Just read hypothermics.com . Its author, Ray Cronise, has done a lot of measurements using proper equipment.

And anecdotaly I have a co-worker who was into serious climbing. Before a high climb like over 6km he on purpose typically gained like 5 kilos of weight and still came back learner from the trip. And he knows for sure that that was due to coldness as on much more physically demanding trips at warmer altitudes weight loss was much smaller.

My understanding is that you also burn more energy at altitude.

This has been given as one of the problems that Scott faced when man-hauling sledges on the Antarctic plateau at 3000m.

"Being cold" does not have any particular caloric advantage until and unless you are cold enough to shiver. Shivering, as it happens, is a fantastic way to burn calories, and 15 minutes of shivering is equivalent to approximately an hour's worth of exercise.

http://www.livestrong.com/article/317620-how-many-calories-a...

That link contradicts that?

"even mild cold that doesn't cause you to shiver starts to burn through those brown fat stores, jumpstarting your caloric burn rate."

Famously, Inuit team drivers for Arctic expeditions would eat all the butter out of the food supplies first.

Indeed. Thanks for the correction. The science, as I understand it, is that just being cold, but not to the point of shivering, will help boost your metabolism if you're performing exercise, while just being cold while idle will burn a basically insignificant amount of calories.

Sitting in a cold room burns an extra 50+ calories an hour if you are not dressed for it. That does add up, but is also unpleasant.