Yes, but at temperatures not disastrously cold, the effect would be small, say a bite or two per day. Read a marvellous book called "Winterdance" by Gary Paulsen. It is one of the most entertaining I have read, and it is revealing about the difference between cold weather and BRUTALLY COLD WEATHER WITH HARD WORK!!!
Short of really hard labour, especially in dangerous cold, you can hardly change your energy consumption enough to affect your proper food consumption. Exercise does affect the energy balance between weight loss and gain, but short of slavery, not enough to justify you in increasing what you eat. A chocolate bar to reward yourself for a really heavy workout would undo the ground you had gained in a couple of long sessions!
You cannot fool fat, intimidate it, or bully it. All you can do it avoid it and burn a bit of it. There are plenty of good reasons to torture yourself with cold and exercise, but weight loss is not one. If you do in fact put on a lot of muscle, that can encourage an increased basal metabolism, and make you feel better and healthier in other ways as well, but if you feel that you need to reward yourself for that, fine, but DON'T reward yourself with food!
And cut the word "diet" out of your vocabulary. A diet, in the sense of what you eat till you lose weight, is a council of defeat and despair, illogical and futile. The only thing that works is to eat pleasantly and healthily in amounts that are less than yur energy consumption; in other words less. As you approach your desired condition, ease into a lifestyle that you can keep up comfortably and healthily. Exercise makes it easier and works better. It does not substitute for it.
Cheers,
Slavemaster Jon
