itself cool. Being warm-blooded comes with the drawback of needing more energy to maintain a constant body temp.

Give your body some calories (some Vitamin C would be good for you too), and you'll be alright.